2017 AGENDA

 

Day 1

08:00

Breakfast & Registration

08:55

Welcome & Chairman's Opening Remarks

Benjamin Bowler
09:00

Global market vital signs – what are key indicators telling us about the health of the global economy?

  • Central bank policy –  how is worldwide quantitative easing and monetary initiatives impacting global economic growth, interest rates, volatility and overall market stability?
  • Geopolitical events – Brexit aftershock, terrorism, war in Syria/Iraq, refugee crises, U.S./French presidential elections, European nationalism
  • Survival strategies – how can you best protect yourself in today’s “schizophrenic” markets? Should investors be taking fewer risks?
Axel Merk
09:20

Global threats and opportunities in the financial markets

  • Trump – how will the incoming Trump administration impact global market dynamics?
  • Brexit – making sense of the long-term effects of Britain’s exit from the European Union on market volatility, fiscal policy and global economic growth
  • China – is there a correlation between the Yuan and Bitcoin prices?
  • Bitcoin, blockchain & FX markets – is the real disruptive power in the coin or the underlying technology? How will digital currencies like Bitcoin ultimately affect forex trading and global finance? 
  • Alternative use cases for cryptocurrencies – transferring frequent flyer miles, employee bonuses and other financial units
09:40

Machine learning and data science in investment management

  • Evolution of P2P lending 
  • Evolution of machine learning – does artificial intelligence have a place here?  
  • Gated data – can you do it with or without APIs?
  • Big data challenges – impedance mismatch & how do we scale 
  • Defensible assets – what is your defensible asset?   
  • What's next...?
10:00

SPEED Networking & Morning Break

round tables
10:40

INTERACTIVE ROUNDTABLES (CLICK TO EXPAND)

These small group discussions don’t require any presentation or preparation, and are simply designed to serve as platforms for networking, collaboration and information exchange between like-minded professionals.

Since roundtable sessions run concurrently, you can choose 1 session that is most interesting.

Click on above text to expand list of roundtable topics and the respective discussion leaders.
  • Cybersecurity – what should quants and traders know about protecting their digital assets?
  • Jonathan Hsu

    Jonathan Hsu, Managing Director, Sigma Squared Asset Management, LLC

  • Deep learning – applications for predicting market movements
  • Co- Founder

    Co- Founder, Tulip Trading

  • Emerging managers – what do allocators look for when investing in start-up hedge funds?
  • Ted Parkhill

    Ted Parkhill, CEO & Founder, Incline Investment Management, LLC

  • Freeware vs. commercial packages – what's the best data crunching platform for alpha generation research?
  • Dr Xiang (Sean) Li

    Dr Xiang (Sean) Li, Senior Quantitative Researcher, Paralian Technology, Inc.

  • Rise of the robo-advisors – threat or opportunity for traditional asset management?
  • Abhishek Agarwal

    Abhishek Agarwal, Founder, Croudify

  • Validation & feature engineering – how to separate the signal from the noise in big data analysis
  • Bert Mouler

    Bert Mouler, President & CEO, Profluent Capital

    Panel discussion
    11:20

    The future of forex – how will electronification and centralization revolutionize currency trading?

    • What has held back the progression of centralized FX trading venues?
    • Can the allegations of rigging and collusion in FX markets be addressed through aggressive regulation and legislation, or is the ultimate solution the genesis of a centralized “one price fits all” forex exchange?
    • Will a continued shift toward electronic trading concentrate market share at an even fewer number of banks?
    • What lessons from other asset classes, particularly equities, should be heeded during this crucial transformational period for the FX market?
    Panel discussion
    12:00

    Alternative data – how can you leverage nascent data sources for alpha generation?

    • Nascent data applications – how can you extract the alpha-generating properties from emerging sources like nanosatellites, drone imagery and Internet of Things?
    • Datafeeds – solutions for organizing and integrating market and reference data for benchmarking, performance measurement, quantitative analysis, application development and trade execution
    • Underlying infrastructure – how will firms maintain the necessary computational resources to uncover alpha-generating signals from expanding and diversifying data sources? Will in-memory applications become a critical component in all data management and analytics platforms?
    • Exclusivity of dataset vs. data processing capability – is one more important than the other when mining for alpha?
    • Speed vs. veracity – How are next-generation data vendors balancing performance and accuracy in the sub-millisecond delivery of real-time, ultra-low latent machine readable news and economic data?
    • Alpha decay – is it sustainable to sell a packaged alpha product? If so, how are vendors offering packaged alpha products accounting for crowding and the resultant decay of the value with time?
    12:40

    Networking Lunch

    Co- Founder
    14:00

    Using GPUs for alpha generation in computational finance

    • Overview of GPUs – how does this massively parallel architecture deliver exponentially greater processing power than high-end CPUs?
    • Current GPU applications in computational finance – Monte Carlo analysis, clustering, portfolio optimization and other deep learning/big data functions
    • Live tutorial – kernel optimization demo using an evolutionary algorithm running on a GPU
    Co- Founder, Tulip Trading
    Scott Le Grand
    14:40

    Deep learning – a new framework for large sparse datasets

    15:10

    Afternoon Networking Break

    David Newman
    15:30

    An update on FIBO (Financial Industry Business Ontology)

    • Defining and contextualizing the principles of semantic ontology 
    • The importance of data standardization – how can semantics help create a common industry language, or financial “Rosetta Stone,” and contribute to healthier, stabler and more transparent markets?
    • Semantics, distributed ledgers and smart contracts – how can these new technologies be leveraged to reduce counterparty risk?  
    Panel discussion
    15:50

    Enterprise data management – what new HPC technologies, strategies and business models are you deploying to manage the information lifecycle?

    • Warehousing & integration – best practices for building an enterprise data warehouse and unifying data management across different IT teams and departments
    • Standardization – measuring the benefits of a common industry language, or financial Rosetta Stone, on operational efficiency & regulatory reporting
    • Storage – how can you leverage cloud servers and software-defined data centers to managing the strain on storage capacity as the demand for new data sources and exponential growth in data creation continue unremittingly?
    • Governance – how to design an effective data governance strategy for managing regulatory risk and meeting compliance demands 
    • Roadblocks – how can you overcome issues surrounding data quality and integrating big data technologies with legacy IT infrastructure?
    John Netto
    16:30

    Disrupting manager compensation – the case for a dynamic, incentivized pay structure based on return per unit of risk

    • Identifying the problem with most active manager compensation structures – accounting for returns and not return per unit-of-risk
    • Implementing a dynamic framework that rewards superior risk-adjusted returns without overpaying in the event of deteriorating results
    • How a versatile and equitable pay structure can benefit fund managers and investors alike
    Panel discussion
    16:50

    Trading the Trump factor – a new source of portfolio alpha?

    • Trump, Twitter & market health – measuring the relationship between Trump's Twitter sentiment, the overall market mood, and the short and longer-range price and volatility impact on companies, currencies and nations
    • Presidential tweet risk – what unintended consequences might emerge as a result of Trump’s penchant for Twitter? 
    • Trump tracking algorithms – will it be a viable strategy to develop algorithms designed to take advantage of short-term price discrepancies caused by a presidential tweet? 
    • Trump, regulations & economic growth – how would Trump’s proposed rollback of regulations impact U.S. economic growth?
    • Foreign policy – How will Trump’s proposed isolationist policies impact U.S. markets and the global economy? 
    William Mok
    17:30

    Fully autonomous trading – how next-generation AI systems can trade like humans without any manual intervention

    • An AI that behaves more like a creature or child than anything mechanical or data-driven - why does that matter?
    • Quant and high frequency vs. fully autonomous trading – what are the differences?
    • Forecasting future developments in artificial intelligence and implications for financial markets – have we entered a second machine age? 
    17:50

    Chairman's Closing Remarks & Networking Cocktail

    Enjoy an adult beverage while catching up with your peers from the industry
    last published: 09/Feb/17 16:55 GMT