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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
                                  NextPLEASE NOTE THIS IS THE 2020 AGENDA. Main Conference Day 2

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