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PLEASE NOTE THIS IS THE 2020 AGENDA. Main Conference Day 1

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PLEASE NOTE THIS IS THE 2020 AGENDA. Main Conference Day 1

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7:45am - 8:45am
Registration and welcome coffee
Keynotes
Showing 1 of 1 Streams
8:45am - 9:20am
Data Acquisition Simplified & Accelerated with AWS

Data Acquisition Simplified & Accelerated with AWS: Using Alternative Data to Measure the Economic Recovery

  • Search and discover data products to augment your research & modelling processes using AWS Data Exchange.
  • Catalogue, combine, and visualize multiple data sources using Amazon Glue, Amazon Redshift, & Amazon Quicksight.
  • Centralize your data ingestion and simplify your management of data subscriptions.
  • Matt Napoli - Business Development, AWS Data Exchange
  • Balaji Gopalan - Solutions Architect, AWS
9:20am - 9:35am
Short break
9:35am - 10:15am
Panel: Extracting alpha through quantitative finance
  • Erik Vynckier - Interim Chief Executive and Chair of Research and Thought Leadership, Foresters Friendly Society and Institute and Faculty of Actuaries
  • Milind Sharma - CEO, QuantZ Capital Management
  • Chris Kelliher - Quantitative Analyst, Global Asset Allocation team, Fidelity Investments
  • Rohit Shrivastava - Director of Equity Investments, PanAgora Asset Management
Break and networking
Showing 3 of 3 Streams
10:15am - 11:00am
Cloud Data Management: How can the cloud make ingestion and processing easier, faster and more secure?

People gather together for a lively debate on a topic that matters to you

  • Matt Napoli - Business Development, AWS Data Exchange
  • Balaji Gopalan - Solutions Architect, AWS
10:15am - 11:00am
Ask the expert

Put any and all your questions to Ed Altman

  • Ed Altman - Max L. Heine Professor of Finance, Stern School of Business, New York University
10:15am - 11:00am
1-2-1 chats and catch ups

Reconnect with old friends and find new like-minded quants


Showing 1 of 1 Streams
11:00am - 11:30am
Portfolio Construction Using Machine Learning
  • Taweh Beysolow - Portfolio Manager & Principal, Aludra Capital
11:30am - 11:45am
Short break
11:45am - 12:15pm
Machine learning in wealth and investment management: opportunities and challenges
  • Cristian Homescu - Director, Portfolio Analytics, Chief Investment Office, Global Wealth and Investment management GWIM, Bank of America Merrill Lynch
12:15pm - 12:30pm
Short break
12:30pm - 1:00pm
Can ML and traditional models complement each other?

Real-world applications

  • George Mylnikov - Vice President, Head of Quantitative Research, Charles Schwab Investment Management
Lunch and conversations
Showing 3 of 3 Streams
1:00pm - 2:00pm
Machine learning in wealth and investment management: opportunities and challenges

In the boardroom with Cristian Homescu, Bank of America

20 people gather together for a lively debate on Machine learning in wealth and investment management: opportunities and challenges

  • Cristian Homescu - Director, Portfolio Analytics, Chief Investment Office, Global Wealth and Investment management GWIM, Bank of America Merrill Lynch
1:00pm - 2:00pm
The skillsets required for quant risk managers

Roundtable discussion

8 people per table with Jeanine Kwong, Manulife on the skillsets required for quant risk managers

  • Jeanine Kwong - Global Head of Investment Risk Oversight, Manulife
1:00pm - 2:00pm
1-2-1 chats and catch ups

Reconnect with old friends and find new like-minded quants


Showing 1 of 1 Streams
2:00pm - 2:30pm
Risk Parity in a Regime Switching Context
  • Chris Kelliher - Quantitative Analyst, Global Asset Allocation team, Fidelity Investments
2:30pm - 2:45pm
Short break
2:45pm - 3:15pm
A new framework for the static replication of single- and multi-asset European options
  • Sebastien Bossu - Principal, Ogee Group LLC & NYU Courant
3:15pm - 3:30pm
Short break
3:30pm - 4:00pm
Short-Term Trend: A Jewel Hidden in Daily Returns
  • Marat Molyboga - Chief Risk Officer, Director of Research, Efficient Capital Management
Coffee and conversations
Showing 3 of 3 Streams
4:00pm - 4:30pm
Liquidity risk for asset managers
  • Jeanine Kwong - Global Head of Investment Risk Oversight, Manulife
4:00pm - 4:30pm
Portfolio management strategies (in asset selection, allocation or tail risk hedging) tailored to current swinging markets

In the boardroom with Aymeric Kalife

20 people gather together for a lively debate on portfolio management strategies (in asset selection, allocation or tail risk hedging) tailored to current swinging markets

  • Aymeric Kalife - CEO at iDigital Partners & Associate Professor, Paris Dauphine University
4:00pm - 4:30pm
1-2-1 chats and catch ups

Reconnect with old friends and find new like-minded quants

Showing 1 of 1 Streams
4:30pm - 5:00pm
Stop Doing That! - How Unintentional Bets Are Hurting Your Investment Performance
  • Brian Kozeliski - Lecturer, Wilkes University
5:00pm - 5:15pm
Short break
5:15pm - 5:45pm
Machine Learning and Covid-19

How have models been impacted by the crisis and what have been the key takeaways?

  • Marshall Chang - Founder & CIO, A.I. Capital Management
Cocktails and conversations
Showing 5 of 5 Streams
5:45pm - 7:00pm
1-2-1 chats and catch ups

Reconnect with old friends and find new like-minded quants

5:45pm - 7:00pm
Volatility hangout

A virtual room. No hosts. Just talk all things volatility

5:45pm - 7:00pm
ML hangout

A virtual room. No hosts. Just talk all things ML

5:45pm - 7:00pm
Alpha hangout

A virtual room. No hosts. Just talk all things alpha

5:45pm - 7:00pm
Data hangout

A virtual room. No hosts. Just talk all things data

7:00pm - 7:05pm
End of main conference day one
NextPLEASE NOTE THIS IS THE 2020 AGENDA. Main Conference Day 2
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