Conference Day One: June 30 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

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

Chief Executive Officer
CAIA Association

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

Jeff Wecker - Advisor Director and Retired Partner, Goldman Sachs
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
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Jeff Wecker

Advisor Director and Retired Partner
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.
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Ingrid Tierens

Managing Director
Goldman Sachs

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Richard Craib

Founder & CEO
Numerai

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Jonathan Larkin

Managing Director
Columbia Investment Management company

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Mike Lock

Vice President
AQR Capital

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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. 
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Matthew Granade

Chief Market Intelligence Officer & Managing Director
Point72

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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

Michael Beal - CEO, Data Capital Management
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.
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Michael Beal

CEO
Data Capital Management

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

Michael Brett - SVP of Applications, Rigetti Computing
- 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

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Michael Brett

SVP of Applications
Rigetti Computing

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

Peter Hafez - Chief Data Scientist, RavenPack
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 
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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, Ravenpack

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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

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Miles Adkins

Customer Facing Data Scientist
DataRobot

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Sheedsa Ali

Managing Director
Pinebridge Investments

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Adam Braff

Founder
Braff & Company

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Robert Morse

Head of Data Strategy and Sourcing
PDT Partners

STREAM A

2:15 pm - 2:35 pm Elements of Quantamental investing
Brian Chingono - Partner, Verdad Advisers
- 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 
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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
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Jess Stauth

Mananging Director
Fidelity Labs

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Venk Kidambi

Quantitative Analyst and Founder
Gyon

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Vlad Andrei

Founder
Albaron Ventures

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Iuliia Shpak

Quantitative Strategies Specialist
Sarasin & Partners LLP

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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 
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Ganesh Mani

Adjunct Faculty
Carnegie Mellon; ex-SSgA

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Francesco Filia

CEO
Fasanara

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Cindy Mallory

Emerging Technologies Strategist
Worldwide TechServices

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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 
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Benoit Mondolini

Head of PB Analytics
Bank of America Merrill Lynch

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Drake Bushnell

VP, Director, Data & Solutions
FactSet

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Jesus Rodriguez

Chief Technology Officer
Into The Block

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Tom Taylor

Head of Alpha Technology
Man Numeric

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Ravi Trivedi

Assistant VP, Innovation and Decision Sciences
Nuveen

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Mackenzie Hargrave

Specialist
FactSet Content Strategy


STREAM B

2:55 pm - 3:25 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


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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
Andrew Arnold - Adjunct Professor, NYU
- 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

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Andrew Arnold

Adjunct Professor
NYU

STREAM C

2:05 pm - 2:50 pm How are financial decisions 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

- 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
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Caroline Sherman

Chief Product Officer and Managing Director
Quantopian

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Andrew Arnold

Adjunct Professor
NYU

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Drew Conway

Senior Vice President
Two Sigma

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Madison Kraus

Principal
Heidrick and Struggles

STREAM C

3:05 pm - 3:25 pm Issues and solution building an AI-driven fund from scratch
Jimmy Carlsson - Co-founder and CTO, Century Analytics AB
- 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

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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, Mathworks
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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
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Andrew Chin

Chief Risk Officer and Head of Quantitative Research
AllianceBernstein

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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 
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Irina Bogacheva

Head of Multi-Asset Research
QS Investors

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Robert Gingrich

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

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Colm O'Cinneide

Head of Portolio Construction
QS Investors

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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
Marc Antonio Awada - Chief Risk & Data Analytics Officer, Alpha Innovations
- Allocating a risk budget based on model’s prediction of equity market
- Using ML to predict a stable portfolio 

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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
Richard Craib - Founder & CEO, Numerai
- Obfuscating data to prevent bias
- Learning from adversarial users
- Blind hold out test data with no feedback
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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?
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Iuliia Shpak

Quantitative Strategies Specialist
Sarasin & Partners LLP

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Jimmy Carlsson

Co-founder and CTO
Century Analytics AB

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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
Milind Sharma - CEO, QuantZ Capital and QMIT
- 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 

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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
Francesco Fabozzi - Managing Editor, Journal of Financial Data Science
- 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 

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Francesco Fabozzi

Managing Editor
Journal of Financial Data Science

- Identifying at what point human intervention is necessary 
- Avoiding building models on spurious relationships
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Drew Conway

Senior Vice President
Two Sigma

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Brandon Da Silva

Associate Portfolio Manager
OPTrust

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Sharad Shandilya

VP AI Practice Lead
Fidelity Investments

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Stan Yakoff

Head of Americas Supervision
Citadel

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Denis Vritov

Head of Machine Learning Research
7 Chord

STREAM C

5:00 pm - 5:20 pm Use and misuses of ML in investing (Dial-in)
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

5:20 pm - 5:30 pm Closing remarks

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