Conference Day Two: March 16th 2021

KEYNOTES & OPENING PLENARY SESSIONS

8:20 am - 8:50 am Keynote: AI and Finance: Opportunities and Challenges

Vasant Dhar - Founder, SCT Capital

With the advancement in Machine Learning, it is like being a kid in a candy store. But the wrappers are seductive and contain many surprises, making it a challenging landscape for managers to navigate. In this presentation, we hear from an industry veteran who brought AI to Wall Street, and is an advisor to to the major consulting companies and FinTech players, and a pioneer of Machine Learning in Finance.

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Vasant Dhar

Founder
SCT Capital

During this session, WorldQuant’s David Rukshin will be talking with Bank of America’s Dr. Rajesh Krishnamachari about designing and scaling an efficient data strategy and platform, the opportunity for advanced technology such as AI and machine learning, and how these factors may continue to evolve in the future. 

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Rajesh Krishnamachari

Head of Data Science, Data and Innovation Group
Bank of America

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David Rukshin

Chief Technology Officer
WorldQuant

9:40 am - 9:55 am Machine learning and NLP for long term investors

Eric Jensen - CTO and Co-Founder, Causality Link

·        Implementation of a universal data model for finance-oriented text analytics

·        Balancing sparsity and precision using flexible, hierarchy based aggregation

·        Measuring perceived performance in the present and expectations for the future 

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Eric Jensen

CTO and Co-Founder
Causality Link

10:05 am - 10:35 am Networking break


·        Impact of Covid-19 on the utility and consumption of alternative data

·        Data sourcing and evaluation of new datasets

·        Fundamental vs quant and systematic methods approaches to alt data

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Michael Steliaros

Global Head of Quantitative Execution Services at Goldman Sachs
Goldman Sachs

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Sam Livingstone

Head of Data Science
Jupiter Asset Management

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Suraj Gohil

Chief Strategy Officer and Co-founder
Fable Data

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Lorn Davis

VP Corporate and Product Strategy
Facteus

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Cetin Karakus

Global Head of Quantitative and Analytical Solutions
BP

11:45 am - 12:00 pm Why top financial institutions fail at AI

Marshall Alphonso - Senior Global Lead Engineer, MathWorks

·        Machine learning to generate actionable financial insights

·        Neural networks, deep learning, supervised and unsupervised machine learning techniques

·        Performing text analytics for NLP, sentiment analysis and topic modelling

·        Model governance and SR 11-17 

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Marshall Alphonso

Senior Global Lead Engineer
MathWorks

12:10 pm - 1:10 pm Networking Lunch Break


AFTERNOON STREAMS

STREAM A

1:15 pm - 1:20 pm Stream A: Data Strategies

STREAM A

1:20 pm - 1:40 pm Data Deployment: The secret ingredient for successful data-driven investing
Abraham Thomas - Chief Data Officer, Quandl

·        Novel data sources and clever data science techniques may dominate headlines, but data deployment is the key to putting these advantages into action.

·        We cover the components that go into modern data deployment infrastructures: people, processes, technology.

·        We present case studies from Quandl and its buy-side clients

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Abraham Thomas

Chief Data Officer
Quandl

·        Identifying when to use in-house AI services vs outsourced options 

·        Determining how to get better insights, reduce costs and improve security and transparency

·        On-boarding and warehousing of data from alt data providers 

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Cetin Karakus

Global Head of Quantitative and Analytical Solutions
BP

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Yevgeniy Vahlis

Head of AI Capabilities
Bank of Montreal

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Petter Kolm

Professor, Courant Institute of Mathematical Sciences
NYU Courant

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Nate Storch

CEO and Co-Founder
Amenity Analytics

STREAM B

1:15 pm - 1:20 pm Stream B: Quantamental Investment Strategies


STREAM B

1:20 pm - 1:40 pm Elements of Quantamental investing
Dan Duggan - Senior Data Scientist, Goldman Sachs

·        Improving fundamental analysis through systematic strategies

·        Layering geo-spatial information into security selection process

·        Finding value at the intersection of macro and micro signals

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Dan Duggan

Senior Data Scientist
Goldman Sachs

·        Panel of leading PM’s on the impact of data science to returning alpha

·        Improving predictive accuracy by employing multiple models in your security selection process

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Javed Ashraf

Principal, co-lead Portfolio Manager
BlackBox Alpha Management

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Poul Kristensen

Managing Director, Economist, and Portfolio Manager
New York Life Investment Management

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Luiz Felix

Senior Portfolio Manager
APG Asset Management

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Jan Rosenzweig

Portfolio Manager
Pine Tree

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Oliver Faltin-Trager

Portfolio Manager
Emso Asset Management

2:50 pm - 3:20 pm Networking break

STREAM A

3:25 pm - 3:30 pm Stream A: Data Strategies


STREAM A

3:30 pm - 3:50 pm Fireside Chat - Integrating alpha into your ESG portfolio
Peter Hafez - Chief Data Scientist, RavenPack
Mike Chen - Director of Portfolio Management, PanAgora Asset Management

·        Using ESG metrics to capture the return and risk drivers that traditional financial metrics can’t

·        Advantages of an ESG quant approach

·        How ESG consideration can enhance both a portfolio’s economic performance and ESG profile

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Peter Hafez

Chief Data Scientist
RavenPack

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Mike Chen

Director of Portfolio Management
PanAgora Asset Management

·        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?

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Mikhail Samonov

CEO
Two Centuries Investments

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Jeff Cumming

Senior Associate, Data Sourcing & Strategy
Balyasny Asset Management

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Mark Pason

Head of Sales & Business Development
SandBytes (Credit Suisse)

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Jeremy Scott

Head of Investor Analytics
SimilarWeb

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Mohammed Shaalan

Chief Data Officer
Facteus

STREAM B

3:25 pm - 3:30 pm Stream B: Quantamental Investment Strategies

STREAM B

3:30 pm - 3:50 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

·        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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Jean-Philippe Olivier

Head of Investment Specialists
BNP Paribas Asset Management

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Judith Gu

Managing Director, US Trading and Sales
Scotia Bank

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Jonathan Berkow

Alternative Data Lead
AllianceBernstein

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Marko Kangrga

Head of Quantitative Research – Americas
RavenPack

STREAM B

5:00 pm - 5:20 pm Using ML in context of optimal execution and minimization of transaction costs
Gordon Ritter - Founder, Ritter Capital

·        Linking datasets from different data sources for a clearer, more accurate outcome

·        Process of data linkage as applied to financial market

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Gordon Ritter

Founder
Ritter Capital