LONDON AGENDA

Wednesday, November 15th, 2017
PRE-EVENT NETWORKING COCKTAIL RECEPTION
6:00 pm – 8:00 pm (details to follow)

Thursday, November 16th, 2017
BATTLE OF THE QUANTS LONDON 
9:30 am – 7:30 pm

Royal Automobile Club, 89 Pall Mall, London

9:30am==Registration & Coffee==
10:00amKeynote: “Divorce, Plane Crashes and Falling in Love”

David Rukshin, Chief Technology Officer, WorldQuant
10:40amQuantitative Institutional Investor Panel

Moderator: Bartt Kellermann, CEO and Founder, Battle of the Quants – Worldwide
Tony Guida, Senior Quantitative Portfolio Manager, RPMI RailPen
Mohamed Ellouze, Multi Asset Strategist, USS (Universities Superannuation Scheme)
Thomas Crow, Investment Analyst, MOV37
11:10am== Coffee & Networking ==
11:40amBattle: Structured vs. Unstructured Data
Quantitative based strategies have successfully achieved above market returns for many years employing traditional data from exchanges and data suppliers. However, as quantitative based strategies have proliferated, producing above average returns has been increasingly challenging. For new ideas, traders are turning to alternative sources of data or Unstructured Data. But does unstructured data (a twitter feed for example) provide any predictability, how do you find alpha generating data?

Moderator: Michael O’Rourke, Head of Machine Intelligence, Nasdaq
Evan Schnidman, Founder and CEO, Prattle
Philip Brittan, CEO, Crux Informatics
Lee Bostock, Founding Partner, Co-Chief Investment Officer, Quantitative Strategic Investments
12:10pmInvesting in Blockchain
Bitcoin, Ethereum and other crypto currencies and token are hot. The number of Initial Coin Offerings (resembling crowdfunding as much as IPOs) and crypto funds seeking funding has exploded this year; are we entering bubble territory. There are over 1,000 different digital assets today and new ones are created each week. In aggregate these assets have a market capitalisation of around $140 billion. What about secondary markets, liquidity, system capacity, regulation, security and risks? In this panel we will explore what is the best way for traditional asset owners to get exposure to these new currencies, asset classes
and technology? What about securitised tokens representing real world assets?

Moderator:Mona El Isa, Founder and CEO, MelonPort
George McDonaugh, CEO, Krytonite1
Ami Ben David, Co-Founder and Managing Partner, Spice Venture Capital
Michael Paritee, CEO, Serrada Capital
12:40pm== Lunch & Networking ==
1:40pmGOAL! Leveraging Artificial Intelligence to Predict Sporting Event Results
See how a financial industry veteran overlays his quantitative financial markets expertise to beat the bookies at their own game and recommend better bets to tens of millions of sports enthusiasts around the world.

Charles McGarraugh, CEO, Stratagem Technologies
2:10pmArtificial Intelligence, Data Sets, Machine Learning
Hear from innovative quantitative hedge funds how AI is continuing to evolve and find success. From new hedge funds managers to veteran quantitative practitioners the world of AI is taking shape with new ideas. What is working best and where have new ideas gone awry?

Moderator: Christopher Clarke, Alternative Investment Strategist, Allianz Global Investors
Gareth Shepherd, Co-Founder and Partner, G Squared Capital
Eric Kohlmann Kupper, Founding Partner and CEO, Trinnacle Capital Management
Marco Dion, Systematic Asset Manager, Qube
2:40pmBreaking Down the Alpha Engine! Which Metrics Apply When Selecting Your Alpha Investments?
If the debate over alpha vs beta is over, the debate over how to distinguish between alphas and betas has barely begun: having separated the two, how should an absolute return investor evaluate and compare competing sources and styles of alpha? And for the newly minted alternative-beta manager, faced with a rapidly proliferating menu of choices, which metrics apply? How are these problems compounded by short track records and low ex ante information ratios?

Moderator: Ralston Roberts, Managing Director, Goldman Sachs
Scott Kerson, Head of Systematic Strategies, Gresham Investment Management
Edgar van Tuyll van Serooskerken, Former Quantitative Strategies Head, Pictet
Thomas Kieselstein, CIO and Managing Partner, Quoniam Asset Management
Dr. Hamish Macalister, Portfolio Manager & Deputy CIO, Firth Investment Management
3:10pmLife Comes at you Fast: Predicting Future Leading Industry Trends in Artificial Intelligence!

Matt Griffin, Futurist, 311 Institute (Think Tank)
3:40pm== Coffee & Networking ==
4:10pmLeveraging Data to Generate Alpha from Unique Data Sets
Quantitative hedge funds are presented with vast amounts of data sets from data providers. How does a data scientist determine whether a data set is worth pursuing? A critical question as committing to a data source is an expensive proposition which includes ingesting, cleaning, formatting and ultimately incorporating the data into a systematic strategy and testing.

Moderator:Rado Lipus, Founder and CEO, Neudata
Henrik Grunditz, Business Development Director, Hivemind
Marko Djukic, Founding Director, Hentsū
Caleb Buxton, Co-Founder and CTO, Distill Analytics
4:40PMUnderstanding ICO’s, Where’s the Opportunity?
Two disruptive blockchain companies will discuss the challenges and complexities in issuing an ICO.

Moderator: Edan Yago, CEO, Epiphyte
Tamer Rashad, Founder and CEO, Humtap
Maria Agranovskaya
, Managing Partner & Blockchain Attorney, GRAD Legal & Fin Advisory
Ed Cunningham
, CEO, Trippki
Ron Williams, CEO, UpChannel
5:10pmQuantum Computing: The Next Leap Forward!

Ilyas Khan, Co-founder and CEO, Cambridge Quantum Computing
5:40pm== Cocktail Reception ==
7:30pmEnd

 

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