Conference Day Two: March 18 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

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
Bloomberg

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

Carson Boneck, Chief Data Officer at Balyasny Asset Management

Carson Boneck

Chief Data Officer
Balyasny Asset Management

Peter Hafez, Chief Data Scientist at RavenPack

Peter Hafez

Chief Data Scientist
RavenPack

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

Lisa Schirf

Former COO Data Strategies Group and AI Research
Citadel

Abraham Thomas, Chief Data Officer at Quandl

Abraham Thomas

Chief Data Officer
Quandl

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
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 
Andy Legg, Senior Recruiter at Point72

Andy Legg

Senior Recruiter
Point72

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

Christos Koutsoyannis, CEO at Atlas Ridge Capital

Christos Koutsoyannis

CEO
Atlas Ridge Capital

Stan Yakoff, Head of Americas Supervision at Citadel

Stan Yakoff

Head of Americas Supervision
Citadel

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


AFTERNOON STREAMS

STREAM A

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

STREAM A

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
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 
Ben Zweig, Chief Executive Officer at Revelio Labs

Ben Zweig

Chief Executive Officer
Revelio Labs

Jeff Cumming, Senior Associate, Data Sourcing & Strategy at Balyasny Asset Management

Jeff Cumming

Senior Associate, Data Sourcing & Strategy
Balyasny Asset Management

Gene Ekster, Co-Founder at Alternative Data Group

Gene Ekster

Co-Founder
Alternative Data Group

Mark Pason, Director, Market Intelligence Data Sourcing at Point72

Mark Pason

Director, Market Intelligence Data Sourcing
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? 
Michael Marrale, Chief Executive Officer at M Science LLC

Michael Marrale

Chief Executive Officer
M Science LLC

Konstantin Korobkov, Data Technologies Leader at Carlson

Konstantin Korobkov

Data Technologies Leader
Carlson

Chris Petrescu, Former Head of Data Strategy at ExodusPoint

Chris Petrescu

Former Head of Data Strategy
ExodusPoint

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

Todd Schmucker

Former Director, Data Sourcing & Strategy
Balyasny Asset Management

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
- Building better economic models from explainable AI
- Utilizing different operational risk modelling frameworks 
Aric Whitewood, Founding Partner at WilmotML

Aric Whitewood

Founding Partner
WilmotML

STREAM B

1:55 pm - 2:15 pm How to stimulate research and innovation in finance
- 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
Sylvain Champonnois, Systematic Trading at BNP Paribas

Sylvain Champonnois

Systematic Trading
BNP Paribas

- Choosing, combining and validating data to reduce risk 
- Remaining competitive
- Adapting and reacting to structural breaks
Marc Antonio Awada, Chief Risk & Data Analytics Officer at Alpha Innovations

Marc Antonio Awada

Chief Risk & Data Analytics Officer
Alpha Innovations

Irina Bogacheva, Head of Multi-Asset Research at QS Investors

Irina Bogacheva

Head of Multi-Asset Research
QS Investors

Anjelika Klamp, Managing Director at CITE Investments

Anjelika Klamp

Managing Director
CITE Investments

STREAM B

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
Gordon Ritter, Former Senior Portfolio Manager at GSA Capital

Gordon Ritter

Former Senior Portfolio Manager
GSA 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
- 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 
Yin Luo, Vice Chairman - QES at Wolfe Research

Yin Luo

Vice Chairman - QES
Wolfe Research

STREAM C

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 
Katya Chupryna, Vice President at Citi

Katya Chupryna

Vice President
Citi

STREAM C

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. 
Andrew Arnold, Adjunct Professor at NYU

Andrew Arnold

Adjunct Professor
NYU

Ishaan Nerurkar, CEO at LeapYear

Ishaan Nerurkar

CEO
LeapYear

Brandon Da Silva, Associate Portfolio Manager at OPTrust

Brandon Da Silva

Associate Portfolio Manager
OPTrust

STREAM C

2:55 pm - 3:25 pm Quantitative valuation and trading strategies in crypto assets
- 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
Alexander Huang, Head of Quantitative Strategies at Albaron Ventures

Alexander Huang

Head of Quantitative Strategies
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
- 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
NYU

STREAM A

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

Val Prasad, Adjunct Professor at Cornell University

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
- 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

STREAM B

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

STREAM B

4:00 pm - 4:20 pm NLP meets Glassdoor and BofAML US equity fundamental analysts research reports
- 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
Toby Wade, Director, Senior Research Analyst at Bank of America

Toby Wade

Director, Senior Research Analyst
Bank of America

STREAM B

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

- 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
Tharsis Souza, Director, Product Incubation at Axioma

Tharsis Souza

Director, Product Incubation
Axioma

Jonathan Berkow, Alternative Data Lead at AllianceBernstein

Jonathan Berkow

Alternative Data Lead
AllianceBernstein

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

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 
Apurv Jain, Visiting Researcher at Harvard Business School

Apurv Jain

Visiting Researcher
Harvard Business School

William Kelly, Chief Executive Officer at CAIA Association

William Kelly

Chief Executive Officer
CAIA Association

Evan Reich, Head of Data Strategy and Sourcing at Quandl

Evan Reich

Head of Data Strategy and Sourcing
Quandl

Robert Morse, Head of Data Strategy and Sourcing at PDT Partners

Robert Morse

Head of Data Strategy and Sourcing
PDT Partners

STREAM C

4:40 pm - 5:20 pm Panel: Challenges from data preparation to deployment – AI governance and privacy
- 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?
Thierry Valat De Cordova, General Counsel, Chief Compliance Officer and AML Compliance Officer at Dominon Capital

Thierry Valat De Cordova

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

Sharad Shandilya, VP AI Practice Lead at Fidelity Investments

Sharad Shandilya

VP AI Practice Lead
Fidelity Investments

KEYNOTES AND CLOSING PLENARY SESSIONS

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