Conference Day Two: March 18 2020

8:00 am - 8:40 am Registration and coffee in the exhibition area


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

Chair's welcome and start of conference
Elizabeth Pritchard, Head of Go-to-Market at Crux Informatics

Elizabeth Pritchard

Head of Go-to-Market
Crux Informatics

8:50 am - 9:20 am Black box vs Explainable AI

- Mixing AI with human expertise and knowing when to intervene
- Solving the interpretability problem and understanding what is driving performance
- Enabling users to interpret, understand and explain machine generates predictions 
Gary Kazantsev, Head of Machine Learning Engineering at Bloomberg

Gary Kazantsev

Head of Machine Learning Engineering

9:20 am - 9:50 am Keynote: Quantum computing and future of finance

- The journey to achieving ‘Quantum readiness’ within financial markets
- 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

- Now the value of alt data is understood, where do we go from here?
- Leveraging data from multiple sources and expert research networks
- Using analysis surrounding people and connectivity to gain deeper insights
Simon Rodda, Market Specialist Director at Dow Jones

Simon Rodda

Market Specialist Director
Dow Jones

Katya Chupryna, Vice President at Citi

Katya Chupryna

Vice President

Peter Hafez, Chief Data Scientist at RavenPack

Peter Hafez

Chief Data Scientist

Lisa Schirf, Former COO Data Strategies Group and AI Research at Citadel

Lisa Schirf

Former COO Data Strategies Group and AI Research

Abraham Thomas, Chief Data Officer at Quandl

Abraham Thomas

Chief Data Officer

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

11:00 am - 11:20 am Alpha, risk and customer satisfaction: Advances in AI for natural language

- Progress in NLP models in responding to questions and processing language 
- Applying this across the industry for richer information in both discretionary and systematic trading 
- Leveraging NLP to improves customer service process 
John Ashley, Director, Global Financial Services Strategy at NVIDIA

John Ashley

Director, Global Financial Services Strategy

11:20 am - 11:50 am Building data teams and data engineering at Point 72

- 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 
Andy Legg, Senior Recruiter at Point72

Andy Legg

Senior Recruiter

The introduction of data science teams came with promises of significant new alpha. A panel of leading PMs debate whether they have delivered 
Ganesh Mani, Adjunct Faculty at Carnegie Mellon; ex-SSgA

Ganesh Mani

Adjunct Faculty
Carnegie Mellon; ex-SSgA

Carson Boneck, Chief Data Officer at Balyasny Asset Management

Carson Boneck

Chief Data Officer
Balyasny Asset Management

Christos Koutsoyannis, CEO at Atlas Ridge Capital

Christos Koutsoyannis

Atlas Ridge Capital

12:30 pm - 1:30 pm Networking lunch in the exhibition area



1:30 pm - 1:35 pm Stream A: Alt data case studies


1:35 pm - 1:55 pm In and out: The making of an alternative dataset
- Case study covering the life-cycle of a single alternative dataset, covering every stage of the data pipeline 
- Aggregating and anonymizing data while retaining its information content 
- Using ML and human-in-the-loop techniques to process incomplete or ambiguous input data
Abraham Thomas, Chief Data Officer at Quandl

Abraham Thomas

Chief Data Officer


1:55 pm - 2:40 pm Panel: Determining the right combination of datasets to manipulate to gain an edge
- Ensuring your datasets are easy to manipulate, visualize and model 
- Assessing and eliminating bias from alt data sets 
- Understanding the data for dataset prioritization and alpha capture 
Ben Zweig, Chief Executive Officer at Revelio Labs

Ben Zweig

Chief Executive Officer
Revelio Labs

Gene Ekster, Co-Founder at Alternative Data Group

Gene Ekster

Alternative Data Group

- Using new data and combined  datasets not just to find alpha 
- As acquisition and analysis of alt data is now commonplace, how can we use it for the next big thing?
- Recapturing alpha – is alt data the only way? 
Michael Marrale, Chief Executive Officer at M Science LLC

Michael Marrale

Chief Executive Officer
M Science LLC

Lisa Schirf, Former COO Data Strategies Group and AI Research at Citadel

Lisa Schirf

Former COO Data Strategies Group and AI Research

Todd Schmucker, Former Director, Data Sourcing & Strategy at Balyasny Asset Management

Todd Schmucker

Former Director, Data Sourcing & Strategy
Balyasny Asset Management


1:30 pm - 1:35 pm Stream B: Quant and risk methods


1:35 pm - 1:55 pm Developing understanding of non-linear drivers that occur during severe market events
- Building better economic models from explainable AI
- Utilizing different operational risk modelling frameworks 


1:55 pm - 2:15 pm Integrating machine learning and fundamental insights to manage risk effectively
- Using social and other non-market data to predict and minimise risk
- Highlighting incorrect of inappropriate models to use to track and manage risk  


2:15 pm - 2:55 pm Panel: Assessing risk factors of a pure quant strategy
- Choosing, combining and validating data to reduce risk 
- Remaining competitive
- Adapting and reacting to structural breaks


2:55 pm - 3:25 pm Data linkage to produce a new, richer dataset with value
- Linking datasets from different data sources for a clearer, more accurate outcome 
- Process of data linkage as applied to financial market


1:30 pm - 1:35 pm Stream C: Data analysis


1:35 pm - 1:55 pm Finding signal from noisy corporate filings, management presentations and news/social media – quantifying the value of competitive data sets
- Incremental information from corporate regulatory filings conferences calls and news/social media
- Using NLP, psychology research and machine learning to extract signals from textual information 


1:55 pm - 2:15 pm Intersection of AI and blockchain for trading
•Understanding the trading concepts and processes of emerging digital assets
•Manoeuvring the lack of regulation of stocks and commodities within block chain 
•Buy-side and sell-side applications of blockchain 


2:15 pm - 2:55 pm Open forum: Navigating data challenges with latest ML/AI applications
Opportunity to bring your challenges and put them to our expert Machine Learning panel. 


2:55 pm - 3:25 pm Quantitative valuation and trading strategies in crypto assets

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


3:55 pm - 4:00 pm Stream A: Market microstructure and HFT


4:00 pm - 4:20 pm The importance of clean-up cost in algorithmic trading
- Stochastic control model for calculating magnitude of clean up cost analytically 
- Using ML and dynamic programming to solve the high dimensional problem 
Nick Westray, Scientific Researcher at NYU

Nick Westray

Scientific Researcher


4:20 pm - 5:00 pm Panel: Large scale application of ML for microstructure analysis
- Understanding what systematic signals or information is contained in microstructure data
- Assessing preliminary microstructure analysis and liquidity 
Josh Younger, Managing Director at JP Morgan Chase & Co

Josh Younger

Managing Director
JP Morgan Chase & Co

Aric Whitewood, Founding Partner at WilmotML

Aric Whitewood

Founding Partner


5:00 pm - 5:20 pm Extracting signal from HFT microstructure data to build effective predictive models
- Applying ML to problems arising from HFT for trade execution and alpha generation 
- Informationally efficient algorithms for inferring good predictive models from large datasets 
- Problems arising in HFT with trade execution and alpha generation 
Stefan Zohren, Academic Faculty Member at Oxford-Man Institute of Quantitative Finance, University of Oxford

Stefan Zohren

Academic Faculty Member
Oxford-Man Institute of Quantitative Finance, University of Oxford


3:55 pm - 4:00 pm Stream B: ESG and sustainable investing


4:00 pm - 4:20 pm NLP meets Glassdoor and BofAML US equity fundamental analysts research reports
- Leveraging data from unique expert networks as well as vendors 
- What tools and techniques are top firms using to focus on governance in particular?
- Combining and fairly comparing multiple ESG data sources  
Toby Wade, Director, Senior Research Analyst at Bank of America

Toby Wade

Director, Senior Research Analyst
Bank of America


4:20 pm - 4:40 pm Integrating alpha into your ESG portfolio

Mike Chen, Director Dynamic Equity at PanAgora AM

Mike Chen

Director Dynamic Equity
PanAgora AM

George Mussalli, CIO and Head of Research at PanAgora

George Mussalli

CIO and Head of Research

- Understanding how to incorporate ESG into your portfolios  
- AI enabling the construction of new datasets for analysing sustainable investments 
- Combining ESG metrics with other data sources and types to assess sustainability performance
Jonathan Berkow, Alternative Data Lead at AllianceBernstein

Jonathan Berkow

Alternative Data Lead

Richard Rothenberg, Executive Director at Global AI

Richard Rothenberg

Executive Director
Global AI

Toby Wade, Director, Senior Research Analyst at Bank of America

Toby Wade

Director, Senior Research Analyst
Bank of America


3:55 pm - 4:00 pm Stream C: Data ethics and privacy


4:00 pm - 4:40 pm Privacy vs Alpha
- The moral hazard of alpha and privacy breach
- The risks of exposing personal data
- Finding privacy-friendly alpha 
Apurv Jain, Visiting Researcher at Harvard Business School

Apurv Jain

Visiting Researcher
Harvard Business School


4:40 pm - 5:20 pm Panel: How to build an internal framework surrounding digital ethics and removing AI bias
- Trading data that is and isn’t in public domain
- How to uncover bias in underlying data types, data sets, ML models and processes
- Compliance (and capability) – wise can companies afford to stay in the cloud?
Michael Beal, CEO at Data Capital Management

Michael Beal

Data Capital Management

Britt Ewen, Director at Lord Abbett and Co

Britt Ewen

Lord Abbett and Co


5:20 pm - 5:20 pm Close of conference