Conference Day One: March 17 2020

8:00 am - 8:40 am Welcoming tea, coffee and registration

KEYNOTES & OPENING PLENARY SESSIONS

8:40 am - 8:50 am Chair's opening remarks

Chair’s welcome and start of conference
William Kelly, Chief Executive Officer at CAIA Association

William Kelly

Chief Executive Officer
CAIA Association

8:50 am - 9:20 am AI and capital markets – where are we now?

After the excitement of alt data, new ML techniques and cost-effective GPU availability, what’s actually been achieved in using AI in asset management? A global consultancy shares current research that’s mapped out what’s worked, what hasn’t and who’s now leading the pack
Jeff Wecker, Chief Data Scientist at Goldman Sachs

Jeff Wecker

Chief Data Scientist
Goldman Sachs

Panel discussion on the realistic use cases of ML processes within financial markets – how to separate fad from reality and utilise Machine Learning effectively.
Ingrid Tierens, Managing Director at Goldman Sachs

Ingrid Tierens

Managing Director
Goldman Sachs

Richard Craib, Founder & CEO at Numerai

Richard Craib

Founder & CEO
Numerai

Jonathan Larkin, Managing Director at Columbia Investment Management company

Jonathan Larkin

Managing Director
Columbia Investment Management company

Mike Lock, Vice President at AQR Capital

Mike Lock

Vice President
AQR Capital

Al Yazdani, VP Machine Learning Research Manager at State Street

Al Yazdani

VP Machine Learning Research Manager
State Street

10:00 am - 10:30 am AI based macro models

AI’s approach to macroeconomic modelling

10:30 am - 11:00 am Networking refreshment break in the exhibition area

MORNING SESSIONS

Matt Granade is an experienced business leader using the intersection of advanced analytics, finance and technology to remain at the forefront of the industry. Previously building teams at Bridgewater Associates and now directing the central portfolio at Point 72, he is interviewed by Gregory Zuckerman on how they are revolutionizing finance and using data to shape their competitive investment philosophy. 
Matthew Granade, Chief Market Intelligence Officer & Managing Director at Point72

Matthew Granade

Chief Market Intelligence Officer & Managing Director
Point72

Gregory Zuckerman, Special Writer at Wall Street Journal

Gregory Zuckerman

Special Writer
Wall Street Journal

11:30 am - 11:50 am Moving beyond the hype of AI & ML: Practical examples from other industries

AI and ML have become the frontier for digital transformation. However, many companies are struggling with getting real business value and many ML projects are getting stalled. Learn how AI and ML processes are applied in other industries and key elements that can be translated within trading to achieve a competitive edge while managing five new AI business risks.
Manoj Saxena, Chairman at AI Global

Manoj Saxena

Chairman
AI Global

11:50 am - 12:10 pm Keynote: Quantum computing and future of finance

- The journey to achieving ‘Quantum readiness’ within financial market
- Use cases from within the industry and the obstacles needed to overcome to be fully integrated 
- Potential impact of quantum computing on risk management and asset management

Michael Brett, SVP of Applications at Rigetti Computing

Michael Brett

SVP of Applications
Rigetti Computing

12:10 pm - 12:30 pm Machine learning and NLP for long term investors

NLP can provide a great advantage to a trader, but can be more of an art rather than a science and as a result, outcomes can dramatically vary. Ravenpack’s chief data scientist outlines how to develop effective trading strategies based on machine learning algorithms and an NLP engine to demonstrate predictive power within capital markets 
Peter Hafez, Chief Data Scientist at RavenPack

Peter Hafez

Chief Data Scientist
RavenPack

12:30 pm - 1:30 pm Lunch and learn: Transforming your unstructured data into a strategic asset


James Viega, Business Development Manager at Ravenpack

James Viega

Business Development Manager
Ravenpack

AFTERNOON STREAMS

STREAM A

1:30 pm - 1:35 pm Stream A: Quant for fundamental

- Successfully integrating AI into the quant trading workflow
- Assessing collaborative approaches that do and don’t work

Miles Adkins, Customer Facing Data Scientist at DataRobot

Miles Adkins

Customer Facing Data Scientist
DataRobot

Sheedsa Ali, Managing Director at Pinebridge Investments

Sheedsa Ali

Managing Director
Pinebridge Investments

Adam Braff, Founder at Braff & Company

Adam Braff

Founder
Braff & Company

Robert Morse, Head of Data Strategy and Sourcing at PDT Partners

Robert Morse

Head of Data Strategy and Sourcing
PDT Partners

STREAM A

2:15 pm - 2:35 pm Elements of Quantamental investing
- Improving predictive accuracy by employing multiple models in your security selection process
- Choosing the right tool for the right job; how to apply ML in a way that supplements linear models 
- Applying the principals of comparative advantage to identify task best handled by humans vs machines 
Brian Chingono, Partner at Verdad Advisers

Brian Chingono

Partner
Verdad Advisers

- Instigating the integration of new technology into a traditional structure
- Building internal capabilities through investment in people and technology
- Remaining competitive in a saturated market
Jess Stauth, Mananging Director at Fidelity Labs

Jess Stauth

Mananging Director
Fidelity Labs

Vlad Andrei, Founder at Albaron Ventures

Vlad Andrei

Founder
Albaron Ventures

Iuliia Shpak, Quantitative Strategies Specialist at Sarasin & Partners LLP

Iuliia Shpak

Quantitative Strategies Specialist
Sarasin & Partners LLP

Nico Smuts, Investment Data Scientist at Investec Asset Management

Nico Smuts

Investment Data Scientist
Investec Asset Management

STREAM B

1:30 pm - 1:35 pm Stream B: Data engineering and infrastructure

- Identifying when to use in-house AI services vs outsourced options
-Determining how to get better insights, reduce costs and improve security and transparency
- Considerations necessary when deciding on a provider 
Ganesh Mani, Adjunct Faculty at Carnegie Mellon; ex-SSgA

Ganesh Mani

Adjunct Faculty
Carnegie Mellon; ex-SSgA

Francesco Filia, CEO at Fasanara

Francesco Filia

CEO
Fasanara

Cindy Mallory, Emerging Technologies Strategist at Worldwide TechServices

Cindy Mallory

Emerging Technologies Strategist
Worldwide TechServices

Bin Ren, Founder and CEO at SIG Technologies

Bin Ren

Founder and CEO
SIG Technologies

- How to reliably build a data strategy from scratch
- Defining your data strategy and investing in the infrastructural elements to support it
- Building models to optimize and predict investment outcomes 
Benoit Mondolini, Head of PB Analytics at Bank of America Merrill Lynch

Benoit Mondolini

Head of PB Analytics
Bank of America Merrill Lynch

Drake Bushnell, VP, Director, Data & Solutions at FactSet

Drake Bushnell

VP, Director, Data & Solutions
FactSet

Jesus Rodriguez, Chief Technology Officer at Into The Block

Jesus Rodriguez

Chief Technology Officer
Into The Block

Tom Taylor, Head of Alpha Technology at Man Numeric

Tom Taylor

Head of Alpha Technology
Man Numeric

Ravi Trivedi, Assistant VP, Innovation and Decision Sciences at Nuveen

Ravi Trivedi

Assistant VP, Innovation and Decision Sciences
Nuveen


STREAM B

2:55 pm - 3:25 pm Commoditization of data engineering
- The future for the commoditization of data engineering
- Utilising cloud providers and open source tools to streamline your optimise your investment workflow 
- Defining key aspects from whole investment workflow 


Tom Taylor, Head of Alpha Technology at Man Numeric

Tom Taylor

Head of Alpha Technology
Man Numeric

STREAM C

1:30 pm - 1:35 pm Stream C: AI/ML case studies

Miquel Noguer i Alonso, Co-founder at Artificial Intelligence Finance Institute - AIFI

Miquel Noguer i Alonso

Co-founder
Artificial Intelligence Finance Institute - AIFI

STREAM C

1:35 pm - 2:05 pm Transfer learning for machine learning and NLP: adapting models to changing markets
- Challenges of transfer learning within financial markets
- Identifying how to use transfer learning to your advantage 
- Techniques and case studies to adapt models across new instruments and markets

Andrew Arnold, Adjunct Professor at NYU

Andrew Arnold

Adjunct Professor
NYU

STREAM C

2:05 pm - 2:50 pm How are financial decisions made?
- Outlining the process of making impactful decisions
- Using attention-tracking hardware and intuition-capturing techniques to quantify and model the financial decision-making process 
- Assessing the dependency of decisions and their corresponding previous sequential activity 
Naftali Cohen, VP and AI research lead at JP Morgan Chase & Co

Naftali Cohen

VP and AI research lead
JP Morgan Chase & Co

- Hiring and retaining the perfect data team
- The war for talent and where to find the best data professionals 
- Identifying the skills needed for the best data professional in the industry and where to find them
Caroline Sherman, Chief Product Officer and Managing Director at Quantopian

Caroline Sherman

Chief Product Officer and Managing Director
Quantopian

Andrew Arnold, Adjunct Professor at NYU

Andrew Arnold

Adjunct Professor
NYU

Drew Conway, Senior Vice President at Two Sigma

Drew Conway

Senior Vice President
Two Sigma

Madison Kraus, Principal at Heidrick & Struggles

Madison Kraus

Principal
Heidrick & Struggles

STREAM C

3:05 pm - 3:25 pm Issues and solution building an AI-driven fund from scratch
- Bumps in the road in terms of biases, methodology, technology and data 
- Diversified team, specialized methodology and AI design to avoid common pitfalls 
- Alpha using an orchestra of agenda and a conductor based on deep reinforcement learning

Jimmy Carlsson, Co-founder and CTO at Century Analytics AB

Jimmy Carlsson

Co-founder and CTO
Century Analytics AB

3:25 pm - 3:55 pm Networking refreshment break in the exhibition area

STREAM A

3:55 pm - 4:00 pm Stream A: Quant and risk methods
Arpit Narain, Global Headl of Financial Solutions at Mathworks

Arpit Narain

Global Headl of Financial Solutions
Mathworks

- Assessing different sentiment techniques to extract signal from text
- Applying NLP to transcripts of US, non-US and EM companies to predict stock returns
Andrew Chin, Chief Risk Officer and Head of Quantitative Research at AllianceBernstein

Andrew Chin

Chief Risk Officer and Head of Quantitative Research
AllianceBernstein

Yuyu Fan, Data Scientist at Alliance Bernstein

Yuyu Fan

Data Scientist
Alliance Bernstein

- Identifying when to intervene with AI model, when to leave it alone and when to start again 
- Overcoming difficulty in explaining ML in risk models to clients (little economic interpretability)
- Validation and testing of ML models to mitigate risk 
Irina Bogacheva, Head of Multi-Asset Research at QS Investors

Irina Bogacheva

Head of Multi-Asset Research
QS Investors

Robert Gingrich, Manager, Derivatives, Alternative Risk, Quantiative Investment Solutions Group at Western Asset Management Group

Robert Gingrich

Manager, Derivatives, Alternative Risk, Quantiative Investment Solutions Group
Western Asset Management Group

Colm O'Cinneide, Head of Portolio Construction at QS Investors

Colm O'Cinneide

Head of Portolio Construction
QS Investors

Alireza Javaheri, Head of Equity Derivatives Quantitative Research at Credit Suisse

Alireza Javaheri

Head of Equity Derivatives Quantitative Research
Credit Suisse

STREAM A

5:00 pm - 5:20 pm Managing and modelling risk using ML for portfolio optimization
- Allocating a risk budget based on model’s prediction of equity market
- Using ML to predict a stable portfolio 

Marc Antonio Awada, Chief Risk & Data Analytics Officer at Alpha Innovations

Marc Antonio Awada

Chief Risk & Data Analytics Officer
Alpha Innovations

STREAM B

3:55 pm - 4:00 pm Stream B: Data quality and linkage

STREAM B

4:00 pm - 4:20 pm Ending overfitting systematically through Numerai’s data science tournament
- Obfuscating data to prevent bias
- Learning from adversarial users
- Blind hold out test data with no feedback
Richard Craib, Founder & CEO at Numerai

Richard Craib

Founder & CEO
Numerai

- Ensuring data is accurate, complete and sufficient to be able to extract statistical significance
- What steps can we take to minimise or control data bias?
Iuliia Shpak, Quantitative Strategies Specialist at Sarasin & Partners LLP

Iuliia Shpak

Quantitative Strategies Specialist
Sarasin & Partners LLP

Jimmy Carlsson, Co-founder and CTO at Century Analytics AB

Jimmy Carlsson

Co-founder and CTO
Century Analytics AB

Arka Banyopadhyay, Principal Data Scientist at Rocktop Partners

Arka Banyopadhyay

Principal Data Scientist
Rocktop Partners

STREAM B

5:00 pm - 5:20 pm Combining Quantamental with alt data in the context of LBO predictions
- How to use data to predict Leveraged Buyouts
- Ascertaining benefits of trading with a Quantamental signal 
- Preserving investment banker/PE intuition in guiding variable selection 

Milind Sharma, CEO at QuantZ Capital and QMIT

Milind Sharma

CEO
QuantZ Capital and QMIT

STREAM C

3:55 pm - 4:00 pm Stream C: AI/ML case studies

STREAM C

4:00 pm - 4:20 pm Factor forecasting and rotation: Comparing Econometric and Machine Learning approaches
- Highlighting the difference between econometric and machine learning approaches in developing factor forecasting and rotation using a high macroeconomic dataset
- Exploring techniques which are key in preventing overfitting 
- Identifying machine learning approaches that outperform on a risk-adjusted basis 

Francesco Fabozzi, Managing Editor at Journal of Financial Data Science

Francesco Fabozzi

Managing Editor
Journal of Financial Data Science

- Identifying at what point human intervention is necessary 
- Avoiding building models on spurious relationships
Drew Conway, Senior Vice President at Two Sigma

Drew Conway

Senior Vice President
Two Sigma

Brandon Da Silva, Associate Portfolio Manager at OPTrust

Brandon Da Silva

Associate Portfolio Manager
OPTrust

Sharad Shandilya, VP AI Practice Lead at Fidelity Investments

Sharad Shandilya

VP AI Practice Lead
Fidelity Investments

Stan Yakoff, Head of Americas Supervision at Citadel

Stan Yakoff

Head of Americas Supervision
Citadel

Denis Vritov, Head of Machine Learning Research at 7 Chord

Denis Vritov

Head of Machine Learning Research
7 Chord

STREAM C

5:00 pm - 5:20 pm Use and misuses of ML in investing
- Overcoming structural challenges and training models differently 
- Driving value through cost reduction 
- How to organize institutional data to scale 
Francesco Filia, CEO at Fasanara

Francesco Filia

CEO
Fasanara

5:20 pm - 5:30 pm Closing remarks

5:30 pm - 7:00 pm Drinks reception and networking in the exhibition area