TCFA Alliance Event - 2nd Shanghai CFA China Quantitative Finance Summit: Chinese Market and Disciplined Investing

[tcfa ca]

Dear TCFA CA members and friends,

Hope you have been enjoying the beautiful bay area summer so far. 

We are pleased to forward this invitation to you for the CFA China 2nd Quantitative Finance Summit: Chinese Market and Disciplined Investing on August 27, 2018 in Shanghai. Our TCFA CA Chair Dr. Yuying Gao will be a distinguished speaker in the afternoon session. She will talk about the scale and impact of foreign inflows for A Share investment landscape, with a topic of "2% to 20%: Face the Opportunities and Challenges of Northbound Flow". If you are interested in attending or have local friends interested, please feel free to circulate the invitation around. 

If you plan to attend the Summit, please register here:    

https://yoopay.cn/event/37901114

In addition to the Summit on Monday, there will be a VIP dinner event on Sunday evening as of Aug 26th. Yuying will host a table for oversea investors to meet local quants and the best of sellside quant researchers. You must be registered for the Summit in order to attend the VIP dinner. If you plan to join the dinner with Yuying, please RSVP to tcf...@gmail.com with your name, company, contact info (email/phone/wechat).  

Enclosed is the conference program. 

Second Shanghai CFA China Quantitative Finance Summit

Chinese Market and Disciplined Investing

1.      Background & Theme

At Wall Street, the uprising of quantitative investment has become an unstoppable trend.  Over the past decade, quantitative investment has spread everywhere, bringing revolutionary changes to the financial trading. Quantitative research and technology have been significant components of numerous fund’s investment process. In China, quantitative finance has already bloomed from seeds into blossoms. It has been a pressing need of investors to master quantitative ideas as well as quantitative technology.

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.

 

2.      Event info：

Time:	August 27, 2018. Monday, 9:00-17:00
Location:	Grand Ballroom, Hyatt on the Bund 199 Huangpu Road, Hongkou District, Shanghai
Organizer:	CFA China Shanghai, Shanghai Hongkou Financial Service Bureau
Co-organizer:	QClub, Hedge Fund Park of Shanghai
Supporting Organization：	CFA Institute
Conference Moderator:	Stanley Ouyang, CFA, Deputy General Manager of CEFC Asset Management, CFA China Shanghai Steering Committee Member, Head of CFA China Quantitative Finance Committee, Vice President of QClub
Capacity:	400-500 people

3.      Agenda （Tentative and Keep Updating）

Second Shanghai CFA China Quantitative Finance Summit Chinese Market and Disciplined Investing
9:00-9:20	Opening Remark -    Representative from local government -    Tao Guo, CFA, Chief Representative, CFA China Shanghai
9:20-9:30	Government Project Release (TBD)
9:30-10:20	Keynote Speech 1- When Every Investor Becomes a Risk Premia Investor -    Wai Lee, Global Head of Research, Multi-Asset Solutions, Wells Fargo Asset Management
10:20-11:10	Keynote Speech 2- Disciplined Investing in Oversea Markets -    Hua Fan, Senior Managing Director and Director of Asset Allocation, China Investment Corporation
11:10-12:00	Keynote Speech 3 – Outlook of Chinese Pension Fund Management -    Jun Xiong, Deputy General Manager and Chief Economist, Tianhong Asset Management; former Director of Research Dept. in National Council for Social Security Fund
12:00-13:30	Lunch
13:30-14:15	[Sub Forum 1] 2% to 20%: Face the Opportunities and Challenges of Northbound Flow -    Yuying Gao, CFA, Head of Emerging Markets, Portfolio Manager, Nipun Capital
	[Sub Forum 2] Quantitative Fundamental Analysis in China -    Li Feng, Professor of Accounting, Associate Dean, Director of MBA Program, Shanghai Institute of Advanced Finance of Shanghai Jiaotong University
14:15-15:00	[Sub Forum 1] New Trends in Global Index Investment -  Shan Lan, Global Head of Index Investment, Macquarie Bank
	Exploration of Disciplined Investing in A Share: Enhanced Index -    Chengdong Lin, Founder of Foresee Investment, President of QClub
15:00-15:15	Tea Break
15:15-16:45	[Sub Forum 1] Broker Research Roundtable on A-share Quantitative Research Topic 1 ”(TBD)” -    Guoping Yang, Chief Financial Engineering Analyst, Shenwan Hongyuan Securities Research Topic 2 ” Factor-based Rotation of CSI300 and ChiNext” -    Tong Ren, Chief Financial Engineering Analyst, Industrial Securities Research Topic 3 ”(TBD)” -    Xianxing Wu, Chief Financial Engineering Analyst, Tianfeng Securities Research Topic 4 ” Quantitative Perspective of Sector Rotation Among Inventory Cycle” -    Luming Ding, Chief Financial Engineering Analyst, China Securities Research Topic 5 ”(TBD)” -    Jiarui Feng, Chief Financial Engineering Analyst, Haitong Securities Research Moderator: Stanley Ouyang, CFA, Deputy General Manager of CEFC Asset Management, CFA China Shanghai Steering Committee Member, Head of CFA China Quantitative Finance Committee, Vice President of QClub
	[Sub Forum 2] 15:15-15:45 New Research on China Mutual Fund Evaluation -    Daode Gao,Deputy General Manager and Chief Financial Engineering Analyst ,Haitong Securities Research 15:45-16:45 Senior Quant Fund Manager Roundtable: Disciplined Investing and Its Attraction to Investors -    Xiongwei Ju, Founder, Parametirca Fund -    Michael Ren, Managing Partner, Jinde Fund -    Yi Shen, Founder, Shenyi Investment Moderator: Zhiping Liu, Founder, SouthernHill Capital; former President of QClub
16:45-17:00	Networking; Conclusion of the Summit

 

 

 

4.      Target Participants

Ÿ   Senior officers of government regulator

Ÿ   Chief sell-side research analysts, experienced buy-side practitioners from institutions such as mutual fund, private hedge fund, asset management division of securities companies and futures companies, all of whom specializes in quantitative investment of Chinese market

Ÿ   Senior executives and industry professionals in finance including investment group, banks, securities, insurance, and private equity investment

Ÿ   CFA members in Shanghai and other societies

Ÿ   Overseas investors interested in Chinese Market

 

Your sincerely,

The Chinese Finance Association California Chapter

2018.7.26