Generate alpha. Manage Risk. Optimize Portfolios.
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
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
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
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
12:15 pm - 1:15 pm
Networking Lunch Break
AFTERNOON STREAMS
STREAM A
1:15 pm - 1:20 pm Stream A: Machine Learning Case StudiesSTREAM 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 StanleyBrandon 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
STREAM B
1:15 pm - 1:20 pm Stream B: Data quality, infrastructure and engineeringSTREAM 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
STREAM B
1:50 pm - 2:40 pm Panel: Building an infrastructural data strategyChristos Koutsoyannis - CEO, Atlas Ridge Capital
· 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
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
3:15 pm - 3:45 pm
Networking break
STREAM A
3:50 pm - 4:20 pm Stream A: Machine Learning Case StudiesSTREAM 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
STREAM A
4:55 pm - 5:10 pm Validating ML algorithms and assessing their limitations 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
STREAM B
3:50 pm - 3:55 pm Stream B: Data quality, infrastructure and engineeringSTREAM 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 lakesSTREAM 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
