Generate alpha. Manage Risk. Optimize Portfolios.
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.
9:00 am - 9:30 am
Keynote Fireside Chat with David Rukshin, CTO, WorldQuant
Rajesh Krishnamachari -
Head of Data Science, Data and Innovation Group,
Bank of America
David Rukshin - Chief Technology Officer, WorldQuant
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.
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
10:05 am - 10:35 am
Networking break
10:45 am - 11:35 am
Panel – Shifting attitudes to alternative data
Michael Steliaros -
Global Head of Quantitative Execution Services at Goldman Sachs,
Goldman Sachs
Sam Livingstone - Head of Data Science, Jupiter Asset Management
Suraj Gohil - Chief Strategy Officer and Co-founder, Fable Data
Lorn Davis - VP Corporate and Product Strategy, Facteus
Cetin Karakus - Global Head of Quantitative and Analytical Solutions, BP
· 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
Michael Steliaros
Global Head of Quantitative Execution Services at Goldman SachsGoldman Sachs
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
12:10 pm - 1:10 pm
Networking Lunch Break
AFTERNOON STREAMS
STREAM A
1:15 pm - 1:20 pm Stream A: Data StrategiesSTREAM 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
STREAM A
1:50 pm - 2:40 pm Panel: Data-informed insights; In-house vs outsourced Cetin Karakus - Global Head of Quantitative and Analytical Solutions, BPYevgeniy Vahlis - Head of AI Capabilities, Bank of Montreal
Petter Kolm - Professor, Courant Institute of Mathematical Sciences, NYU Courant
Nate Storch - CEO and Co-Founder, Amenity Analytics
· 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
STREAM B
1:15 pm - 1:20 pm Stream B: Quantamental Investment StrategiesSTREAM 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
STREAM B
1:50 pm - 2:40 pm Panel: Portfolio managers’ panel Javed Ashraf - Principal, co-lead Portfolio Manager, BlackBox Alpha ManagementPoul Kristensen - Managing Director, Economist, and Portfolio Manager, New York Life Investment Management
Luiz Felix - Senior Portfolio Manager, APG Asset Management
Jan Rosenzweig - Portfolio Manager, Pine Tree
Oliver Faltin-Trager - Portfolio Manager, Emso Asset Management
· 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
Poul Kristensen
Managing Director, Economist, and Portfolio ManagerNew York Life Investment Management
2:50 pm - 3:20 pm
Networking break
STREAM A
3:25 pm - 3:30 pm Stream A: Data StrategiesSTREAM A
3:30 pm - 3:50 pm Fireside Chat - Integrating alpha into your ESG portfolio Peter Hafez - Chief Data Scientist, RavenPackMike 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
STREAM A
4:00 pm - 4:50 pm Panel: Determining the right combination of alternative datasets to manipulate to gain an edge Mikhail Samonov - CEO, Two Centuries InvestmentsJeff Cumming - Senior Associate, Data Sourcing & Strategy, Balyasny Asset Management
Mark Pason - Head of Sales & Business Development, SandBytes (Credit Suisse)
Jeremy Scott - Head of Investor Analytics, SimilarWeb
Mohammed Shaalan - Chief Data Officer, Facteus
· 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?
STREAM B
3:25 pm - 3:30 pm Stream B: Quantamental Investment StrategiesSTREAM 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
STREAM B
4:00 pm - 4:50 pm Panel: Journey of embedding quant methods within your fundamental approach for effective analysis Jean-Philippe Olivier - Head of Investment Specialists, BNP Paribas Asset ManagementJudith Gu - Managing Director, US Trading and Sales, Scotia Bank
Jonathan Berkow - Alternative Data Lead, AllianceBernstein
Marko Kangrga - Head of Quantitative Research – Americas, RavenPack
· 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
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
