|Cocktail Reception: 6pm – 8pm
November 15th, 2016.
|Main “Battle” Event: 8am – 5pm
November 16th, 2016.
|8:00am||Investor Breakfast (Invitation only)|
|9:30am||== Registration and Coffee ==|
AJ De Rosa – Head of Global Sales, Orbital Insight
|10:20am||Keynote: Tracking the World to Generate Alpha
Dr. Scott G. Borgeson – CEO, CargoMetrics Technologies
After seven years CargoMetrics is coming out of “Stealth Mode” using big data technologies to measure billions of pieces of data to create a real time map of the global economy. Fueled by backing from Eric Schmidt and other prominent business leaders, dozens of PhD’s and endless information sources, the quantitative strategy is paving the way into a new generation of trading. According to Scott, “There is an explosion of data around the world, if you exploit it responsibly and scientifically, you can find a lot of Alpha.”
|10:50am||The Battle: New Quants vs. Traditional Quants
(Machine Learning and Big Data) vs. (Price, Volume, Financial Data) Ever since the Twitter Fund (which shut down after one month after launching) skepticism continues concerning the value of big date in predicting markets. Traditionalists insist there is no value to be found in data beyond price and volume, it is or too noisy and confusing. Better to perfect the algo to extract alpha. Can the “New Quants” prove otherwise? Show me the Alpha!
Moderator: Chris Solarz – Managing Director, Cliffwater
Guillaume Vidal – CEO and Co-Founder, Walnut Algorithms
Danielle Lawson – Head of Marketing and Client Service, Alambic
Lior Segev – Founder and CEO, Liquant Asset Management
Chris Petrescu – Data Strategist, WorldQuant
|11:30am||== Networking Coffee Break ==|
|12:00pm||Enabling Future Technologies to Accommodate the Quants Insatiable Demand for Data Processing, Storage and Analysis.
Dr. Stephen Weston – Principal Engineer and Numerical Libraries Architect, Intel Corporation
The “Internet of Things” places previously unimagined demands on traditional technologies. When combined with the growth in e-commerce, the explosion in social media and the advent of 5G networks, it means that Big Data arriving at high speed in almost every area of life is driving change across the traditional quant domain. Intel realised this and purchased Altera for over $16Bn a year ago to address these challenges. Intel was after Altera’s FPGA (field-programmable gate array) technology, or simply expressed a chip that, even after it has been made, can be rapidly and flexibly reprogrammed in response to such high-pressure challenges. How does this relate to Quantitative Finance? We have challenged Dr Stephen Weston, Principal Engineer at Intel, Professor and former participant in the financial markets to explain to our audience of Investors and Managers the opportunities offered by this new technology.
|12:30pm||Alpha Generation Lifecycle: From Global Data Sourcing to Signal Development to Trade Execution and Analysis
One of the most challenging tasks in the Hedge Fund world is understanding exactly how
a quant strategy functions. To help understand the due diligence process we are going inside the Black Box to expose the steps from strategy design to implementation. All disciplines along the way are represented on the panel and let’s see if the investor at the end will buy.
Moderator: Ralston Roberts – Co-head of Execution Services for EMEA and GSET, Goldman Sachs
Christopher Clarke – Alternative Investment Strategist, Allianz Global Investors
Christopher Reeve – Director of Client Services, Marketing and Product Management, Aspect Capital
Rado Lipuš – Founder and CEO, Neudata
Professor Spyros Skouras – Founder, Scientific Investments
|1:10pm||== Networking Lunch ==|
|2:10pm||Training a Cognitive System to Measure Volatility in Contextually Relevant Information using IBM Watson
Prashant Bhuyan – Digital Entrepreneur
Prashant Bhuyan is a NYC based digital entrepreneur and cognitive data scientist. Bhuyan has been working with IBM scientists to transform huge amounts of raw unstructured information into actionable alpha driven insights using IBM Watson. Bhuyan and his team have been training a cognitive system in the area of the market microstructure to create more intelligent natural language based volatility indicators. In fact, Bhuyan thinks cognitive systems in and of themselves are useless. He believes that cognitive systems are most effective when properly trained by collections of domain experts that give clouds of random information useful perspectives. He thinks that over long periods of time properly trained cognitive systems can extract richer and more complex meaning from information. In fact, Bhuyan believes that when it comes to beating the markets it’s all about high speed cognition…not high speed execution.
|2:40pm||Institutional Investors Pivoting to Quants
Can Quants save Pension Funds? We all know that Pensions are challenged in attempting to achieve return goals because of lackluster performance from their traditional discretionary trading investments. Should Pensions consider quantitative strategies? Quants have had a good run relative to the discretionary traders but will the trend continue? How should Pension managers approach Quant solutions? What strategies work and why add to your portfolio? Due diligence? Overcrowding, could we be entering a bubble in quant investing?
Moderator: Simon Langdon – MD, Head of Business Development, Leucadia Asset Management
Mikael Stenbom – CEO, RPM
Helen Idenstedt – Alternative Investment Analyst, First Swedish National Pension Fund
Dr. Ranjan Bhaduri – Chief Research Officer, Sigma Analysis & Management
Tony Guida – Investment Manager, Alternative Risk Premia, RPMI
|3:30pm||== Networking Coffee Break ==|
|4:00pm||Covering Your Quantitative Digital Assets and Operational Business Risks Cost Effectively through Captive Insurance.
Joe Taussig – Founder, Taussig Capital
Quants run a complex set of systems, hire smart programmers, store huge data sets and often leverage the cloud. Try to find an insurance policy to protect against all of this OR create your own insurance company in a structure called “Captive Insurance”. You set the premiums (tax deductible) that you pay into the insurance company you own and, guess what, if the payout (distributions) to yourself to cover losses is less that what you paid in as premiums, you can get the excess back and only taxed at capital gains rates. Over $500B resides in these “Captive Insurance” companies, which represent a tremendous opportunity for Hedge funds. Sound interesting?
|4:30pm||Blockchain: Disrupting Hedge Fund Management
Daniel Masters – Director, Global Advisors Bitcoin Investment Fund
Mona El Isa – Co-Founder, Melonport
Blockchains are decentralized distributed ledgers that record and verify transactions in a completely trustless way without the need for a centralised authority. They are already starting to dramatically change the way businesses are run. In the world of finance, Blockchain is impacting the industry more quickly than expected with numerous solutions already are out there focused on clearing, settlement and collateralisation of real world assets amongst others– but which ones will succeed? Melonport is leveraging Blockchain technology by focusing on simplifying critical components of the fund’s set up, governance structures and operational management thereby lowering the barriers for a lower cost, more efficient fund structure.
Battle of the Quants London 2016 – Speakers
|Dr. Scott G. Borgerson
CEO, CargoMetrics Technologies
Dr. Scott G. Borgerson is the CEO of CargoMetrics Technologies, a systematic investment company that trades proprietary maritime data to deliver uncorrelated, absolute returns. A former Coast Guard officer, Dr. Borgerson has held positions as a ship navigator, a patrol boat captain, an assistant
Alternative Investment Analyst, First Swedish National Pension Fund (AP1)
Helen Idenstedt, Analyst, Alternative Investments at First Swedish National Pension Fund (AP1).
Head of Global Sales, Orbital Insight
AJ is VP | Head of Global Sales and part of the senior management team for Orbital Insight, Inc., a geospatial big data company leveraging the rapidly growing availability of satellite, UAV, and other geospatial data sources. Orbital Insight’s goal is to understand and characterize
Head of Marketing and Client Service, Alambic
Affectionately referred to as Alambic’s “talking quant”, Danielle Lawson brings an analytical background and hands-on experience in quant research to Alambic’s marketing and client service functions. Prior to joining Alambic in 2013, Ms. Lawson was the Head of Quant Strategy for Thomson
|Dr. Ranjan Bhaduri
Chief Research Officer, Sigma Analysis & Management
Dr. Ranjan Bhaduri is the Chief Research Officer at Sigma Analysis & Management.
Managing Director, Cliffwater
Chris is a Managing Director of Cliffwater in our New York office and a member of the hedge fund research team. Prior to joining Cliffwater in 2011, Chris was a Senior Analyst at SAIL Advisors, where he focused on manager selection and due diligence as Head of Research for tactical trading and relative value strategies.
Founder and CEO, Liquant Asset Management
Mr. Segev has over 19 years of experience in alternative investments. He is the founder and CEO of Liquant Asset Management, a firm that specializes in quantitative strategies. Prior to his return to Israel in 2014, he was COO and acting CEO of Lyxor Asset Management in New York, the alternative
|Mona El Isa
Mona is a former star-trader at Goldman Sachs, promoted to Vice President by the age of 26 and made the “top 30 under 30” trader list in Trader Magazine in 2008 and Forbes Magazine in 2011 after profitably trading the 2008 and 2011 crashes. Mona moved to Geneva-based fund Jabre Capital in 2011, before deciding in 2014 that the
Data Strategist, WorldQuant
Chris Petrescu is a Data Strategist at WorldQuant, where his primary focus is uncovering interesting datasets that can be used for research and trading in the financial markets. Before joining WorldQuant LLC, Chris worked at iHeart Radio as a Manager of Financial Planning & Analytics as well at PepsiCo as Senior Manager
Mr. Stenbom is a founding partner of RPM and serves as the company’s CEO. Mr. Stenbom holds an MBA from Stockholm School of Economics and is a graduate from the Royal Swedish Naval Academy. Previous positions include RM Råvarumäklarna AB, CEO, Scandinavian Strategy Development AB, CEO and OM (OMX) Group, Marketing Director.
CEO and Co-Founder, Walnut Algorithms
Guillaume is the Chief Executive Officer and Co-Founder of Walnut Algorithms, a technology start-up focused on applying the latest advances in data science and machine learning research to systematic investment strategies.
Founder, Scientific Investments
Spyros Skouras is Founder of Scientific Investments SA which tracks and analyses the quant hedge fund universe and develops HFT strategies for the company’s clients. Spyros has previously consulted extensively for hedge funds, government policymakers and in legal disputes related to quant trading.
Co-head of Execution Services for EMEA and GSET, Goldman Sachs
Ralston is co-head of Execution Services for EMEA and co-head of Goldman Sachs Electronic Trading in EMEA. He serves on the EMEA Securities Division Best Execution Committee. Ralston joined Goldman Sachs as a managing director in 2015. Previously, Ralston was the chief operations
Alternative Investment Strategist, Allianz Global Investors
Chris joined Allianz Global Investors in October 2015 to develop the group’s alternative investment capabilities.
Investment Manager, Alternative Risk Premia, RPMI
Tony is an Investment Manager for alternative risk premia at RPMI since 2015. Tony’s work is focused on research for quantitative strategies and portfolio construction/management for internal systematic strategies. Prior to that Tony was Senior Consultant for Smart Beta and Risk allocation at EDHEC RISK Scientific Beta, advising asset
Director, Global Advisors Bitcoin Investment Fund
Daniel tenaciously managed the set-up and launch of the world’s first ever regulated Bitcoin Investment Fund to widespread press coverage, as part of GAJL’s drive to continually evolve and embrace new technology and trends. Daniel conducted
Founder, Taussig Capital
Joe Taussig founded the first investment bank in Bermuda and helped finance most of its insurance industry until 2003. He has also started dozens of insurers and reinsurers in multiple jurisdictions. He is based in Zürich and has an MBA from the Harvard Business School.
MD, Head of Business Development, Leucadia Asset Management
Simon is Managing Director and Head of Business Development for Leucadia Asset Management LLC, an affiliated investment adviser which provides support to the Strategic Investments Division of Jefferies
|Dr. Stephen Weston
Principal Engineer and Numerical Libraries Architect, Intel Corporation
Dr. Stephen Weston is a Principal Engineer and Numerical Libraries Architect at Intel Corporation, where he focuses on designing, developing and delivering libraries of hardware
Director of Client Services, Marketing and Product Management, Aspect Capital
Christopher Reeve is Aspect Capital’s Director of Client Services, Marketing and Product Management. In this role, he is responsible for the communication of Aspect’s research developments both internally and externally and for
Prashant is a digital entrepreneur and data scientist that has been working to create enterprise value by amplifying human expertise with machine intelligence for nearly a decade. Prashant is Co founder, CEO & Chairman of New York
Founder and CEO, Neudata
Rado Lipuš has worked in the FinTech, data and alternative investments fields for nearly 20 years. He has run several FinTech businesses and is the founder and CEO of Neudata, an advisor to institutional asset managers on new and alternative data sources. Neudata and its
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|Note: Special opportunities are available for Quantitative Managers to meet investors through:
1. Quantitative Capital Introduction Breakfast
2. 1 on 1 Scheduler
For additional details please get in touch with:
Bartt Kellermann firstname.lastname@example.org