Symposium Agenda                                                                                                                 RegisterButton       

Powerful speakers with unparalleled minds and ideas have always been at the heart of the Symposium, and this year is no exception. The agenda covers various aspects of asset management, including investment principles, processes, technology, and regulations. Our educational and interactive sessions that will challenge you to rethink the way you do business, and help you develop strategies to overcome workflow challenges you may be facing.

Design your own agenda by choosing to attend sessions from any of our concurrent tracks:

Portfolio Analytics
Discuss the latest in portfolio management and analysis and learn how industry, regulatory, and technology trends are impacting investment decisions.
  Risk Management & Quantitative Investing
Gain insight into the latest in risk modeling and management methods and discuss theories in quantitative and fundamental analysis.
  Performance & Reporting
Explore how the performance function is evolving and discuss the client and technological impacts on the future of client reporting and communication.
  FactSet Solutions Center
Learn about FactSet's newest offerings and enhancements and see our solutions, including Portfolio Analysis, Risk Models, B-One, Vermilion Reporting Suite, and more in action.

 

  Sunday, October 21
  10:30 a.m. - 5:30 p.m.  Symposium Check-In
 Four Seasons Conference Area
  12:00 - 4:00 p.m.  Product Workshops - Queen Room
  • FactSet Attribution Models
  • Quantitative Solutions
  • Client Reporting
  • Risk Management
  • Professional Services
 12:00 - 4:00 p.m.  Golf Tournament at Tranquilo Golf Course 
Meet at the pro shop, lunch will be available
  6:00 - 8:00 PM  Welcome Reception
 Our Lady Palm and King Meadow Lawns

 

Monday, October 22
7:30-8:15 a.m.

Breakfast
Four Seasons Conference Area - Central Foyer

8:15-8:50 a.m. Welcome Address
Grand Ballroom East
   Portfolio Analytics  Risk Management & 
 Quantitative Investing
Performance & Reporting FactSet Solutions Center
9:00 - 9:45 a.m.
Finding Value in Smart Beta and ETFs
David Mazza, OppenheimerFunds
Capitalizing on Rapid Data Growth with Unparalleled Speed and Flexibility
Caroline Sherman, Quantopian
The Performance Function Reshaped
Dean McIntyre, FactSet
Trade Flow Solutions across the Portfolio Lifecycle
9:55 - 10:40 a.m.

The Macro Environment's Impact on U.S. Equities
Jonathan Golub, Credit Suisse

Multi-Asset Class Risk: What You Need to Be Aware of When Investing in More than Just Equities
Stas Melnikov, Russell Investments

Natural Language Generation in Client Reporting

Performance System Solutions
10:40 - 11:00 a.m.  Morning Networking Break
Four Seasons Conference Area - Central Foyer
  Portfolio Analytics Risk Management &
Quantitative Investing
Performance & Reporting FactSet Solutions Center
11:15 a.m. - 12:00 p.m. Green Bonds and Sustainable Investing
Amy Hauter, Brown Advisory
Understanding Tail Risk and Its Upside
Boryana Racheva-Iotova, FactSet
The Performance Team as the Source of Truth: Aligning Indicative and Official Performance
Lessening the Burden of Data Management and Operations with Portfolio Services 
12:15 - 1:30 p.m. Networking Lunch & Innovative Data Panel: Finding Signal in the Noise
Grand Ballroom East
  Portfolio Analytics Risk Management &
Quantitative Investing
Performance & Reporting FactSet Solutions Center
1:40 - 2:25 p.m. Navigating Opportunities in Emerging Markets
Kevin Kloski, New York Life
Integrating ESG into Portfolio Construction
 Joshua Livnat, QMA, a PGIM Company

Regulatory Impacts on Reporting: 
Form N-Port and the IC Reporting Modernization Rule
Nels Ylitalo, FactSet
Agile Data Access through APIs 
2:35-3:20 p.m.

Perfect Foresight: Insights into the Drivers of Stock Returns and Passive Strategies
Bobby Barnes, Fidelity

Port@ble Ownership – Finding Alpha from Skillful Hedge Fund Managers
Yin Luo, Wolfe Research

GIPS Verification: Is it Essential? 

Portfolio Management Platform

3:30 - 4:15 p.m. Liability Driven Investing Panel
Grand Ballroom East 
4:15-7:00 p.m. Afternoon Break
7:00 p.m. Monday Evening Event: Indiana Jones Epic Stunt Spectacular
Disney's Hollywood Studios

 

Tuesday, October 23
7:30-8:15 a.m. Breakfast
Four Seasons Conference Area - Central Foyer
8:15-9:00 a.m. Risk Management Panel
Grand Ballroom East
  Portfolio Analytics Risk Management &
Quantitative Investing
Performance & Reporting FactSet Solutions Center
9:10 -9:55 a.m. Identifying and Understanding Performance Drivers in Passive Strategies Active Quant: Applied Investment Research in Emerging Markets
John Guerard, McKinley Capital Management
The Evolving Digital Experience: Viewing Reports from Your Clients' Perspective

Risk Management Solutions 
9:55 - 10:15 a.m.  Morning Networking Break
Four Seasons Conference Area - Central Foyer
  Portfolio Analytics Risk Management &
Quantitative Investing
Performance & Reporting FactSet Solutions Center
10:20 - 11:05 a.m. Understanding Geographic and Geopolitical Exposures How the Shift from Active to Passive has Changed the Role of a Risk Manager The Convergence or Risk, Performance, and Reporting Teams  Advancements in Quantitative Solutions
11:15 a.m.-12:00 p.m.   The Impact of ETFs on Liquidity and Transaction Costs   Client Reporting Solutions
12:10-1:30 p.m.

The Evolution of Indexes and Emergence of Thematic Investing
Grand Ballroom East

 Session topics, titles, and times are subject to change.  

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