Conference Day One: March 15th 2021

KEYNOTES & OPENING PLENARY SESSIONS

8:30 am - 8:40 am Opening remarks

Welcome and start of conference

8:45 am - 9:25 am Fireside Chat - Upskilling to keep in line with market standards for a career in data and analytics

Sameer Gupta - Head of Data, Fusion, Point72
Andy Legg - Senior Recruiter, Point72


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Sameer Gupta

Head of Data, Fusion
Point72

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Andy Legg

Senior Recruiter
Point72

9:35 am - 10:25 am Panel – Adapting ML strategies before, during and after a pandemic

Yevgeniy Vahlis - Head of AI Capabilities, Bank of Montreal
Edward Mitby - Senior AI Engineer, Vanguard

·        Improving models to decrease the chances of false predictions

·        Automation technology being utilised as part of crisis solution

·        Opportunities opening up for investment strategies post-Covid 

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Yevgeniy Vahlis

Head of AI Capabilities
Bank of Montreal

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Edward Mitby

Senior AI Engineer
Vanguard

10:45 am - 11:15 am Networking break

11:25 am - 11:45 am Castle Ridge – Geosynthetic algorithms

Edwin Li - Managing Partner, Castle Ridge Asset Management


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Edwin Li

Managing Partner
Castle Ridge Asset Management

11:55 am - 12:15 pm Recovery after the impact of Covid-19: handling market volatility and reducing risk

Edwin Li - Managing Partner, Castle Ridge Asset Management


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Edwin Li

Managing Partner
Castle Ridge Asset Management

12:15 pm - 1:15 pm Networking Lunch Break

AFTERNOON STREAMS

STREAM A

1:15 pm - 1:20 pm Stream A: Machine Learning Case Studies

STREAM A

1:20 pm - 1:40 pm Reinforcement Learning for optimal hedging problems

·      Building a model that can optimally hedge an option while reducing risk

·      Examining the feasibility of using RL to hedge basis risk in a realistic setting

STREAM A

1:50 pm - 2:40 pm Panel – Navigating data challenges and common pitfalls with latest ML/AI Applications
Peng Cheng - Head of Machine Learning Strategies, Morgan Stanley
Brandon Da Silva - Associate Portfolio Manager, OPTrust

·        Identifying at what point human intervention is necessary

·        Avoiding building models on spurious relationships

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Peng Cheng

Head of Machine Learning Strategies
Morgan Stanley

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Brandon Da Silva

Associate Portfolio Manager
OPTrust

STREAM A

2:50 pm - 3:10 pm Using AI technology to understand how financial decisions are made
Naftali Cohen - VP and AI research lead, JP Morgan Chase & Co

·        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 

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Naftali Cohen

VP and AI research lead
JP Morgan Chase & Co

STREAM B

1:15 pm - 1:20 pm Stream B: Data quality, infrastructure and engineering

STREAM B

1:35 pm - 1:55 pm Building data teams and data engineering

·        Mapping the recruitment landscape and how to ensure you remain competitive in hiring and retaining data professionals

·        Where to find the best talent in the industry

·   Outlining the infrastructural data strategy and a leading fund

·        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 

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Ravi Trivedi

Assistant VP, Innovation and Decision Sciences
Nuveen

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Christos Koutsoyannis

CEO
Atlas Ridge Capital


STREAM B

2:50 pm - 3:10 pm Commoditization of data engineering
Tom Taylor - Head of Alpha Technology, Man Numeric

- 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 

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Tom Taylor

Head of Alpha Technology
Man Numeric

3:15 pm - 3:45 pm Networking break

STREAM A

3:50 pm - 4:20 pm Stream A: Machine Learning Case Studies

STREAM A

3:55 pm - 4:45 pm Panel: Utilizing advanced ML techniques – Reinforcement learning, NLP, Deep Learning
Alejandra Litterio - Co-founder & Chief Research Officer, Eye Capital

·        How to personalize, maintain and monitor your models

·        Using AI for complex and dynamic decision-making

·        Building models to optimize and predict investment outcomes 

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Alejandra Litterio

Co-founder & Chief Research Officer
Eye Capital

STREAM A

4:55 pm - 5:10 pm Validating ML algorithms and assessing their limitations
Irina Bogacheva - Head of Multi-Asset Research, QS Investors


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Irina Bogacheva

Head of Multi-Asset Research
QS Investors

STREAM A

5:25 pm - 5:45 pm Utilizing ML for prediction in private markets
Francesco Filia - CEO, Fasanara

·        Overcoming structural challenges and training models differently

·        Driving value through cost reduction

·        How to organize institutional data to scale 

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Francesco Filia

CEO
Fasanara

STREAM B

3:50 pm - 3:55 pm Stream B: Data quality, infrastructure and engineering

STREAM B

4:00 pm - 4:50 pm Panel: Effective integration and implementation of cloud services to maintain a competitive advantage

·        Assessing the best cloud deployment models for your fund

·        Challenges in switching to cloud computing

·        Leveraging cloud services in a scalable, streamlined way

STREAM B

4:55 pm - 5:10 pm Effective on boarding and integration of data – data warehousing and data lakes


STREAM B

5:25 pm - 5:45 pm The strategy for accumulating knowledge in ML and Data
Sylvain Champonnois - Quantitative Researcher, CFM

·        Articulating a new strategy – testing new alternative datasets, new open-source techniques and machine learning processes

·        Importance of organisations to allow for the development of creativity and innovation 

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Sylvain Champonnois

Quantitative Researcher
CFM

5:45 pm - 6:45 pm Virtual drinks and networking