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Symposium Agenda                                                                                                                         

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:

Risk Management & Quantitative Investing

Gain insight into the latest in risk modeling and management methods and discuss theories in quantitative and fundamental analysis.

 

Portfolio Analytics

Discuss the latest in portfolio management and analysis and learn how industry, regulatory, and technology trends are impacting investment decisions.

  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. - 6:00 p.m.  Symposium Check-In
 Four Seasons Conference Area
  12:00 - 4:00 p.m.  Product Workshops - SOLD OUT!
 Queen Room
     12:00-12:40 p.m. - The Evolution of Attribution 
     12:50-1:30 p.m. - Transforming Quantitative Factors into Effective Alpha Signals 
     1:40-2:20 p.m. - Publisher 3.0: Next Generation of Managed Publishing Tools Utilizing FactSet Analytics
     2:30-3:10 p.m. - Trimming the Fat: Understanding True Tail Risk in Your Portfolio
     3:20-4:00 p.m. - FactSet-As-A-Service
 12:30 - 4:30 p.m.  Golf Tournament at Tranquilo Golf Course 
Meet at the Pro Shop, lunch will be available
  6:00 - 8:00 PM  Welcome Reception
 King Meadow Lawn

 

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

Breakfast
Four Seasons Conference Area - East Foyer

8:15-8:50 a.m. Welcome Address
General Session - Grand Ballroom East & Central
   Risk Management & 
 Quantitative Investing
  Grand Ballroom West
  Portfolio Analytics
 
Palm I
 Performance & Reporting
 
Palm II
 FactSet Solutions Center
 
Palm Pre-Function
9:00 - 9:45 a.m.
Beyond the Hype: Capitalize on New Data Sources for Better Investment Strategies
Caroline Sherman, Quantopian
 No Session  Shifting Dynamics: Outsourcing the
 Performance Function in an
 Ever-Changing Environment
 Neil Mackay, Aberdeen Standard Investments
Stop Everything! You Can Trade Through FactSet!?  
Pat Reilly, FactSet
9:55 - 10:40 a.m.

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

 How AI and Machine Learning Impact   Portfolio Strategy
 John Adam, FactSet

Reducing Time to Market with a Targeted Reporting Solution
Joshua O'Brien, Strategic Client Group

The Evolution of FactSet’s Performance & Attribution Solutions
Sean Murray, FactSet
Adam Schlafhauser, FactSet


10:40 - 11:00 a.m.  Morning Networking Break
Four Seasons Conference Area
   Risk Management 
 Quantitative Investing
 Grand Ballroom West
 Portfolio Analytics
 Palm I
 Performance & Reporting
 
Palm II
 FactSet Solutions Center
 
Palm Pre-Function
11:15 a.m. - 12:00 p.m.  Macro Stress Testing
 Dieter Vandenbussche, Axioma
The Sustainable Fixed Income Landscape and ESG Investing
Amy Hauter, Brown Advisory
 Panel: The Future of Performance & Attribution Solutions: Uniting the Front & Middle Offices
Adam Clift, Columbia Threadneedle Investments
Matt Lyberg, Acadian Asset Management
Jonny Norris, Capital Group
Moderator: Sean Murray, FactSet
Gain Operational Efficiency and Enhance Process Control with Empowered Reporting
McKay Marschalk, FactSet
12:15 - 1:30 p.m.

Networking Lunch & Innovative Data Panel: Finding Signal in the Noise
Moderator: Lauren Stevens, FactSet
Panelists:
Danilo Chiono, RepRisk
Dan Joldzic, Alexandria Technology
Tharsis Souza, Yewno 
General Session - Grand Ballroom East & Central

   Risk Management &
 Quantitative Investing
 
Grand Ballroom West 
 Portfolio Analytics
 
Palm I
 Performance & Reporting
 
Palm II
 FactSet Solutions Center
 
Palm Pre-Function
1:40 - 2:25 p.m. A Bridge Between Behavioral and Rational Finance: Decoding Fat-Tails and Application for Long-Term Investing
Boryana Racheva-Iotova, FactSet  

Navigating Opportunities in Emerging Markets
Kevin Kloski, New York Life

 2020 Edition of the GIPS Standards
 Kenneth Robinson, CFA Institute
Innovations in Quantitative Finance
Bijan Beheshti, FactSet
2:35-3:20 p.m.

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

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

 Strike the Balance: Unlocking   Opportunities in Performance   Measurement
 Dean McIntyre, FactSet 

The New Gold Rush: Finding Return on the Fixed Income Optimization Frontier
Shamin Parikh, FactSet 

3:30 - 4:15 p.m. Liability Driven Investing Panel
Moderator: Pat Reilly, FactSet
Panelists:

Max Guimond, Insight Investment
Anthony Parish, Sage Advisory Services

James So, Western Asset Management Company
General Session - Grand Ballroom East & Central
 B-One User Group, 3:30-5:00 p.m.
 Invitation Only 
 Queen Room
4:15-6:45 p.m. Afternoon Break
6:45 p.m. Monday Evening Event: Indiana Jones Epic Stunt Spectacular
Four Seasons Conference Area - East Terrace, transportation provided.
Waldorf Astoria Lobby, transportation provided.

 

Tuesday, October 23
7:30-8:15 a.m. Breakfast
Four Seasons Conference Area - East Foyer
8:15-9:00 a.m.

Risk Management Panel
Moderator: Alyx Flournoy, FactSet
Panelists:
Sebastian Ceria, Axioma
Jason MacQueen, Northfield
Boryana Racheva-Iotova, FactSet
Peter Shepard, MSCI
General Session - Grand Ballroom East & Central

   Risk Management & 
 Quantitative Investing
 
Grand Ballroom West
 Portfolio Analytics
 
Palm I
 Performance & Reporting
 
Palm II
 FactSet Solutions Center
 
Palm Pre-Function
9:10 -9:55 a.m. Active Quant: Applied Investment Research in Emerging Markets
John Guerard, McKinley Capital Management
Quantifying Company Intangibles to Identify Performance Drivers
Spyros Mesomeris, Deutsche Bank
 Performance System Migrations: What You Need to Know before You Start
Alex Shafran, Cohen & Steers

Unlocking Best-in-Class Portfolio Analytics Using the PA Engine API
Stan Kwasniewski, FactSet
Akshay Sheth, FactSet

9:55 - 10:15 a.m.  Morning Networking Break
Four Seasons Conference Area
   Risk Management & 
 Quantitative Investing
 
Grand Ballroom West
 Portfolio Analytics
 
Palm I
 Performance & Reporting
 
Palm II
 FactSet Solutions Center
 
Palm Pre-Function
10:20 - 11:05 a.m.  How the Shift from Active to Passive
 Impacts your Risk Management
 Adrienne Bonser, Vanguard
What Free Lunch? The Costs of Over-Diversification
Rob Shapiro, State Street Global Advisors
Shawn McKay, State Street Global Advisors
Regulatory Impacts on Reporting: 
Form N-Port and the IC Reporting Modernization Rule
Ali van Nes, FactSet
Nels Ylitalo, FactSet
Monitor and Manage Portfolios in Real Time
Stan Kwasniewski, FactSet
Tracy Wolfe, FactSet
11:15 a.m.-12:00 p.m. Integrating ESG in Portfolio
 Construction

 Joshua Livnat, QMA, a PGIM Company
 LIBOR Replacements: What Comes   Next?
 Tom Davis, FactSet
 The Evolving Digital Experience: Viewing
 Reports from Your Clients' Perspective
 Stella Mink, Manulife 
Soothing the Data Management Headache with Portfolio Services
Freddy Strout, FactSet
12:10-1:30 p.m.

Networking Lunch & Panel: The Evolution of Indexes and Emergence of Thematic Investing
Moderator: Jeremy Zhou, FactSet
Panelists:
Yuan Fang, BlackRock
Dwijen Gandhi, ICE Data Services
Matt Horne, Fidelity
Vivian Ramos, FactSet

General Session - Grand Ballroom East & Central

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