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

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

Elizabeth Pritchard

Founder
White Rock Data Solutions

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 Quant Technology Strategy at Bloomberg

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

- 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
Rajesh Krishnamachari, Head of Data Science, Data and Innovation Group at Bank of America

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
Simon Rodda, Market Specialist Director at Dow Jones

Simon Rodda

Market Specialist Director
Dow Jones

Peter Hafez, Chief Data Scientist at RavenPack

Peter Hafez

Chief Data Scientist
RavenPack

Edward Mitby, Senior AI Engineer at Vanguard

Edward Mitby

Senior AI Engineer
Vanguard

Abraham Thomas, Founder and chief data officer at Quandl

Abraham Thomas

Founder and chief data officer
Quandl

Carson Boneck, Chief Data Officer at Balyasny Asset Management

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

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.
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 
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

Ali Nazari, CIO and Portfolio Manager at Data Capital Management

Ali Nazari

CIO and Portfolio Manager
Data Capital Management

Joshua Packwood, Former Portfolio Manager at Point 72

Joshua Packwood

Former Portfolio Manager
Point 72

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


Marshall Alphonso, Global Lead Engineer at MathWorks

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 at Thinknum

Marta Lopata

Chief Growth Officer
Thinknum

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, Founder and chief data officer at Quandl

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 
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

Olga Kokareva, Managing Director at Synthesis

Olga Kokareva

Managing Director
Synthesis

Mark Pason, Former Director at Point72

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? 
Michael Marrale, Chief Executive Officer at M Science LLC

Michael Marrale

Chief Executive Officer
M Science LLC

Konstantin Korobkov, Data Technologies Leader at Carlson Capital

Konstantin Korobkov

Data Technologies Leader
Carlson Capital

Chris Petrescu, Founder, CEO at CP Capital

Chris Petrescu

Founder, CEO
CP Capital

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

Todd Schmucker

Former Director, Data Sourcing & Strategy
Balyasny Asset Management

Scott Solomon, Global Head at UBS Evidence Lab

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

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)
- 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, Quantitative Researcher at CFM

Sylvain Champonnois

Quantitative Researcher
CFM

- Choosing, combining and validating data to reduce risk 
- Remaining competitive
- Adapting and reacting to structural breaks
Sanne de Boer, Director of Quantitative Equity Research at Voya

Sanne de Boer

Director of Quantitative Equity Research
Voya

Anjelika Klamp, Managing Director at CITE Investments

Anjelika Klamp

Managing Director
CITE Investments

Mikhail Samonov, CEO at Two Centuries Investments

Mikhail Samonov

CEO
Two Centuries Investments

Judith Gu, Director US Equity Sales and Trading at Scotia Bank

Judith Gu

Director US Equity Sales and Trading
Scotia Bank

Marc Antonio Awada, Chief Risk & Data Analytics Officer at Alpha Innovations

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
- Linking datasets from different data sources for a clearer, more accurate outcome 
- Process of data linkage as applied to financial market
Gordon Ritter, Founder at Ritter Capital

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
- 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

Opportunity to bring your challenges and put them to our expert Machine Learning panel. 
Ben Steiner, Global Fixed Income at BNP Paribas Asset Management

Ben Steiner

Global Fixed Income
BNP Paribas Asset Management

Andrew Arnold, Adjunct Professor at NYU

Andrew Arnold

Adjunct Professor
NYU

Taweh Beysolow II, Portfolio Manager at Aludra Capital

Taweh Beysolow II

Portfolio Manager
Aludra Capital

Brandon Da Silva, Associate Portfolio Manager at OPTrust

Brandon Da Silva

Associate Portfolio Manager
OPTrust

Alex Tsyplikhin, Senior AI Engineer at Graphcore

Alex Tsyplikhin

Senior AI Engineer
Graphcore

STREAM C

2:55 pm - 3:25 pm Quantitative valuation and trading strategies in crypto assets (Dial-In)
- 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
Vlad Andrei, Founder at Albaron Ventures

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
  • Discussion of neural networks for solving high dimensional PDEs. 
  • Application to cleaning up orders in algorithmic trading.
Nick Westray, Scientific Researcher at NYU

Nick Westray

Scientific Researcher
NYU

- Understanding what systematic signals or information is contained in microstructure data
- Assessing preliminary microstructure analysis and liquidity 
Vlad Khandros, Global Head of Market Structure & Liquidity Strategy at UBS

Vlad Khandros

Global Head of Market Structure & Liquidity Strategy
UBS

Michael Steliaros, Global Head of Quantitative Execution Services at Goldman Sachs at Goldman Sachs

Michael Steliaros

Global Head of Quantitative Execution Services at Goldman Sachs
Goldman Sachs

Oualid Missaoui, Vice President, Senior Data Scientist at Jefferies

Oualid Missaoui

Vice President, Senior Data Scientist
Jefferies

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

Mehrzad Mahdavi, Executive Director at Financial Data Professional Institute

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
- 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
James Yeo, Equity Strategist at Bank of America Securities

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
Tharsis Souza, VP at Two Sigma

Tharsis Souza

VP
Two Sigma

Richard Rothenberg, Executive Director at Global AI

Richard Rothenberg

Executive Director
Global AI

James Yeo, Equity Strategist at Bank of America Securities

James Yeo

Equity Strategist
Bank of America Securities

Jonathan Berkow, Alternative Data Lead at AllianceBernstein

Jonathan Berkow

Alternative Data Lead
AllianceBernstein

Sheedsa Ali, Managing Director at Pinebridge Investments

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 
Apurv Jain, Visiting Researcher at Harvard Business School

Apurv Jain

Visiting Researcher
Harvard Business School

Stacey Brandenburg, Shareholder at Zwillgen

Stacey Brandenburg

Shareholder
Zwillgen

William Kelly, Chief Executive Officer at CAIA Association

William Kelly

Chief Executive Officer
CAIA Association

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

Robert Morse

Head of Data Strategy and Sourcing
PDT Partners

Evan Reich, Head of Data Strategy and Sourcing at Quandl

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?
Max Abend, Vice President at PDT Partners

Max Abend

Vice President
PDT Partners

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

Ishaan Nerurkar, CEO at LeapYear

Ishaan Nerurkar

CEO
LeapYear

Jonathan Chin, Co-Founder & SVP, Product Management at ARM Insight

Jonathan Chin

Co-Founder & SVP, Product Management
ARM Insight

KEYNOTES AND CLOSING PLENARY SESSIONS

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