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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 - 8:45am60 mins
Registration and welcome coffee
Keynotes
8:45am - 9:20am35 mins
Setting the scene: the geopolitical and economic backdrop
Data Acquisition Simplified & Accelerated with AWS
- Matt Napoli - Business Development, AWS Data Exchange
- Balaji Gopalan - Solutions Architect, AWS
9:20am - 9:35am15 mins
Setting the scene: the geopolitical and economic backdrop
Short break
9:35am - 10:15am40 mins
Setting the scene: the geopolitical and economic backdrop
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
10:15am - 11:00am45 mins
In the boardroom with
Cloud Data Management: How can the cloud make ingestion and processing easier, faster and more secure?
- Matt Napoli - Business Development, AWS Data Exchange
- Balaji Gopalan - Solutions Architect, AWS
10:15am - 11:00am45 mins
Ask the expert
Ask the expert
- Ed Altman - Max L. Heine Professor of Finance, Stern School of Business, New York University
10:15am - 11:00am45 mins
1-2-1 chats and catch ups
1-2-1 chats and catch ups
11:00am - 11:30am30 mins
QuantMinds Americas
Portfolio Construction Using Machine Learning
- Taweh Beysolow - Portfolio Manager & Principal, Aludra Capital
11:30am - 11:45am15 mins
QuantMinds Americas
Short break
11:45am - 12:15pm30 mins
QuantMinds Americas
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 - 12:30pm15 mins
QuantMinds Americas
Short break
12:30pm - 1:00pm30 mins
QuantMinds Americas
Can ML and traditional models complement each other?
- George Mylnikov - Vice President, Head of Quantitative Research, Charles Schwab Investment Management
Lunch and conversations
1:00pm - 2:00pm60 mins
In the boardroom with
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 - 2:00pm60 mins
Roundtable discussion
The skillsets required for quant risk managers
- Jeanine Kwong - Global Head of Investment Risk Oversight, Manulife
1:00pm - 2:00pm60 mins
1-2-1 chats and catch ups
1-2-1 chats and catch ups
2:00pm - 2:30pm30 mins
Stream A
Risk Parity in a Regime Switching Context
- Chris Kelliher - Quantitative Analyst, Global Asset Allocation team, Fidelity Investments
2:30pm - 2:45pm15 mins
Stream A
Short break
2:45pm - 3:15pm30 mins
Stream A
A new framework for the static replication of single- and multi-asset European options
- Sebastien Bossu - Principal, Ogee Group LLC & NYU Courant
3:15pm - 3:30pm15 mins
Stream A
Short break
3:30pm - 4:00pm30 mins
Stream A
Short-Term Trend: A Jewel Hidden in Daily Returns
- Marat Molyboga - Chief Risk Officer, Director of Research, Efficient Capital Management
Coffee and conversations
4:00pm - 4:30pm30 mins
Roundtable discussion
Liquidity risk for asset managers
- Jeanine Kwong - Global Head of Investment Risk Oversight, Manulife
4:00pm - 4:30pm30 mins
In the boardroom with
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 - 4:30pm30 mins
1-2-1 chats and catch ups
1-2-1 chats and catch ups
4:30pm - 5:00pm30 mins
Stream A
Stop Doing That! - How Unintentional Bets Are Hurting Your Investment Performance
- Brian Kozeliski - Lecturer, Wilkes University
5:00pm - 5:15pm15 mins
Stream A
Short break
5:15pm - 5:45pm30 mins
Stream A
Machine Learning and Covid-19
- Marshall Chang - Founder & CIO, A.I. Capital Management
Cocktails and conversations
5:45pm - 7:00pm75 mins
1-2-1 chats and catch ups
1-2-1 chats and catch ups
5:45pm - 7:00pm75 mins
Volatility hangout
Volatility hangout
5:45pm - 7:00pm75 mins
ML hangout
ML hangout
5:45pm - 7:00pm75 mins
Alpha hangout
Alpha hangout
5:45pm - 7:00pm75 mins
Data hangout
Data hangout
7:00pm - 7:05pm5 mins
End of main conference day one
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