Day 1


Breakfast & Registration


Welcome & Chairman's Opening Remarks

Benjamin Bowler

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

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

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...?

SPEED Networking & Morning Break

round tables


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

    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

    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?

    Networking Lunch

    Co- Founder

    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

    Deep learning – a new framework for large sparse datasets


    Afternoon Networking Break

    David Newman

    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

    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

    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

    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

    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? 

    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