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A new prism of thought for the “passive vs. active” investing debate
Jay Vyas, Head of Quantitative Investing, CPP Investment Board
FinTech on the rise – navigating Canada’s opportunity for global leadership as a hub for innovation
- Taking the temperature of Canadian financial innovation – with over $1 billion raised by FinTech startups since 2010, is Canada on the verge of a tech-fueled revolution in financial services?
- Funding, human capital & government support – how does Canada stack up when considering the most critical components involved in fostering a vibrant ecosystem for innovation?
- Competing in global markets – is Canada adequately equipped to scale developing FinTech businesses to challenge established international incumbents in the U.S. and Europe? How can Canada’s vast network of global banking resources help stimulate productivity and competition?
- Hope, hype & health across new tech – blockchain, payments, lending, wealth management, capital markets
- Artificial intelligence & machine learning – as autonomous machines take on a larger role in the investment process, how can the industry address potential issues surrounding trust, accountability and fiduciary responsibility?
- Democratization, dissemination and disintermediation of data – how can innovation in the way information is controlled, accessed and analyzed usher in a new era for banking?
- Optimizing access to financial resources – what tools and technologies could drive efficiencies in capital allocation?
- Collaborative Canadian culture – how does Canada’s spirit of collaboration and cooperation, rather than competition, between legacy institutions, startups and government agencies propelled its growth as a global innovation hub? Are there drawbacks to this collegial approach?
Hanging on every word – how natural language processing unlocks new frontiers in corporate earnings sentiment analysis
- Exploring how natural language processing (NLP) can be applied to corporate earnings call transcripts – to dissect the tone, complexity, and overall level of engagement with analysts as indicators of earnings sentiment.
- By industry, where does sentiment analysis project improvement vs. downturn?
- Is the use of more complex language indicative of bad news?
- Does a lack of analyst engagement signal future underperformance?
The changing paradigm for risk management – evolution, innovation and human capital dynamics
- Decreasing ROE & risk management – banks are increasingly pushed into the utility space with ever-decreasing ROE (return on equity), where they need to find efficiencies. How does the risk management function need to evolve to meet this challenge, finding efficiencies in operations, capital management, interest rate risk management?
- Changing skills sets – what skill sets will be necessary to effectively manage risk moving forward?
- FinTech effect – how do you see the role of FinTech in risk management and the future of banking, in general?
Market structure, liquidity & regulation – what’s on the minds of Canadian traders and investors heading into 2018?
Moderator: Robert Gouley, Senior Analyst, Trading, OMERS Capital Markets
Diana Avigdor, VP, Portfolio Manager & Head of Trading, Barometer Capital Management
Enterprise architecture re-imagined – a concise guide to constructing an artificially intelligent enterprise
- Seven foundational principles of Alpha Architecture - how can they be applied to synthesize a multi-level enterprise structure?
- Organization – how to structure the top (organization) and the next (unit) levels of the enterprise
- Product & service delivery logic – how to establish using principles of unit design and aligning seven unit-design areas
- Integration mechanisms – how to optimize information flow and reduce the need for unit communication, coordination and control
Andrey Milchman, Systems Scientist, Manulife Financial
Passive aggressive – what’s next for active management as investors continue flocking to ETFs & index funds?
- Cost factor – should the timeless passive vs. active debate be recast as high vs. low-cost investing?
- Compensation structure – is the 2 & 20 fee structure officially extinct? What other viable compensation structures could replace it?
- Regulation & consolidation – should we expect margin compression and increasing regulatory burdens to bring more consolidation to the asset management industry?
- Passive investing bubble? Are falling correlations between assets an early indicator of an imminent passive investing bubble bursting? Will such a bubble ultimately create a fertile environment for an active management comeback?
- Dead, dying or evolving? Have robo-advisors, smart beta funds and other FinTech/InvestTech innovations already sounded the death knell for traditional forms of active management? If so, how will active management be defined in the future? Will the systematic methods employed by quants evolve to replace the elements of human intuition?
How to distinguish between talent & tourists – a checklist for cutting through the marketing hype in AI, machine learning, & volatility strategies
Michael Mescher, Founder, Gammon Capital LLC
INTERACTIVE ROUNDTABLE DISCUSSIONS
Mukhtar Mussabetov, Founder, BlockSpace Labs
Michael Oliver Weinberg, CFA, Partner & Chief Investment Strategist, Protégé Partners
Peter Berdeklis, President, Context Switch Consulting
Emre Konukoglu, Quantitative Researcher, CPP Investment Board
Mastering the quantamental equation – combining depth and breadth to generate higher returns
- Benefits of a dual approach – how can quantamental style investing emphasize the strengths and diminish the weaknesses of each investment research style?
- Accentuating the best of both worlds – what types of insights can fundamental analysis uncover that quantitative models cannot, and vice versa?
- Creating rapport between the math whiz & value investor – how can such drastically different schools of thought co-exist in the same shop?
Greg Gipson, Head of Systematic Investments - Canada, BMO Global Asset Management
How can funds leverage non-traditional data sources to drive investment returns?
- Nascent data – how will data from nanosatellites, drone imagery, Internet of Things and other emerging data sources be applied to capture alpha?
- Choosing the right data – how do you go about making the decision whether to invest in “rare” data sources?
- Exclusivity, novelty & data processing capability – is one more important than the other when mining for alpha?
- Package alpha products – are they sustainable? If so, how are vendors offering products accounting for crowding and the resultant decay of the value with time?
- Compute component – what do recent innovations in computing mean for achieving an information edge in the big data ecosystem?
- Data access vs. human capital vs. compute – striking the right balance
Moderator: Ernest Chan, Principal, QTS Capital Management
Calculated risk – how are leading banks and funds leveraging new developments in computing and analytics to optimize risk management?
- Risk & complexity – how are portfolio managers accurately assessing risk as modern markets become increasingly complex and volatile?
- Next-generation data management & analytics – what new tools and strategies can you implement to achieve an integrated view of portfolio risk exposure across time horizons and asset classes?
- Risk modelling – how can new validation tools be applied to ensure accuracy?
- Predictive analytics – how are you using predictive tools to measure risk?
- Compute-intensive risk – how are quants and risk managers using the cloud to scale up modeling capacity without breaking the bank on building new data centers?
Anthony Vaz, Head of Market Risk Methodology & Analytics, Great-West Life Assurance Company
Hany Farag, Head of Methodology & Analytics, CIBC
John Zhang, Senior Manager - Investment Risk, CPP Investment Board
How will cryptocurrencies impact modern investment portfolios?
- Good as gold? Should investors buy cryptocurrencies or gold as a safe-haven asset? How will the emergence of digital currencies impact the value of gold, silver and other stores of value in the short and long term?
- ICOs taking off – with over $1 billion raised through ICOs (initial coin offerings) in 2017, how should institutional investors weigh the risks against the revolution?
- Regulatory risk – what developments do risk-averse institutions need to see on the regulatory front to quell concerns about compliance?
- Ripple effect – how will the democratized, decentralized and disintermediated foundation of digital currency markets affect change across the entire capital markets ecosystem?
- Crypto block trading – current and future developments for facilitating the execution of large institutional digital currency trades
- Non-correlation effect & institutional portfolios – how can institutional investors leverage Bitcoin’s extremely low correlation with traditional asset classes to optimize their portfolios?
Mike Novogratz, CEO, Galaxy Investment Partners
last published: 16/Oct/17 19:25 GMT