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Program

Advisory Board Members Ivailo Dimov, Quant and Data Science Research, Bloomberg Yoshinori Nomura, Director, Fund Manager, Simplex AM
Afsheen Afshar, Former Chief AI Officer, Cerberus / JPMorgan Marko Djukic, CEO & Founder, Hentsū Hugh O’Connor, Director, Data Sourcing & Partnerships, Eagle
Chase Tom Doris, Chief Data Scientist, Liquidnet Alpha
Ian Allison, Financial Technology Journalist, Coindesk Leigh Drogen, Founder and Executive Chairman, Estimize Stefano Pasquali, MD, Head of Liquidity Research, BlackRock
Michael Beal, Chief Executive Officer, Data Capital Management Bruno Dupire, Head of Quantitative Research, Bloomberg Claudia Perlich, Senior Data Scientist, Two Sigma
Paul Bilokon, CEO, Thalesians & Senior Quant Consultant, BNP Gene Ekster, CEO, Alternative Data Group Richard Pook, Partner, Dore Partnership
Sylvain Champonnois, BNP Paribas Charles Elkan, Global Head of Machine Learning, Goldman Sachs David Pope, MD, Quant Research, S&P
Vasant Dhar, Professor, NYU, Founder SCT Capital Management Roland Fejfar, Head TechBD EMEA/ APAC, Morgan Stanley Elizabeth Pritchard, Head of Go-to-Market, Crux Informatics
Roland Fejfar, Head TechBD EMEA/ APAC, Morgan Stanley Alexander Fleiss, CEO, Rebellion Research Keywan Rasekhschaffe, Senior Quantitative Strategist, Gresham
Peter Hafez, Chief Data Scientist, RavenPack Sylvain Forté, Co-Founder & CEO, SESAMm Sandy Rattray, Chief Investment Officer, Man Group
David Hand, Senior Research Investigator and Emeritus Professor Dan Furstenberg, Global Head of Hedge Fund Distribution & Data Michael Recce, Chief Data Scientist, Neuberger Berman
of Mathematics, Imperial College London Strategy, Jefferies Evan Reich, Data Strategy & Sourcing, BlueMountain Capital
Margaret Holen, Lecturer, Princeton University & Advisor, Yianni Gamvros, Head of Business Development, QC Ware Gordon Ritter, Former Senior Portfolio Manager, GSA Capital
Thinknum Armando Gonzalez, CEO, RavenPack Brice Rosenzweig, Global Head of Data & Innovation Group, Bank
Andrew Janian, Head of Data Engineering, Two Sigma Matthew Granade, Chief Market Intelligence Officer and MD, of America Merrill Lynch
Gary Kazantsev, Head of Machine Learning Engineering, Point72 Paul Rowady, Director of Research, Alphacution
Bloomberg Dmitry Green, MD and CRO, Mariner Investment Group David Rukshin, CTO, WorldQuant
Petter Kolm, Professor, Courant Institute of Mathematical Sameer Gupta, Head of Data Sourcing, Point72 LD Salmanson, Co-Founder, Cherre
Sciences, NYU Peter Hafez, Chief Data Scientist, RavenPack Mikhail Samonov, Founder, Two Centuries Investments
Anthony Ledford, Chief Scientist, Man AHL Sarah Hoffman, VP AI & ML Research, Fidelity Investments Daniel Sandberg, Director, Quantamental Research, S&P
Michael Marrale, Chief Executive Officer, M Science LLC Apurv Jain, Visiting Researcher, Harvard Business School Gurraj Singh Sangha, Global Head of Risk, State Street Verus
Benoit Mondoloni, Head of PB Analytics, Bank of America Merrill Nick Jain, Chief Investment Officer, Citizen Asset Management Lisa Schirf, Former COO Data Strategies Group and AI Research
Lynch Andrew Janian, Head of Data Engineering, Two Sigma Ksenia Semenova, Chief Marketing and Business Development
George Mussali, CIO & Head of Research, PanAgora AM Javed Jussa, QES Team, Wolfe Research Officer, Cindicator
Gordon Ritter, Former Senior Portfolio Manager, GSA Capital Zura Kakushadze, President and CEO, Quantigic Solutions Milind Sharma, CEO & CIO, QuantZ Capital
Stephen Roberts, Director, Oxford-Man Institute of Quantitative Amit Kaushik, Head of Quant Research & PM, SciFeCap Joseph Simonian, Director of Quantitative Research, Natixis
Finance, Professor of Machine Learning, University of Oxford Gary Kazantsev, Head of ML Engineering, Bloomberg Investment Managers
Carrie Shaw, Chief Marketing Officer, Quandl Olga Kokareva, Head of Data Sourcing and Strategy, Greg Skibiski, Founder & CEO, Thasos Group
Quantstellation Rob Sloan, Research Director, WSJ Pro
Speakers Stuart Kozola, Global Head of FinTech Products, MathWorks Maarten Smit, Senior PM, Quantitative Equities, APG
Afsheen Afshar, Former Chief AI Officer, Cerberus / JPMorgan Poul Kristensen, MD, Economist & PM, New York Life Daryl Smith, Head of Research, Neudata
Chase Anthony Ledford, Chief Scientist, Man AHL Amit Soni, Portfolio Manager, New York Life Investments
Sheed Ali, MD & Portfolio Manager, PineBridge Investments George Lentzas, Manager & Chief Data Scientist, Springfield Harvey Stein, Head of the Quantitative Risk Analytics Group,
Pavan Arora, Former Chief Data Officer & Director, IBM Watson Capital Bloomberg
Javed Ashraf, Partner & PM, Blackbox Alpha Management Edwin Li, Managing Partner, Castle Ridge Asset Management Ben Steiner, Global Fixed Income, BNP Paribas
Marc Antonio Awada, Chief Risk & Data Analytics Officer, Alpha Zach Lipton, Assistant Professor, ML Department, Carnegie Stewart Stimson, Head of Data Strategy, Jump Trading LLC
Innovations Mellon University Kristen Thiede, SVP, Two Sigma
Tim Baker, Global Head of Applied Innovation, Refinitiv Rado Lipuš, CEO & Founder, Neudata Ingrid Tierens, Managing Director, Goldman Sachs
Michael Beal, Chief Executive Officer, Data Capital Management Alejandra Litterio, Co-founder & Chief Research Officer, Eye Aric Whitewood, Founding Partner, WilmotML
Joel Nathaniel Bloch, Founding Partner & Chief Risk Officer, Capital Jamie Wise, President, Periscope Capital
Trinnacle Capital Stephanie Lo, Securities Finance QDR, State Street Associates Jian Wu, Trading & Algorithmic Strategies, State Street Global
Alex Bogdan, Chief Scientific Officer, Castle Ridge AM Marcos López de Prado, Principal, Head of ML, AQR Markets, Securities Finance
Michael Brett, CEO, QX Branch Yin Luo, Vice Chairman - QES, Wolfe Research Stan Yakoff, Adjunct Professor, Fordham University School of
Paul Burchard, MD, Technology Division, Goldman Sachs Nitish Maini, GM, Virtual Research Center & VP PM, WorldQuant Law
Lindsey Burik, MD, Head of Electronic Trading Americas, Mizuho Michael Marrale, Chief Executive Officer, M Science LLC Jeffrey Yau, Chief Data Scientist, Alliance Bernstein
Wesley Chan, Executive Vice President & PM, PIMCO Edward Mitby, Senior AI Engineer, Vanguard
Mike Chen, Director & Lead ML Researcher, PanAgora AM Calvin Yu, MD & Head of Multi-Asset Solutions, Qplum
Benoit Mondoloni, Head of PB Analytics, BAML
Mohsen Chitsaz, Founder & CIO, Alpha Beta Investments Gregory Zuckerman, Special Writer, The Wall Street Journal
Rob Morse, Head of Data Strategy & Sourcing, PDT Partners
Alberto Cozzini, Head of Research & Senior PM, Devet Capital George Mylnikov, VP, Head of Quantitative Research, Windhaven Marc Zwillinger, Founder, ZwillGen
Bill Dague, Head of Alternative Data Research, Quandl IM *Subject to change
Adrian de Valois-Franklin, CEO, Castle Ridge Asset Management Manoj Narang, CEO, MANA Partners LLC
Vasant Dhar, Professor, NYU, Founder SCT Capital Management

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MAIN CONFERENCE DAY 1 AGENDA: March 19, 2019
8.00am: REGISTRATION AND COFFEE IN THE EXHIBITION AREA
8.50am: Chair’s opening remarks - Joseph Simonian, Director of Quantitative Research, Natixis Investment Managers
9.00am: Opening keynote: Outlook for the hedge fund industry: survival of the leanest or the most tech savvy? David Rukshin, CTO, WorldQuant
9.20am: Panel discussion: The asset allocator’s view
 Evaluation: What does a buy side investor look for in quantitative strategies
 Analysis: Finding risk, uniqueness and maintaining a diverse yet unbiased holding: the challenges of asset allocation
 Risk: Meeting your mandate while incorporating technologically forward investment strategies
Moderator: Afsheen Afshar, Former Chief AI Officer, Cerberus / JPMorgan Chase
Joseph Simonian, Director of Quantitative Research, Natixis Investment Managers
Amit Soni, Director, New York Life Investment Management
10.00am: Interview: Learn from this industry icon as they share their experience and insights
Interviewer: Gregory Zuckerman, Special Writer, The Wall Street Journal
Sandy Rattray, Chief Investment Officer, Man Group
10.30am: NETWORKING REFRESHMENT BREAK IN THE EXHIBITION AREA
11.10am: Keynote: A new breed of investor: The development and disruption of asset management through machine learning techniques
 The new model: What do you really need to launch a new age hedge fund?
 Practical recent examples and insights into what it takes to succeed and common pitfalls to avoid
 The best and worst attributes of AI: Where do funds go wrong?
Marcos López de Prado, Principal, Head of Machine Learning, AQR
11.30am: Panel discussion: The talent war: How to attract and retain the top quant and data science minds
 How to reach the best people and the top minds
 Understanding that all data scientists and quants are not created equal: what looks like a data scientist may not be!
 How to create a culture that will entice them to join and stay with you: understand your value proposition as an employer
 Motivating your workforce to share their best ideas, and building a culture of collaboration in a typically combative and siloed industry
 Considering the factors that will affect retaining and motivating top talent
Moderator: Rob Sloan, Research Director, WSJ Pro
Sheedsa Ali, MD & Portfolio Manager, PineBridge Investments
Dan Furstenberg, Global Head of Hedge Fund Distribution & Data Strategy, Jefferies
Nitish Maini, GM, Virtual Research Center & VP PM, WorldQuant
Richard Pook, Partner, Dore Partnership
12.10pm: Keynote: “Big Data” is the new currency
The way data is collected, anonymized and monetized largely without the owner’s permission is ready to be disrupted providing many benefits to hedge fund data buyers. This
presentation provides a pathway for the individual to control and share in the value their data creates, and for data users to gain access to richer more specific data sets.
Armando Gonzalez, CEO, RavenPack
12.30pm: NETWORKING LUNCH IN THE EXHIBITION AREA
1.30pm: Stream A: ALT DATA 1.30pm: Stream B: QUANT FOR FUNDAMENTAL 1.30pm: Stream C: AI/ML CUTTING EDGE RESEARCH
Chair: Michael Marrale, CEO, M Science Chair: Paul Rowady, Director of Research, Alphacution Chair: Vasant Dhar, Professor, NYU, Founder SCT
1.35pm: Panel discussion: Understanding and navigating 1.35pm: A specific framework and strategy for introducing 1.35pm: Utilizing AI/ML to lend predictive/adaptive
the ‘Wild Wild West’ of alt data vendors and suppliers quant methods and unique data into your fundamental capability in continuously changing market environments
 Usefulness of data – evaluating the landscape and the approach to producing alpha  Common problems around utilizing AI/ML in quant
trends  A step by step approach to building viable investment analysis
 Filtering and working with vendors: signals from unique data sources  Universality, Causality and Machine Learning
Excessive demand for newer/more interesting data  How to build a stock selection, risk management and  Ad hoc demonstration: The walk forward test in
sources places the onus of data prep firmly on the portfolio construction practice using randomly created market environment
purchaser whilst low quality/inconsistent data gives a quantamental methods  Understanding the market as an unstable dynamical
low conversion rate to prospective sources. How can  How fundamental firms can overcome institutional system
you work with your supplier to provide the product you paralysis towards building better decision-making Yoshinori Nomura, Director, Fund Manager, Simplex AM
need? processes 2.00pm: The very latest AI developments
 Evaluating the pros and cons of searching for the  Why most investment firms don't do R&D, and why they machine learning for security selection and the dangers of
foundations of specific trade ideas vs ‘playing’ with should overfitting
new and interesting concepts Leigh Drogen, Founder and Executive Chairman, Estimize  Data prep and feature engineering: Is the AI built over
 Best data sourcing practices Nick Jain, Chief Investment Officer, Citizen AM the data based on solid foundations?
Moderator: Stewart Stimson, Head of Data Strategy, Jump 2.05pm: Panel discussion: How best to integrate your  Issues of overfitting and maximizing the signal to noise
Trading portfolio management, research & data science teams to ratio
Olga Kokareva, Head of Data Sourcing and Strategy, deliver alpha  Evaluating your algorithm choice: what do you want to
Quantstellation  Embracing the culture & change achieve?
Rob Morse, Head of Data Strategy & Sourcing, PDT Partners  Practical insights into effective integration  Understanding fake signals: when machine learning
Lisa Schirf, Former COO, Data Strategies Group and AI  Evaluating success fails
Research, Large Global Hedge Fund Keywan Rasekhschaffe, Senior Quantitative Strategist,
 Understanding the risks of a market saturated with the
Innovation in Alt Data Gresham Investment Management
systematic approach: will models fail?
Moderator: Paul Rowady, Director of Research, Alphacution 2.20pm: Practical applications of AI/ML
2.15pm: Bill Dague, Head of Alternative Data Research, Wesley Chan, Executive Vice President & PM, PIMCO  Once a qualitative factor, sentiment around individual
Quandl Ivailo Dimov, Quant and Data Science Research, Bloomberg stocks can now be measured
Tom Doris, Chief Data Scientist, Liquidnet  Applications of ‘task-specific’ vs ‘general’ AI
2.25pm: Daryl Smith, Head of Research, Neudata Poul Kristensen, MD, Economist & PM, New York Life  Is sentiment predictive or contrarian?
Investments  Implications for portfolio construction
2.40pm: Greg Skibiski, Founder & CEO, Thasos Group Jamie Wise, President, Periscope Capital
2.50pm: Fireside Debate – When hedge funds ate their 2.40pm: Big Data's Dirty Secret
2.50pm: Panel discussion: What are the next hot data
own Abstract: "Let the data speak for themselves."
sources/ regions? What are the different business models
One side believes a blended “quantamental” approach will "We apply machine learning to the problem of..."
that are emerging?
consistently outperform a purely systematic approach. The
 We’ve had sentiment analysis on social media, car park
other side favors an increasing level of automation. Recent These are two commonly heard phrases these days. But
image processing, mobile positioning, video, credit card
empirical evidence supports both arguments. Come and find what data exactly are we speaking about, and what do we
transactions… Where or what is the next big alt data
out what happens when two heavyweights battle it out. intend to do with it? What is ignored all too often is the
source?
Michael Recce, Chief Data Scientist, Neuberger Berman quality of the data being used and how it impacts the
 Evaluating the global demand for data
Paul Rowady, Director of Research, Alphacution analyses being done. Are there holes in the data? Are there
 Data, data everywhere. But how can you find the
anomalies? Given how dirty data can be, a more apt phrase
signals?
might be "Garbage in, garbage out".

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Moderator: Kristen Thiede, SVP, Two Sigma In this talk we will discuss some of the data problems we've
Bill Dague, Head of Alternative Data Research, Quandl encountered in financial data, and approaches that can be
Rado Lipuš, CEO & Founder, Neudata used to address them. Our particular focus will be on
Hugh O’Connor, Director, Data Sourcing & Partnerships, techniques we've employed to address missing data and
Eagle Alpha bad data in credit default swap (CDS) spread histories.
Greg Skibiski, Founder & CEO, Thasos Group Harvey Stein, Head of the Quantitative Risk Analytics
Group, Bloomberg
3.05pm: FED AI: Applying AI techniques & macro
economics
George Lentzas, Manager & Chief Data Scientist, Springfield
Capital
3.30pm NETWORKING REFRESHMENT BREAK IN THE EXHIBITION AREA
3.55pm: Stream A: NATURAL LANGUAGE PROCESSING 3.55pm: Stream B: QUANTAMENTAL & RISK 3.55pm: Stream C: PRACTICAL APPLICATIONS OF AI/ML
Chair: Gary Kazantsev, Head of Machine Learning Chair: Yin Luo, Vice Chairman - QES, Wolfe Research Chair: Roland Fejfar, Head TechBD EMEA/ APAC, Morgan
Engineering, Bloomberg Stanley
4.00pm: Hanging on every word: Natural Language 4.00pm: Building a unique, fully quant-driven strategy on 4.00pm: Practical applications of machine learning in
Processing unlocks new frontier in corporate earnings fundamental principles: Lessons learned, pitfalls to avoid investment banking
sentiment analysis  Great quant models are built based on a deep, refined
How can NLP be applied to corporate earnings call and experience-driven understanding of some processes Charles Elkan, Global Head of Machine Learning, Goldman
transcripts? Can you dissect the tone, complexity, and in asset pricing. Sachs
overall level of engagement with analysts as indicators of  There are many such in-depth fundamental investment
earnings sentiment? philosophies that can provide robust frameworks for
David Pope, Managing Director Quant Research, S&P great quant models.
Global Market Intelligence  Most important benefits of a fundamental framework
are the insightful questions it poses. Quants with data
and computing tools are great at answering questions,
but not at articulating them.
 Example: Dynamic Contextual Alpha Model based on a
Fundamental Investment Philosophy.
 Other potential examples: Industry Models, Stock
Specific Models, Macro Sensitivities on Stocks.
 Things that don't work: Making fundamental analysts do
quant things like rank stocks. Making quant models do
fundamental things, like screen a small group of stocks
for fundamental analysts to pick from; Quants using 'of
the shelf' 'academically tested' 'fundamental'
approaches. Fundamentals using 'textbook' security
analysis. Alpha comes from innovation, uniqueness in
style, refined and customized competitive edge in the
investing process.
Mikhail Samonov, Founder, Two Centuries Investments
4.20pm: Practical uses of cutting edge NLP: what is the 4.20pm: Explainable AI for asset management 4.20pm: Applications of deep learning in portfolio
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current state of play, and how can you benefit from Combining fundamental knowledge and quantitative management
incorporating it into your investment strategy? techniques into an explainable AI framework for investment  How deep learning can help CIOs with common
 Defining the value you can add from overcoming decisions: portfolio management challenges
language barriers and maximizing your translation  We use a fundamental macro framework to guide data  Business drivers when considering an AI-driven
services to processing unstructured data from around selection and curation, in combination with AI approach to asset management
the world in a variety of formats  Combining fundamental and quant, how to balance the  An end-to-end deep learning model for portfolio
 Enhancing your systems abilities: overcoming the two allocation
translation barriers: an insight into unsupervised Use of the system for:  Deployment and scalability related practical challenges
learning of cyberslang and unusual language structure  Investing for a deep learning strategy
 Other practical NLP hints and tricks to set you on the  Risk Management Calvin Yu, Managing Director and Head of Multi-Asset
path to alpha generation  Indicators Solutions, Qplum
Mike Chen, Director & Lead ML Researcher, PanAgora  Dealing with new and uncertain regimes
Asset Management Aric Whitewood, Founding Partner, WilmotML
4.40pm: Panel discussion: Understanding the latest 4.40pm: The Quantamental approach: Utilizing a blended 4.40pm: WALLACE: The self-taught fully functional
developments in NLP & the benefits from incorporating it man & machine approach to generating alpha investment system
into your investment strategy Integrating data, machine learning and fundamental insights WALLACE is a self-evolving AI based on the concept of
 Rule based NLP vs deep learning, i.e. relying on human to drive alpha genetic algorithms. Constantly learning, WALLACE analyses
intervention and ingesting touches of augmented AI  Finding patterns in data to aid your strategy over 10,000 securities across 42 dimensions each day.
rules to better detect key elements of languages in a  Automatic feed: immediately processing news and live WALLACE’s most powerful features is its ability to anticipate
proper NLP system market updates to your portfolio to accurately maintain market events. Over a 48- month period, WALLACE
 Using proprietary deep tech and being early adopters risk successfully predicted 40 public company acquisitions.
of new technologies as opposed to relying on open Manoj Narang, CEO, MANA Partners LLC Similarly, WALLACE avoided major market selloffs. As a
source result, WALLACE outperformed benchmarks and designed
 The challenges of adapting an English NLP engine to numerous hedge fund strategies.
different languages, public sources (such as Twitter  Survival of the fittest: An insight into the process and
that almost has its own language), or thousands of journey of creating WALLACE
different types of file formats (proprietary textual  The burden of unsupervised learning: enabling the
content from clients) machine to decide what inputs are more or less useful
Moderator: Peter Hafez, Chief Data Scientist, RavenPack  Becoming social: How WALLACE explains its decisions
Javed Jussa, QES Team, Wolfe Research and exposes its thought process
Alejandra Litterio, Co-founder and Chief Research Officer, Alex Bogdan, Chief Scientific Officer, Castle Ridge AM
Eye Capital Adrian de Valois-Franklin, CEO, Castle Ridge AM
Gurraj Singh Sangha, Global Head of Risk, State Street Edwin Li, Managing Partner, Castle Ridge AM

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Verus 5.00pm: Model risk management for alpha strategies 5.00pm: Merchant mapping, ticker tagging, and panel
created with deep learning stabilization: Cracking the dirty jobs in alternative data
 Understanding the challenges of using deep learning to  Application of natural language processing technology
build alpha generation strategies for ticker tagging.
 Model risk management to detect when machine  Using deep neural nets to clean credit card, email
learning strategies are not performing as intended. receipt, URLs and other alternative datasets.
 Concept drift: Can you model an undefinable and  In a world where raw data validation and structuring
constantly moving market? When DL should (and are handled by AI, what would be the role of today's
should not) be used. R&D teams across the data supply chain?
Ben Steiner, Global Fixed Income, BNP Paribas AM Gene Ekster, CEO, Alternative Data Group

5.20pm: Closing remarks


5.30pm - 7.00pm: DRINKS RECEPTION & NETWORKING IN THE EXHIBITION AREA

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MAIN CONFERENCE DAY 2 AGENDA: March 20, 2019
8.00am: REGISTRATION AND COFFEE IN THE EXHIBITION AREA
8.50am: Chair’s opening remarks - Tim Baker, Global Head of Applied Innovation, Refinitiv
9.00am: Keynote: Creating an international top tier data science and AI team
 Building a vision: understanding and defining the data requirements
 Selling the business case: do you need quick wins to sustain the long-term vision?
 Growing and developing the functionality: refining, improving and scaling up
Matthew Granade, Chief Market Intelligence Officer and MD, Point72
9.20am: Panel discussion: How are investment banks leveraging their quant and data science teams to build new business models and add value to clients?
 How to add value in the age of access to alt data?
 Identifying trade ideas your client hasn’t considered yet
 Leveraging the vast reams of historical data that banks have stored
 Implementing AI and ML to help manage the regulatory burden
Moderator: Tim Baker, Global Head of Applied Innovation, Refinitiv
Lindsey Burik, Managing Director, Head of Electronic Trading Americas, Mizuho
Brice Rosenzweig, Global Head of Data & Innovation Group, Bank of America Merrill Lynch
Ingrid Tierens, Managing Director, Goldman Sachs
10.00am: Keynote: Risk models for quant trading
 How to build risk models for short-horizon & ephemeral ML-based data-mined alphas?
 How to make the covariance matrix out-of-sample stable & invertible for short lookbacks?
 Can using ML-based methods (e.g., clustering) for building such risk models add value?
 Should PMs allocate resources for building custom risk models or use commercial ones?
Zura Kakushadze, President and CEO, Quantigic Solutions
10.30am: NETWORKING REFRESHMENT BREAK IN THE EXHIBITION AREA
11.10am: Panel discussion: The outlook for emerging quantitative concepts as a tool to find edge
 Evaluating new and emerging strategies to maximise alpha from a blended man and machine approach
 Measuring effectiveness: understanding the ROI on your strategies – are they always practical and cost-effective to execute?
 When and how will quant funds consistently outperform a traditional approach?
Moderator: Tim Baker, Global Head of Applied Innovation, Refinitiv
Marc Antonio Awada, Chief Risk & Data Analytics Officer, Alpha Innovations
Alberto Cozzini, Head of Research & Senior Portfolio Manager, Devet Capital
Joel Nathaniel Bloch, Founding Partner and Chief Risk Officer, Trinnacle Capital
Daniel Sandberg, Director, Quantamental Research, S&P
12.00pm: Panel discussion: Understanding the future contributions of AI, ML & data science in the end to end investment process
 Hear these leading data scientists discuss the latest techniques, concepts and trends
 Evaluate where technology can take potential achievements in data science
 Ask your questions to the esteemed panel for unique insights and takeaways
Moderator: Anthony Ledford, Chief Scientist, Man AHL
Sameer Gupta, Head of Data Sourcing, Point72
Sarah Hoffman, VP AI & Machine Learning Research, Fidelity Investments
Claudia Perlich, Senior Data Scientist, Two Sigma
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12.50pm: NETWORKING LUNCH IN THE EXHIBITION AREA
1.50pm: Stream A: DEALING WITH DATA 1.50pm: Stream B: QUANT & RISK METHODS 1.50pm: Stream C: UTILIZING CLOUD & OPEN SOURCE
Chair: Elizabeth Pritchard, Head of Go-to-Market, Crux Chair: Stuart Kozola, Global Head of FinTech Products, TECHNOLOGIES Chair: Marko Djukic, CEO & Founder,
Informatics MathWorks Hentsū
1.55pm: What do good data management processes look 1.55pm: Practical applications of reinforcement learning 1.55pm: Technology: The journey to the cloud
like? in the Investment optimization process As acceptance for cloud increases, the questions become
 Significant work is required before a data set is fit for  A major challenge for quantitative/systematic how to use and implement it.
purpose, with months of analysis, tidying, infrastructure investing is identifying regime change.  Understanding the benefits of a cloud based
set up, fitting into algorithms and strategies without  Reinforcement learning solves for an optimal policy infrastructure: scalability with flexibility
overfitting. What are the biggest stumbling blocks and based on dynamically updated states.  Data and storage improvements and forecasts
how can they be avoided?  How can reinforcement learning be used to tactically  The disruptor’s take on cloud for AI: enabling David to
 Internal comms between engineers and data scientists allocate asset classes based on changing macro compete with Goliath
 Building internally vs vendor selection investment regimes?  Implementing cloud in your company and systems:
 Using ML in data processing and cleanup Edward Mitby, Senior AI Engineer, Vanguard pitfalls to be avoided
Olga Kokareva, Head of Data Sourcing and Strategy, Andrew Janian, Head of Data Engineering, Two Sigma
Quantstellation
2.15pm: Spotlight on data management - Sylvain Forté, Co- 2.15pm: Panel discussion: Uncovering and assessing risk 2.15pm: The open source culture: why is the industry and
Founder & CEO, SESAMm factors of a pure quant strategy this fund embracing a new age of openness?
 How can you accurately predict in an undefined  The merits of open source: culture: attracting talent,
2.25pm: Spotlight on data management - Elizabeth universe without overfitting? efficiencies and the hive mind
Pritchard, Head of Go-to-Market, Crux Informatics  Interpretability: Can you ever really trust a black box  Considering the impact on your internal procedures
to make the right decisions without human  Is there a downside and how can this be mitigated?
2.35pm: Spotlight on data management - LD Salmanson, Co- understanding, and will the regulators agree? Michael Beal, Chief Executive Officer, Data Capital
Founder, Cherre  Examining the success of your algorithm in different Management
 From raw data to actionable signal - programmatic use market conditions: have you correctly identified the
of data requires a clean and streamlined data pipeline, relevant factors?
otherwise it's garbage in garbage out.  Coping with tail/extreme events: are you prepared for
 "Real-time" vs Streaming data - overhead and the unexpected?
practicality considerations. Moderator: Alexander Fleiss, CEO, Rebellion Research
 Programmatic source management and evaluation - Javed Ashraf, Partner & Portfolio Manager, Blackbox
data sources continue to expand, and discovery and Alpha Management
testing for signal needs to be programmatic. Milind Sharma, CEO & CIO, QuantZ Capital
 Data fusion as a service - manual processes are not George Mylnikov, VP, Head of Quantitative Research,
scalable, and automated approaches have to be utilized. Windhaven Investment
 Red flags - signs that you have a bad process at scale.
2.45pm: Panel discussion: Effectively navigating the 2.35pm: Panel discussion: Quantum computing: Closer than
potential legal and regulatory risk associated with alt data ever – understanding the landscape, risks and opportunities
sets  How and why quantum computing will change the world
 What are the ethics of good data practice and who is of finance as we know it: can you trust the liquidity of
responsible for ensuring these are followed as data your system should its very foundations change?

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hungry algorithms process larger and larger quantities
3.05pm: Bridging the gap: Leveraging academic theory  What is the current state of quantum computing and
from more and more diverse sources? and quantitative techniques in models for broad how is finance adopting the technology?
 Best data practices: where does the responsibility for audiences  What will be the area of biggest impact within capital
the data you are using lie? How do you develop research for a wide audience, from markets once quantum computing becomes a reality?
 Evaluating the insider risk: has your purchased data setthe fundamentals to the quants?  As a highly automated sector, how can Finance prepare
offered jigsaw pieces or the whole picture?  Alt Data + Quant Methods + PhDs/Quants/Academic for the changes?
 GDPR and regulatory risk: Has your data been Partners => Partnerships: academic and business Michael Brett, CEO, QX Branch
anonymized? Does it meet data privacy requirements?  Research approach: Academic/financial theory, alt Paul Burchard, MD, Technology Division, Goldman Sachs
Evan Reich, Head of Data Strategy & Sourcing, BlueMountain data, and quant techniques Yianni Gamvros, Head of Business Development, QC Ware
Capital  Applied examples of our approach
Stan Yakoff, Adjunct Professor, Fordham University School Stephanie Lo, Securities Finance QDR, State Street
of Law Associates
Marc Zwillinger, Founder, ZwillGen Jian Wu, Trading and Algorithmic Strategies, State Street
Global Markets, Securities Finance
3.25pm: NETWORKING REFRESHMENT BREAK IN THE EXHIBITION AREA
3.50pm: Stream A: AI & DATA 3.50pm: Stream B: QUANT & RISK METHODS 3.50pm: Stream C: NEW APPLICATIONS FOR ML/DEEP
Chair: Pavan Arora, Former Chief Data Officer & Director, Chair: Bruno Dupire, Head of Quantitative Research, LEARNING - Chair: Benoit Mondoloni, Head of PB Analytics,
IBM Watson Bloomberg Bank of America Merrill Lynch
3.55pm: Cutting edge applications of AI 3.55pm: Portfolio model risk for systematic/ quant 3.55pm: Generating Alpha from Crypto with systematic
trading strategies
Mohsen Chitsaz, Founder & Chief Investment Officer, Alpha  Systematic strategies as a hedge against a long-only
Beta Investments Gordon Ritter, Former Senior Portfolio Manager, GSA strategy
Capital  A Crypto strategy with low correlation against BTC and
CCi30
 Small BTC exposure leads to a jump in the Sharpe ratio
of a stock portfolio
 Limits to arbitrage in a crypto strategy
Amit Kaushik, Head of Quantitative Research & Portfolio
Management, SciFeCap
4.15pm: Panel discussion: Understanding, managing and 4.15pm: Developing macro predictions using alternative 4.15pm: How can blockchain enable certain asset classes to
effectively mitigating the hidden risks associated with AI data become tradeable?
 The risks of the person behind the AI/model: how to  Understanding the benefits of a natively digital trading
remove bias? Apurv Jain, Visiting Researcher, Harvard Business School technology to maximise data and analytical capabilities
 Coping with tail risks  Practical applications in new asset classes such as
 Can you ever model all circumstances in an undefinable syndicated loans
and constantly moving market?  Its application within algorithms: removing the
 How can AI measure a risk it hasn’t seen yet? interpretability issue
 Balancing the compliance and risk demands of creating Ksenia Semenova, Chief Marketing and Business
human understanding of complex models Development Officer, Cindicator

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 Overfitting: Have you applied diversification in your 4.35pm: Putting AI to work for long-term sustainable 4.35pm: Time series forecasting utilizing deep learning
quant strategies? A variety of asset classes? Appropriate investing techniques
algorithm choices?  Innovation to maximize pension value: returns, risk,
 Would a failure of model or liquidity mean you have costs, and ESG Jeffrey Yau, Chief Data Scientist, AllianceBernstein
inappropriate risk management in place?  Building and integrating ESG factors and data into
Moderator: Pavan Arora, Former Chief Data Officer & your models and investment approach
Director, IBM Watson  How to set up and organize an effective data science
Gary Kazantsev, Head of Machine Learning Engineering, capability
Bloomberg Maarten Smit, Senior Portfolio Manager, Quantitative
Zach Lipton, Assistant Professor, ML Department, Carnegie Equities, APG Asset Management
Mellon University
Stefano Pasquali, Managing Director, Head of Liquidity
Research, BlackRock
4.55pm: The critical issues of interpretability 4.55pm: How your asset class will influence your
 Underspecified and unclear: have you appropriately quantitative methods
defined your model and the properties it satisfies?  Evaluate the different approaches required based on
 Understanding causal structure: validating the decisions the underlying asset class of your investment strategy
your machine made  Understanding the different approaches to fixed
 Resilience and robustness: The importance of factoring income, equity, commodities and more
in domain adaptation and distribution shift Dmitry Green, Managing Director and CRO, Mariner
 Anomaly detection: quantifying and actively Investment Group
compensating by modifying your beliefs and constraints
Zach Lipton, Assistant Professor, Machine Learning
Department, Carnegie Mellon University
5.15pm: Closing summary
5.30pm: Close of conference

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Version 79 (03/17/2019)

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