Sign In

​​​​​​​​​

 Content Editor

第三届中国量化金融峰会——“量化投资与金融开放”

The Third China Quantitative Finance Conference - "Quantitative Investment and Financial Opening-Up"

CFA Institute中国量化金融峰会,作为CFA Institute中国投资论坛系列之一,已经成为量化金融行业的年度盛会。峰会致力于为国内外顶尖量化金融专家和从业人士搭建一个国际化的交流和学习平台,提升量化金融领域高端人才的专业能力,推动行业的整体发展。本次峰会预计参会人数500人,包括地方政府和监管代表、CFA Institute高管、行业专家和CFA持证人。2019年以来,中国金融领域迎来了更高层次的对外开放,这大大加速了海外金融机构在中国的业务开展,也令海外资本大批涌入中国A股、债券和商品市场。因此,本届峰会将围绕"量化投资与金融开放"这一主题做深入探讨与分享。

As a major annual event of the CFA Institute China Investment Forum series, the 3rd China Quantitative Finance Conference will focus on "Quantitative Investment and Financial Opening-Up", bringing together prominent industry experts and experienced practitioners to discuss the present and future of quantitative investment in China with new opening-up measures rolling out in the domestic financial market.


时间:2019年10月12日,星期六,9:00-17:00

地点:浦东香格里拉大酒店浦江楼三楼大宴会厅,上海市浦东新区富城路33号

语言:中文

报名:http://cfachinashanghai.mikecrm.com/sjdOzbN

指导单位:上海市浦东新区金融工作局

主办单位:CFA Institute

支持单位:上海交通大学中国金融研究院、量化投资俱乐部、MSCI

战略合作伙伴:浦东国际金融研究交流中心


第三届CFA Institute中国量化金融峰会 —— 量化投资与金融开放

10:30-10:35

主持人

-         欧阳立,CFA,华信资管副总经理、CFA Institute中国量化金融峰会筹委会负责人

10:35-11:20

主题演讲:因子择时之挑战,慎选战场

-         安灿(Chan Ahn),高盛亚洲区(除日本)结构化股票部主管

11:20-12:05

主题演讲:中国A股在全球股票投资组合中的整合

-         倪天赐(Theodore Niggli),MSCI董事总经理兼OneMSCI全球商务战略主管

12:05-13:00午餐
13:00-13:45分论坛一分论坛二

结合分析师一致预测来提高A 股市场的预测动量因子表现

-         马勤(Chris Ma),花旗银行亚洲量化研究部主管

互联网第三方销售平台对基金业的影响

-         潘军,上海交通大学上海高级金融学院金融学教授、前麻省理工学院斯隆管理学院金融学杰出教授

13:45-14:30

外商资管CEO对话

-         何昕,法国兴业银行(中国)有限公司董事总经理、环球市场部总监

-         陆敏,瀚亚投资管理(上海)有限公司总经理

主持人:徐璟,上海陆家嘴金融城发展局创新产业发展部主任、陆家嘴金融城全球资产管理机构联合会秘书长

证券化投资中的大数据和人工智能,现状与未来

-         张佳伟,MSCI董事总经理兼证券化产品研究负责人

14:30-15:00

茶歇
15:00-16:30

小组讨论:A股金融工程学术研究漫谈

1.      量化投资在中国的潜力

-         Benjamin Dunn,CFA,瀚亚投资量化策略部首席投资官

2.     科创板套打策略

-         任瞳,招商证券金融工程首席分析师

-         欧阳立,CFA,华信资管副总经理

3.     应用机器学习于中国期货CTA策略的多因子轮动

-         吴雅楠,CFA,上海亚厚资产管理董事长

4.     A股主动量化-业绩周期与定价基准的选择

-         王红兵,西部证券金融工程首席分析师

主持人:欧阳立,CFA,华信资管副总经理

小组讨论:量化私募策略

1.      嘉宾分享

-         任思泓,金锝资产董事长

2.     嘉宾分享

-         申毅,申毅投资首席执行官

3.     中国高收益债投资策略

-         冷晓华,CFA,三度星和(北京)投资有限公司董事合伙人

4.     低频Alpha策略的突围与未来

-         李峰,锋滔资产创始人

主持人:刘治平,南山领盛创始合伙人、前量化投资俱乐部理事长

16:30
峰会结束



The 3rd CFA Institute China Quantitative Finance Conference 

- "Quantitative Investment & Financial Opening-Up"

10:30-10:35

MC Opening

-         Stanley Ouyang, CFA, Deputy General Manager, CEFC Asset Management; Head pf CFA Institute China Quantitative Finance Conference committee

10:35-11:20

Keynote Speech: "Pick Your Battles" – The Challenges of Factor Timing

-         Chan Ahn, Head of Equities Structuring for Asia ex Japan at Goldman Sachs

11:20-12:05

Keynote Speech: The Journey Continues - Integration of China A shares in Global Equity Portfolios

-         Theodore Niggli, Managing Director, Global Head, 1MSCI Commercial Programs, MSCI

12:05-13:00Networking Lunch
13:00-13:45Sub-Forum OneSub-Forum Two

Estimates Momentum in China A – Combining Consensus for Better Alpha

-         Chris Ma, Head of Asia Quantitative Research, Citi

The Economic Impact of Distributing Financial Products on Third-Party Online Platforms

-         Jun Pan, Professor of Finance, Shanghai Advanced Institute of Finance; Distinguished Professor of Finance, MIT Sloan School of Management

13:45-14:30

Panel Discussion by WFOE CEO

-         Xin He, Managing Director and China Head of Global Markets, Societe Generale (China) Limited

-         Patrick Liu, China CEO of Neuberger Berman and General Manager of Neuberger Berman Investment Management (Shanghai) Ltd

-         Michael Lu, General Manager, Eastspring Investments China WFOE

Moderator: Bin Hu, CFA, CEO, Coefficient Fund; former CEO, BNY Mellon China

Big Data and AI in Securitization, Present and Future

-         David Zhang, Managing Director and Head of Securitized Product Research, MSCI

14:30-15:00

Refreshment Break
15:00-16:30

Panel Discussion on A-share Quantitative Research

1.      Potential for Quant in China

-         Benjamin Dunn, CFA, Chief Investment Officer, Quantitative Strategies, Eastspring Investments (Singapore) Limited

2.     IPO Strategies in China's Sci-tech Innovation Board

-         Tong Ren, Chief Quantitative Research Analyst, China Merchants Securities

-         Stanley Ouyang, CFA, Deputy General Manager, CEFC Asset Management

3.     Predictability of Alpha Performance Using Machine Learning

-         Yanan Wu, CFA, Chairman, Shanghai Yahou Asset Management Inc.

4.     A Quantitative Study on the Earning Cycle and Pricing Benchmark at A-Share Market

-         Hongbing Wang, Chief Quantitative Research Analyst, Western Securities

Moderator: Stanley Ouyang, CFA, Deputy General Manager, CEFC Asset Management

Panel Discussion by China Quantitative Hedge Fund CIOs

1.      Individual sharing

-         Michael Ren, CEO, Jinde Asset Management

2.     Individual sharing

-         Sonny Shen, CEO, Shenyi Investment

3.     Trading High Yield Bond in China Market

-         Eric Leng, CFA, Managing Partner, Crescendi Capital Group

4.     Low-frequency Alpha Strategy in China: Challenges and Opportunities

-         Feng Li, Founder, FT Asset Management LLC

Moderator: Zack Liu, Founder, Southern Hill Capital; former President of Q Club

16:30Conference Close



The Second Shanghai CFA China Quantitative Finance Summit
--- Chinese Market and Disciplined Investing
​​第二届上海CFA中国量化金融峰会 ---中国市场与纪律投资   

To enhance the communication between domestic and overseas quants of Chinese markets, and to improve the development of quantitative finance industry, CFA China Shanghai has initiated the first Shanghai CFA China Quantitative Finance Summit in October 2017, with a theme of new methods, data and models of quantitative finance.

We observe the unprecedented capital flows from overseas investors and great opportunities for disciplined investing. On May 31, 2018, 226 China A Share stocks have been included into the MSCI Emerging Markets Index. This watershed event symbolizes the ever-increasing speed of internalization of Chinese equity market.

The Second Shanghai CFA China Quantitative Finance Summit will be held on August 27, 2018 at Hyatt on the Bund, Shanghai. The conference theme is "Chinese Market and Disciplined Investment", which is to explore how to apply quantitative method to seize the opportunities from overseas capital flows, and to discuss how to make better selection of quantitative models and asset allocation from the professional perspective. The summit has invited speakers of overseas and domestic quant CIOs, buy-side practitioners, sell-side research analysts, and leading academics. They will share their new discovery and applications of artificial intelligence, machine learning, big data and quantitative modeling in the fields of investment management.

Please click HERE to learn about the first Shanghai CFA China Quantitative Finance Summit.

 
 

 DATE: August 27, 2018. Monday, 9:00-17:00

 VENUE: Grand Ballroom, Hyatt on the Bund, 199 Huangpu Road, Hongkou District, Shanghai

 REGISTRATION:​Please click HERE to register for the summit.

 AGENDA:

议程-第二届CFA中国量化金融峰会_网络版_Page_3.jpg

议程-第二届CFA中国量化金融峰会_网络版_Page_2.jpg

 Page_1_v3.jpg

 Page_2_v2.jpg

 

CONFERENCE MODERATOR:

moderator 1.jpg 

 

SPEAKER:

speaker 1.jpg 

speaker 2.jpg 

lhw.png 

 

 
 
 
ORGANIZER:CFA中国上海.png
CO-ORGANIZER:
SPECIAL SUPPORT:CFA_institute_RGB.png
OTHER SUPPORTS:HKSFA_25th_Logo_Final.png
 

 
CONTACT INFOMATION:

Tel:+86 21 51167150/51167250; Email: info-sh@cfa-china.org.cn