Generate alpha. Manage Risk. Optimize Portfolios.
Conference Day Two: March 16th 2020
KEYNOTES & OPENING PLENARY SESSIONS
8:30 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.
9:10 am - 9:50 am
Fireside Chat - Upskilling to keep in line with market standards for a career in data and analytics
Sameer Gupta -
Head of Data, Fusion,
Point72
Andy Legg - Senior Recruiter, Point72
10:00 am - 10:15 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
10:20 am - 10:50 am
Networking break
11:00 am - 11:50 am
Panel – Shifting attitudes to alternative data
Ingrid Tierens -
Managing Director,
Goldman Sachs
Carson Boneck - Chief Data Officer, Balyasny Asset Management
Sam Livingstone - Head of Data Science, Jupiter Asset Management
Suraj Gohil - Chief Strategy Officer and Co-founder, Fable Data
· 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
12:00 pm - 12:15 pm
Why top financial institutions fail at AI
· 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
12:20 pm - 1:20 pm
Networking Lunch Break
AFTERNOON STREAMS
STREAM A
1:20 pm - 1:25 pm Stream A: Data StrategiesSTREAM A
1:35 pm - 1:55 pm Data Deployment: The secret ingredient for successful data-driven investing· Importance of tech and processes to put data-driven advantages into production through data deployment
· Components that go into modern data deployment
· Buy-side case studies of people, processes and technology to successfully stand up and scale up pursuit of data-driven edge
STREAM A
1:55 pm - 2:45 pm Panel: Data-informed insights; In-house vs outsourced· 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
1:20 pm - 1:25 pm Stream B: Quantamental Investment StrategiesSTREAM B
1:25 pm - 1:45 pm Elements of Quantamental investing Dan Duggan - Senior Data Scientist, Goldman Sachs· Improving predictive accuracy by employing multiple models in your security selection process
· Choosing the right tool for the right job; how to apply ML in a way that supplements linear models
· Applying the principals of comparative advantage to identify task best handled by humans vs machines
STREAM B
1:55 pm - 2:45 pm Panel: Portfolio managers’ Poul Kristensen - Managing Director, Economist, and Portfolio Manager, New York Life Investment ManagementJaved Ashraf - Principal, co-lead Portfolio Manager, BlackBox Alpha 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 Integrating alpha into your ESG portfolio Peter Hafez - Chief Data Scientist, RavenPack· 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
4:10 pm - 5:00 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
Bill Dague - Head of Alternative Data Research, Quandl
Mark Pason - Director, Credit Suisse
· 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 A
5:10 pm - 5:30 pm Data standardisation and commoditisation Michael Beal - CEO, Data Capital Management· Web harvesting without compromising on data integrity and ethics
· Evaluating the overall impact on P&L without investing too much time and money to explore it
STREAM B
3:25 pm - 3:30 pm Stream B: Quantamental Investment StrategiesSTREAM B
3:30 pm - 3:50 pm Assessing risk factors of a pure quant strategy· Choosing, combining and validating data to reduce risk
· Remaining competitive
· Adapting and reacting to structural breaks
STREAM B
4:10 pm - 5:00 pm Panel: Journey of embedding quant methods within your fundamental approach for effective analysis Judith Gu - Director US Equity Sales and Trading, Scotia BankJean-Philippe Olivier - Head of Investment Specialists, BNP Paribas
Jonathan Berkow - Alternative Data Lead, AllianceBernstein
Marko Kangrga - Senior Data Scientist, 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
5:10 pm - 6:00 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
