New York City

Event on: 2017-June 20th 8:00 AM - 7:00 PM

Artificial Intelligence / Machine / Deep Learning and Unlocking Alpha in New Data Sets
Battle of the Quants – New York City, May 25th, Carnegie Hall (Pre-event Reception, May 24th)
Leading the Discussion in Global Quantitative Finance to Connect the Humans behind the Machines

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Pre-Event Cocktail Reception: 6:00 – 8:00, May, 24th
Main “Battle” Event: 10:00am – 6:00pm, May 25th

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Agenda

9:00am == Networking Coffee Registration ==
10:00am FinTech Overview & Keynote Introduction

John Lowrey, Global Head of Electronic Markets for Equities, Citi

10:15am Opening Keynote: Using Machine Learning to Track the Earth’s Data
The proliferation and increased sophistication of earth orbiting Satellites’ data collection combined with Machine Learning algorithms are providing a source of cutting-edge insights about our changing world. The unique data sets produced hold incredible advantages to quantitative hedge funds looking for an edge. AJ will be discussing rocket launchings, landings and the technology behind the final frontier of Global Data.

AJ DeRosa, Partner and Global Head of Sales, Orbital Insight

11:00am == Coffee Break ==
11:30am Investor Panel: Can Quants Save Pensions?
Markets over the last seven years have experienced an unprecedented bull run at the hands of the Fed’s quantitative easing policy. How times have changed! Once the domain of long biased long short equity funds, markets have recently pivoted into volatility and unanticipated consequences. As a result Pension funds and other institutional investors have suffered drawdowns due to their allocations in discretionary funds. How will return targets be reached? Can Quants generate solid returns and non-correlated alpha in today’s markets?

Moderator: David Beddington, Managing Partner, Dacharan Capital
Michael Weinberg, Senior Managing Director and Chief Investment Strategist, Protégé Partners
Joel Gantcher, Partner and Head of Manager Research, Alternative Investment Group
Mark Raskopf, Head of Tactical Trading Strategies, Russell Investments

12:10am Systematic CTA: They are back with a Vengeance! Why and How Long?
After many challenging years, pundits have prematurely declaring the end of the strategy. CTAs are however suddenly taking off and investors are taking notice. Many CTA strategies including trend following and volatility are now successful. Long Volatility strategies – “Vol Arb” are coming back as the US economy diverges from Europe and other emerging markets. Will trend following strategies also make a comeback?

Moderator:Chris Solarz, Managing Director, Cliffwater
Nigol Koulajian, Founder and CIO, Quest partners
Christopher Reeve, Director of Product Management, Aspect Capital
Hanming Rao, CIO, Global Sigma
Heiko Zuehlke, Head of Investor Relations, Amplitude Capital

12:50am == Networking Lunch ==
1:50pm The BATTLE: The Fight for control over US Equity Markets
The SEC is about to make a decision on granting an exchange license to IEX (Made famous in Lewis’ Flash Boys). Citadel, NASDAQ and the NYSE are arguing against it. If one exchange is allowed to slow down trading, will others follow suit? Is this market structure change – which will increase complexity – necessary to protect investors? What are the market risks of artificially introducing speed bumps? Are market structure rules keeping pace with changes in trading technology and innovation?

Manoj Narang, Founder and Partner, Mana Partners
Interviewed by Bartt Kellermann, Founder & CEO, Battle of the Quants

2:20pm Blurred Lines: Trade Execution Optimization
Market forces, increased regulatory scrutiny and a highly competitive market place are forcing fund managers to intelligently develop the execution process. Who is responsible for best execution – the broker, a third party algo provider or the buy-side dealing desk? What is the best way to source liquidity and minimize slippage? What are the implications when connecting one black box another? How can execution performance be tracked and evaluated? Are your investors satisfied with your execution strategy?

Moderator:Ulrika Robertsson, COO, Battle of the Quants
David Don, Head of Quantitative, Execution and Risk Products, Lime Brokerage
Alastair Hawker, Sales, Quantitative Brokers
Michael Pomada, Chief Operating Officer, Crabel Capital Management
Mike Harris, President, Campbell & Company
Ingrid Tierens, Co-head US equities Electronic Sales Trading, Goldman Sachs

3:00pm == Coffee Break ==
3:30pm Data: From Structured to Unstructured – The Secret to Finding Value and in a World of Noise
The proliferation of data has enabled quantitative managers to expand their data analytics to a variety of new sources. The majority of new data being generated is unstructured requiring additional cleaning in order to analyze and see patterns. How are managers finding, using and generating returns with new data sets? How long can a data set continue to generate alpha before the edge disappears?

Moderator:Tammer Kamel, CEO, Quandl
Rado Lipuš, CFA, Founder and CEO, Neudata
Terry Benzschawel, Managing Director, Citi
Danielle Lawson, Head of Marketing and Client Service, Alambic Investment Management
Chris Pretrescu, Data Strategy, WorldQuant

4:15pm Machine/Deep Learning and Data Analytics: Cutting Edge Quants!
An unprecedented number of new quant funds are being launching by individuals from diverse backgrounds. Hard Science educated individuals are the most sought after by major quants funds and they are using the latest concepts in Machine/Deep Learning against endless sources of data. What are the strategies that all this talent is developing? What are the unforeseen consequences of deploying AI in trading?

Moderator:Andrew Fisch, Managing Director, Investcorp Investment Advisors
Kathryn Hume, Sales and Marketing, Fast Forward Lab
Donald Putnamn, Founder and CEO, Grail Partners
Vin Sharma, Director of enterprise Machine Learning solutions, Intel
Andrej Rusakov, Partner, Data Capital Management
Holger Knauer, CEO, Catana Capital

== Cocktail Reception ==


Battle of the Quants New York 2016 – Speakers

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AJ DeRosa
VP & Head of Global Sales, Orbital Insight, Inc.

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
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Kathryn Hume
Sales & Marketing
Manager, Fast Forward
Labs

Dr. Kathryn Hume leads sales and marketing for Fast Forward Labs, a machine intelligence research company, and teaches courses on law and technology at the University of Calgary. Prior to joining Fast Forward Labs, she advised global law firms on data Read More…

Danielle Lawson
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 Read More…

Nigol Koulajian
Founder of Quest
Partners

Nigol has been designing and trading short and long term technical systems for over 24 years. Mr. Koulajian began his career with Andersen Consulting and then moved to Deutsche Bank, where he helped create and computerize a risk management system that became a widely used Read More…

Christopher Reeve
Director of Product
Management, Client
Services and Marketing,
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 the development Read More…

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Michael Weinberg
Chief Investment Strategist, Protégé Partners

For more than two decades Michael has invested directly at the security level and indirectly as an asset allocator in traditional and alternative asset classes.He is the Chief Investment Strategist at Protégé Partners, where he is a Senior Managing Director, and on the
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Tammer Kamel
Founder and CEO, Quandl

Tammer Kamel is Quandl’s founder and CEO. Tammer created Quandl to solve a problem he encountered again and again in his 15-year career in finance: the time, effort and resources required to acquire and prepare data for analysis. Tammer programmed the first version of Quandl with the goal of making it easy for anyone to find and use high-quality
Read More…

Hanming Rao
CIO, Global Sigma

Global Sigma applies a model-driven, high turn-over approach to option trading in the S&P500 futures market. Global Sigma was formed in late 2009 around the same time the weekly expiry options contract on the S&P500 was launched. Global Sigma has become one of the most active managers of the weekly expiry S&P500 options
Read More…

Rado Lipuš
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 global data-scouting network are Read More…

David Don
Head of Quantitative, Execution and Risk Products, Lime Brokerage LLC

David Don is a Head of Quantitative, Execution and Risk Products at Lime Brokerage LLC, where he helps manage Lime’s solutions for high frequency trading strategy development, post trade risk monitoring, and execution algorithms. Mr. Don joined Lime in 2011 in
Read More…

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Vin Sharma
Director of Enterprise Machine Learning Solutions in the Data Center Group, Intel

Vin Sharma is director of enterprise Machine Learning solutions in the Data Center Group at Intel. Vin has worked on data center infrastructure software for over 20 years, helping drive enterprise adoption of open source software: Linux, KVM, OpenStack, Hadoop, and currently
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Chris Solarz
Managing Director, Cliffwater LLC

Chris is a Managing Director of Cliffwater LLC 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
Read More…

Alastair Hawker
Head of North American sales, Quantitative Brokers

Alastair recently joined Quantitative Brokers to lead the North American sales effort, focusing on driving the firm’s continued growth. He brings extensive sales and electronic trading expertise to QB’s presence in the futures and cash Treasury markets. Alastair previously oversaw the
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Andrew Fisch
Managing Director and Senior Portfolio Manager, Investcorp Investment Advisers

Andrew Fisch is a Managing Director and Senior Portfolio Manager at Investcorp Investment Advisers, who recently acquired the Multi-Manager business of SSARIS Advisors. His responsibilities include portfolio construction, manager selection, research, due diligence,
Read More…

Donald Putnam
Managing Partner, Grail Partners LLC

Donald H. Putnam founded Grail Partners LLC in early 2005 and is Managing Partner. Prior to founding Grail he led Putnam Lovell Securities, which he founded in 1987. At Putnam Lovell he served as Chief Executive Officer, Chairman of the Board, and Managing Director in the firm’s investment banking group.
Read More…

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Andrej Rusakov
Managing Partner, Grail Partners LLC

Andrej Rusakov is the co-founder of Data Capital Management; a systematic event-driven Hedge Fund based on “Big Data” Technologies and Data Feeds. Andrej is a mathematician and a fundamental investor by training, who is passionate about technology and the onset of the “Data Economy”. Andrej previously founded
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David Beddington
Founding partner, Dacharan

David Beddington has worked in the hedge fund industry since 2004 and is a founding partner at Dacharan. Dacharan launched in early 2008 and focuses on systematic strategies that are built from fundamental market theories. We look for trading ideas that logically generate alpha, are supported by data, contribute to a balanced
Read More…

Joel Gantcher
Partner and Head of Manager Research, Alternative Investment Group

Joel Gantcher is a Partner and Head of Manager Research for Alternative Investment Group. He is responsible for spearheading the firm’s manager research, sourcing and due diligence efforts. He joined the firm in January 2012.

Prior to joining Alternative Investment Group
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Heiko Zuehlke
Head of Investor Relations, Amplitude Capital

Heiko Zuehlke is the Head of Investor Relations of Amplitude Capital. He joined Amplitude in May 2009 after 9 years in Investment Banking. Before moving to Switzerland, he spent 9 years living and working out of London. From 2000-2003 he worked at Morgan Stanley and most recently he worked as
Read More…

John Lowrey
Global Head of Electronic Markets for Equities, Citi

John is presently the Global Head of Electronic Markets for Equities at Citi. Most recently, prior to Citi, he was a Senior Advisor and Venture Partner at The JRJ Group, a London based private equity firm, where he oversaw the group’s technology portfolio and strategy. John ran the electronic trading and data business for JRJ’s
Read More…

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Manoj Narang
Founder and CEO, Mana Partners LLC

Manoj Narang is the founder and CEO Mana Partners LLC. Mr. Narang was previously the founder, CEO, and Chief Investment Strategist of Tradeworx, Inc, where he created and managed the firm’s HFT and quant hedge fund businesses. At Tradeworx, Mr. Narang spearheaded the sale of the firm’s market access platform to Bank of America Merrill Lynch and
Read More…

Michael Pomada
COO, Crabel Capital Management

Michael Pomada, Chief Operating Officer, graduated in three years from the University of California at Berkeley in 1997 and received his MBA from the University of Southern California with a concentration in investments and statistics. Mr. Pomada began his career in the Interactive Entertainment industry in Sales and Business Development. After
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Chris Petrescu
Data Strategist, WorldQuant LLC

Chris Petrescu is a Data Strategist at WorldQuant LLC, 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 of Financial Reporting.
Read More…

Holger Knauer
CEO and CRO, Catana Capital GmbH

Holger Knauer is CEO and CRO of Catana Capital GmbH, a Frankfurt-based manager that plans to launch a fund that invests exclusively on independent trading signals generated from Big Data analysis, combined with artificial intelligence algorithms by end of June 2016. Prior to that Holger Knauer was a board member responsible for risk management
Read More…

Michael Harris
President, Campbell & Company

Mr. Harris joined Campbell & Company in July 2000 and was appointed President in October 2012. Mr. Harris formerly held the positions of Deputy Manager of Trading in 2004, Director of Trading in 2006, and was appointed to the firm’s Investment Committee in March 2010. Mr. Harris was also elected to the Board of Directors in Read More…

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Ingrid Tierens
Co-head US Equities Electronic Sales Trading, Goldman Sachs

Ingrid Tierens co-heads the US equities electronic sales trading team for Goldman Sachs Electronic Trading (GSET). Prior to her current role, she led the Equities Execution Services Strats Group, advising clients on execution strategies across one delta equities. She also headed Electronic Trading Strats for Goldman Sachs Execution & Clearing
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Mark Raskopf
Head of Tactical Trading Strategies, Russell Investments

Mark joined Russell Investments in 2011 to help in building out the custom hedge fund solutions business. He has 20 years of experience in hedge fund manager research and portfolio management across the spectrum of strategies and styles. Mark joined Russell from Ermitage Americas, Inc. where he was a managing director responsible
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