Conference Day Two: July 1 2020

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

KEYNOTES & OPENING PLENARY SESSIONS

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

Elizabeth Pritchard - Founder, White Rock Data Solutions
Chair's welcome and start of conference
img

Elizabeth Pritchard

Founder
White Rock Data Solutions

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

Gary Kazantsev - Head of Quant Technology Strategy, Bloomberg
- 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 
img

Gary Kazantsev

Head of Quant Technology Strategy
Bloomberg

9:20 am - 9:50 am Trends in utilization of machine learning and big data in finance

Rajesh Krishnamachari - Head of Data Science, Data and Innovation Group, Bank of America
- How the availability of novel datasets and advanced analytical techniques has changed the financial landscape
- Specific use cases around alternative data and quantitative signal development to posit a framework for future application of AI within finance
- Impact of AI across different lines of business
img

Rajesh Krishnamachari

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

- 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
img

Simon Rodda

Market Specialist Director
Dow Jones

img

Peter Hafez

Chief Data Scientist
RavenPack

img

Edward Mitby

Senior AI Engineer
Vanguard

img

Abraham Thomas

Founder and chief data officer
Quandl

img

Carson Boneck

Chief Data Officer
Balyasny Asset Management

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

John Ashley - Director, Global Financial Services Strategy, NVIDIA
Exciting progress in AI for natural language has been made in the past year. Models that work with language in context are demonstrating human or better level ability to respond to questions and process language. NVIDIA will cover the key moment that spurred this progress, and talk about how it can be applied across the industry to provide richer information to discretionary or systematic trading. We will talk about how these advances can be used to provide new information for risk analytics, and how firms are starting to leverage these models to improve the customer service experience.
img

John Ashley

Director, Global Financial Services Strategy
NVIDIA

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 
The introduction of data science teams came with promises of significant new alpha. A panel of leading PMs debate whether they have delivered 
img

Ganesh Mani

Adjunct Faculty
Carnegie Mellon; ex-SSgA

img

Christos Koutsoyannis

CEO
Atlas Ridge Capital

img

Ali Nazari

CIO and Portfolio Manager
Data Capital Management

img

Joshua Packwood

Former Portfolio Manager
Point 72

12:30 pm - 1:30 pm Lunch and learn: Mathworks

Marshall Alphonso - Global Lead Engineer, MathWorks

img

Marshall Alphonso

Global Lead Engineer
MathWorks

AFTERNOON STREAMS

STREAM A

1:30 pm - 1:35 pm Stream A: Alt data case studies
Marta Lopata - Chief Growth Officer, Thinknum

img

Marta Lopata

Chief Growth Officer
Thinknum

STREAM A

1:35 pm - 1:55 pm In and out: The making of an alternative dataset
Abraham Thomas - Founder and chief data officer, Quandl
- 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
img

Abraham Thomas

Founder and chief data officer
Quandl

- 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 
img

Ben Zweig

Chief Executive Officer
Revelio Labs

img

Jeff Cumming

Senior Associate, Data Sourcing & Strategy
Balyasny Asset Management

img

Gene Ekster

Co-Founder
Alternative Data Group

img

Olga Kokareva

Managing Director
Synthesis

img

Mark Pason

Former Director
Point72

- 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? 
img

Michael Marrale

Chief Executive Officer
M Science LLC

img

Konstantin Korobkov

Data Technologies Leader
Carlson Capital

img

Chris Petrescu

Founder, CEO
CP Capital

img

Todd Schmucker

Former Director, Data Sourcing & Strategy
Balyasny Asset Management

img

Scott Solomon

Global Head
UBS Evidence Lab

STREAM B

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


STREAM B

1:35 pm - 1:55 pm Developing understanding of non-linear drivers that occur during severe market events
Aric Whitewood - Founding Partner, XAI Asset Management
- Building better economic models from explainable AI
- Utilizing different operational risk modelling frameworks 
img

Aric Whitewood

Founding Partner
XAI Asset Management

STREAM B

1:55 pm - 2:15 pm How to stimulate research and innovation in finance (Dial-in)
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
img

Sylvain Champonnois

Quantitative Researcher
CFM

- Choosing, combining and validating data to reduce risk 
- Remaining competitive
- Adapting and reacting to structural breaks
img

Sanne de Boer

Director of Quantitative Equity Research
Voya

img

Anjelika Klamp

Managing Director
CITE Investments

img

Mikhail Samonov

CEO
Two Centuries Investments

img

Judith Gu

Director US Equity Sales and Trading
Scotia Bank

img

Marc Antonio Awada

Chief Risk & Data Analytics Officer
Alpha Innovations

STREAM B

2:55 pm - 3:25 pm Data linkage to produce a new, richer dataset with value
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
img

Gordon Ritter

Founder
Ritter Capital

STREAM C

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


STREAM C

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
Yin Luo - Vice Chairman - QES, Wolfe Research
- 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 
img

Yin Luo

Vice Chairman - QES
Wolfe Research

STREAM C

1:55 pm - 2:15 pm Intersection of AI and blockchain for trading
Katya Chupryna - Vice President, Citi
•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 
img

Katya Chupryna

Vice President
Citi

Opportunity to bring your challenges and put them to our expert Machine Learning panel. 
img

Ben Steiner

Global Fixed Income
BNP Paribas Asset Management

img

Andrew Arnold

Adjunct Professor
NYU

img

Taweh Beysolow II

Portfolio Manager
Aludra Capital

img

Brandon Da Silva

Associate Portfolio Manager
OPTrust

img

Alex Tsyplikhin

Senior AI Engineer
Graphcore

STREAM C

2:55 pm - 3:25 pm Quantitative valuation and trading strategies in crypto assets (Dial-In)
Vlad Andrei - Founder, Albaron Ventures
- Overview of existing categories of crypto assets and valuation of each
- Analysis of crypto data sources, such as onchain transactions and sentiment
- Trading strategies specific to crypto assets and how they differ from traditional strategies
img

Vlad Andrei

Founder
Albaron Ventures

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

STREAM A

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


STREAM A

4:00 pm - 4:20 pm The importance of clean-up cost in algorithmic trading
Nick Westray - Scientific Researcher, NYU
  • Discussion of neural networks for solving high dimensional PDEs. 
  • Application to cleaning up orders in algorithmic trading.
img

Nick Westray

Scientific Researcher
NYU

- Understanding what systematic signals or information is contained in microstructure data
- Assessing preliminary microstructure analysis and liquidity 
img

Vlad Khandros

Global Head of Market Structure & Liquidity Strategy
UBS

img

Michael Steliaros

Global Head of Quantitative Execution Services at Goldman Sachs
Goldman Sachs

img

Oualid Missaoui

Vice President, Senior Data Scientist
Jefferies

img

Val Prasad

Adjunct Professor
Cornell University

STREAM A

5:00 pm - 5:20 pm Extracting signal from HFT microstructure data to build effective predictive models
Stefan Zohren - Academic Faculty Member, Oxford-Man Institute of Quantitative Finance, University of Oxford
- 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 
img

Stefan Zohren

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

STREAM B

3:55 pm - 4:00 pm Stream B: ESG and sustainable investing
Mehrzad Mahdavi - Executive Director, Financial Data Professional Institute

img

Mehrzad Mahdavi

Executive Director
Financial Data Professional Institute

STREAM B

4:00 pm - 4:20 pm NLP meets Glassdoor and BofAML US equity fundamental analysts research reports
James Yeo - Equity Strategist, Bank of America Securities
- Extracting alpha from Glassdoor by applying NLP to reviews
- Discuss new proprietary BofAML Analyst Tone signal, applying NLP to US equity research reports for sector rotation trading strategy
- Detecting ‘deception’: Analyzing earnings calls transcripts as a management quality factor
img

James Yeo

Equity Strategist
Bank of America Securities

STREAM B

4:20 pm - 4:40 pm Integrating alpha into your ESG portfolio (Dial-in)
- 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
- 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
img

Tharsis Souza

VP
Two Sigma

img

Richard Rothenberg

Executive Director
Global AI

img

James Yeo

Equity Strategist
Bank of America Securities

img

Jonathan Berkow

Alternative Data Lead
AllianceBernstein

img

Sheedsa Ali

Managing Director
Pinebridge Investments

STREAM C

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



- The moral hazard of alpha and privacy breach
- The risks of exposing personal data
- Finding privacy-friendly alpha 
img

Apurv Jain

Visiting Researcher
Harvard Business School

img

Stacey Brandenburg

Shareholder
Zwillgen

img

William Kelly

Chief Executive Officer
CAIA Association

img

Robert Morse

Head of Data Strategy and Sourcing
PDT Partners

img

Evan Reich

Head of Data Strategy and Sourcing
Quandl

- 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?
img

Max Abend

Vice President
PDT Partners

img

Thierry Valat De Cordova

General Counsel, Chief Compliance Officer and AML Compliance Officer
Dominon Capital

img

Sharad Shandilya

VP AI Practice Lead
Fidelity Investments

img

Ishaan Nerurkar

CEO
LeapYear

img

Jonathan Chin

Co-Founder & SVP, Product Management
ARM Insight

KEYNOTES AND CLOSING PLENARY SESSIONS

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