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.

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Vasant Dhar

Founder
SCT Capital

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


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Sameer Gupta

Head of Data, Fusion
Point72

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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 

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Eric Jensen

CTO and Co-Founder
Causality Link

10:20 am - 10:50 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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Ingrid Tierens

Managing Director
Goldman Sachs

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Carson Boneck

Chief Data Officer
Balyasny Asset Management

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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

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 Strategies

STREAM 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 Strategies


STREAM 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 

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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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Poul Kristensen

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

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Javed Ashraf

Principal, co-lead Portfolio Manager
BlackBox Alpha 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 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

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Peter Hafez

Chief Data Scientist
RavenPack

·        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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Bill Dague

Head of Alternative Data Research
Quandl

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Mark Pason

Director
Credit Suisse

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

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Michael Beal

CEO
Data Capital Management

STREAM B

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

STREAM 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

·        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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Judith Gu

Director US Equity Sales and Trading
Scotia Bank

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Jean-Philippe Olivier

Head of Investment Specialists
BNP Paribas

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Jonathan Berkow

Alternative Data Lead
AllianceBernstein

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Marko Kangrga

Senior Data Scientist
RavenPack

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

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Gordon Ritter

Founder
Ritter Capital