March 20 - 21, 2019
Metropolitan Pavilion NYC

Javed Ashraf

Partner
Blackbox Alpha Management

Javed Ashraf is a Partner at BlackBox Alpha Management & a Co-Lead Portfolio Manager of BlackBox Unlimited Alpha fund. Javed’s research focus is alpha capture in periods of opaque price discovery and synthesis of market drivers in both US & International markets.

Javed’s extensive 25 year market experience spans heading research in quantitative credit relative value, heading research & trading in systematic equities and as the Managing Director of trading quants in FICC & equities for the Americas at UBS. Javed’s quantitative trading career highlights include navigating the London “Whale Trade” & the Flash Crash of 2010 & 2015.

Javed earned a BEng. In Computer Engineering from Salford University, an MBA Finance, from City University & an M.Sc. Financial Mathematics from the University of Chicago.

Conference Day Two: March 20 2019

Tuesday, March 19th, 2019

2:15 PM Panel discussion: Uncovering and assessing risk factors of a pure quant strategy

How can you accurately predict in an undefined universe without overfitting?
Interpretability: Can you ever really trust a black box to make the right decisions without human understanding, and will the regulators agree?
Examining the success of your algorithm in different market conditions: have you correctly identified the relevant factors?
Coping with tail/extreme events: are you prepared for the unexpected?

Check out the incredible speaker line-up to see who will be joining Javed.

Download The Latest Agenda