EM Equities: Expert presentations followed by panel discussion - ERP Spain.com - España y América Latina

Introducing our speakers: ARUP DATTA, SENIOR VICE PRESIDENT AND HEAD OF GLOBAL QUANTITATIVE EQUITY AT MACKENZIE INVESTMENTS Arup began his career in quantitative equity investing in 1992. In 2012, Arup founded Agriya Investors, a firm focused on global equities, which eventually became the global/international arm of AJO, a Philadelphia-based institutional quantitative equity firm. As Chief Investment Officer - International, Arup launched capacity-constrained equity strategies in emerging and developed markets. Arup joined Mackenzie Investments in September 2017 to head the Global Quantitative Equity Team. Arup will discuss the specific reasons why EM equities plays to the strength of strategies applying a quantitative approach and also why EM equities provides the best opportunities for alpha potential for quant managers. Also will discuss the advantages applying a ‘core’ approach balancing exposures across ‘quality’, ‘revisions’ and ‘value’ super factor buckets. Arup will also discuss: – Why daily trading, managing transaction costs and limiting capacity are all key in EM Equities – How ‘Human Overlay’ decisions can add value in periods of market dislocation – The integration of ESG factors into quant models from an alpha perspective and from a constraint/optimization perspective RAHUL CHADHA, CHIEF INVESTMENT OFFICER AT MIRAE ASSET GLOBAL INVESTMENTS (HONG KONG) In his role Rahul oversees the entire investment unit. He is a member of the Investment Committee and plays an instrumental role in the development of internal investment policies and processes for the firm. Rahul also manages a number of the firm’s Asia Pacific equity portfolios and frequently interacts with portfolio companies and investors to communicate Mirae Asset’s investment philosophy and views on Asian markets. Rahul's topic tbc