ALTERNATIVE DATA & QUANT

 

 

As more data becomes available, firms are finding unique ways to implement alternative data into alpha generating strategies. This stream will focus on dataset management and analysis for improved trade performances.

 

 

KEY SPEAKERS

 

Alternative Data & Quant, Wednesday 8 May 2019

08:00

Breakfast and Registration

Alternative Data & Quant
08:00

Breakfast and Registration

Robert Creamer
08:50

The Ideology of Market Structure – The pursuit of sound policy in an ever-changing competitive landscape

Panel discussion
09:20

State of the Crypto Market – How will the rise of cryptocurrencies impact portfolios, electronic trading desks and capital markets at large?

  • Institutionalization – what entities are beginning to accept/introduce cryptocurrencies as a legitimate form of currency?
  • Regulatory Risks - what developments do risk-averse institutions need to see on the regulatory front to quell concerns about compliance?
  • Product Integration – how will additional financial products like ETFs and crypto futures impact the market?
  • Capital Inefficiencies – is there a better way to manage the necessary capital for bid requests across multiple exchanges?
  • Rebuilding infrastructure – making exchanges more user-friendly for efficient trading
Panel discussion
10:00

Low Latency Components – Building the infrastructure for accelerated trading

  • FPGA and other co-processor cards: valuing special purpose hardware against general purpose CPUs
  • Software Development: experimenting with coding to construct the fastest system
  • Testing, development and integration – what tools and technology are necessary to build and test low-latency applications?
  • Human Capital: what skill sets matter most when building a team?
Davor Frank, Senior Solutions Architect, Solarflare Communications
10:40

Speed Networking and Refreshments

Alternative Data & Quant
10:40

Speed Networking and Refreshments

Panel discussion
11:30

Disruption in Capital Markets: Analyzing the impact of distributed ledgers and AI on institutional trading

  • Clearing Efficiencies – how has blockchain already shown their ability to shorten settlement time?
  • AI Component – examining the distinction between smart contracts and algorithmic based order flows
  • Processes – how are distributed ledgers impacting the way fund managers run their operations?
  • Data Management – will blockchain create new sets of precleaned and structured data?
  • Trade Compliance – utilizing technology to navigate regulatory requirements with ease
  • Cost Reductions – other ways in which blockchain is saving the institutional investor money, and what funds can do with the extra cash
12:10

Networking Lunch and Exhibition

Alternative Data & Quant
12:10

Networking Lunch and Exhibition

Alternative Data & Quant
13:20

Big data – how volume, variety, and velocity are impacting the way big data is managed?

Alternative Data & Quant
13:20

Smart Beta – identifying true factor exposure and understanding factor correlation

Panel discussion
Alternative Data & Quant
14:00

Determining Risk – how funds are analyzing how much risk they’re willing to take and utilizing new technologies to enhance risk management

  • Simulations - Applying stress testing into existing enterprise infrastructure
  • Adopting models that focus on product dynamics
  • Compute-intensive Risk - how are quants and risk managers using the cloud to scale up modelling capacity without breaking the bank on building new data centers?
Sal Abbasi
Alternative Data & Quant
14:40

Pyqstrat – An open source backtesting system for quant strategies

Panel discussion
Alternative Data & Quant
15:00

Sources of the future - where might alternative data come from next?

  • GPS: will the build out of IoT link GPS coordinates of ships for more reliable intel?
  • A.I.: how will next generation A.I. and machine learning predict data before it is even created?
  • How will growing usage of cryptocurrencies impact alternative datasets?
Paul Rowady
Alternative Data & Quant
15:40

The Privatization of Alpha – how trading strategies are evolving from development to asset class selection

16:00

Afternoon Coffee Break

Alternative Data & Quant
16:00

Afternoon Coffee Break

17:00

Closing Remarks and Networking Cocktail Party

Alternative Data & Quant
17:00

Closing Remarks and Networking Cocktail Party

last published: 23/Apr/19 14:35

Alternative Data & Quant, Thursday 9 May 2019

08:00

Breakfast and Registration

Alternative Data & Quant
08:00

Breakfast and Registration

Henry Liu
09:00

Blockchain and the financial market – is the revolution coming or is it just hype?

  • Payments – lowering the cost of carrying out transactions
  • Data Infrastructure – using additional nodes for storage and quick access
  • M&A Transactions – greater transparency helping to facilitate takeovers
  • Lending – using blockchain assets as loan collateral
Panel discussion
09:20

AI Trading Strategies – How much should we rely on robo-advisors and algorithms to make trades?

  • Discovering the Risks – what should trading companies be most cautious of when it comes to AI?
  • Machine Learning – training the computer to spot the trends
  • Deep Learning – allowing the computer to discover what cannot be seen ourselves
  • Swarm Intelligence – getting machine learning computers to communicate with each other for better market comprehension
Javed Ashraf, Partner, BlackBox Alpha Management
10:00

Speed Networking and Refreshments

Alternative Data & Quant
10:00

Speed Networking and Refreshments

Panel discussion
Alternative Data & Quant
11:00

Model Management – leveraging research for optimal trade strategy

  • Good Quants vs. Bad Quants: how to avoid overfitting?
  • Process vs. Results: which carries more weight?
  • Alpha shifts: how to evolve when your model starts underperforming?
  • Future of alpha generation: how will research advance in 2019?
Panel discussion
Alternative Data & Quant
11:40

Extracting Value – analyzing alternative datasets through technology and human capital

  • Datasources: sifting through the streams of data to achieve peak performance
  • Training the model: using algorithms to understand the context of financial conversation
  • Building the system: which hardware and software systems are necessary for storing and running data analysis at the lowest latencies?
Moderator: Chuck Mackie, Principal, Fathom Communication
12:20

Networking Lunch and Exhibition

Alternative Data & Quant
12:20

Networking Lunch and Exhibition

Alternative Data & Quant
13:30

Cleaning Data – using tools like Python and Tableau to eliminate noise

Alternative Data & Quant
13:30

Sentiment Analysis – using trader positioning to make informed trading decisions

Alternative Data & Quant
13:30

Using models – how to implement alpha once it is calculated?

Cris Doloc
Alternative Data & Quant
14:10

Applications of Computational Intelligence in Data-driven Trading

  • How is trading and asset management going to look in the age of Big Data?
  • How is decision-making going to be impacted by the newest paradigm of Data-driven Trading?
  • AI: de-noising the hype
  • QC Engineering: The birth of a new engineering discipline
Cris Doloc, Lecturer, University of Chicago
Panel discussion
Alternative Data & Quant
14:30

Modeling the big picture – how will macroeconomic and geopolitical developments guide trading decisions in 2019 and beyond?

  • How does increased geopolitical uncertainty, particularly following Brexit uncertainty and US trade wars with China and the EU, drive other risk factors?
  • Behavioral vs quantitative approaches to economic forecasts – balancing hard numbers with human psychology in economic forecasting
  • Where do traditional risk management processes fall short in effectively assessing the complex relationships between key risk factors?
  • How can you apply new advances in quantitative modeling to geopolitical and socioeconomic risks?
Panel discussion
15:10

A.I. in Blockchain – how machine learning and other algorithms will impact larger scale applications of distributed ledgers

  • Learning from the ledger – keeping data on the blockchain for better visualization and improve decision making
  • Trade records – looking back in the blockchain to understand trading patterns and trends
  • Risk Management and Safeguards – how is blockchain facilitating in minimizing losses?
15:50

Closing Remarks and End of Conference

Alternative Data & Quant
15:50

Closing Remarks and End of Conference

last published: 23/Apr/19 14:35

 

GET INVOLVED

 

TO SPONSOR OR EXHIBIT

Steven Reichard
steven.reichard@terrapinn.com
+1 646-619-1777

 

 

 

TO REGISTER

Josh Michi 
josh.michi@Terrapinn.com
+1 646-619-1809

 

 

 

MEDIA PARTNERSHIPS

Shannon McGorry
shannon.mcgorry@terrapinn.com
+1 646-619-1840

 

 

 

TO SPEAK  

Michael Rothbard
michael.rothbard@terrapinn.com
+1 646-619-1802

 

 

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