2018 Agenda

 

 

Toronto, ON, Canada, 8 November 2018

Schedule

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Nov 809:20
Conference pass

The next frontier for asset management – how are industry titans surviving disruptive innovation?

Keynotes
  • D’s of disruption – how are the overarching trends of democratization, decentralization, disintermediation and digitization shaping the future for asset management?
  • Consolidation – how have recent historic levels of merger and acquisition activity in recent years altered the dynamics and competitive landscape of the investment industry?
  • Digital innovation roadmap – potential applications and use cases for robo-advisors, blockchain/distributed ledger technology, machine learning/AI and big data technologies
  • When the dust settles – what will business models of the future look like in investment management? What are the potential implications for managers, intermediaries, asset owners and their beneficiaries?
  • Growth of passive investing – have robo-advisors, smart beta funds and other FinTech/InvestTech innovations already sounded the death knell for traditional forms of active management? Or, are falling correlations between assets an early indicator of an imminent passive investing bubble bursting?
Robert Gouley, Senior Analyst, Trading, OMERS Capital Markets
Imad Ferzli, Senior Principal, Global Systematic Investments, Ontario Teachers' Pension Plan
Nov 810:00
Conference pass

Natural Language Processing: Deciphering the Message within the Message

Keynotes
    Insights from Corporate Earnings Calls
  • A review of the ABCs of natural language processing
  • A look at stock selection using sentiment and behavioral-based signals from earnings call transcripts: economic reasoning, signal construction, and backtesting
Frank Zhao, Senior Director, Quantamental Research, S&P Global Market Intelligence
Nov 811:00
Conference pass

Data sweet spot – how are you finding, evaluating and applying ‘edgeworthy' alternative data sources?

Keynotes
  • Investing in the right datasets – how do you evaluate which data sets are worth adopting in the face of high fees and uncertain value?
  • IT & talent requirements for value extraction – what technology and human capital capabilities do you need in place to effectively analyze the data and realize its value within a reasonable time horizon?
  • Comparing source, speed & edge – real-time market data, historical market data, macroeconomic data, public/private company data, alternative data
  • Alternative data, alternative use cases – what other applications may exist for alt data sets outside of alpha generation?
  • Other nascent data applications – do you see any immediate or future value for trading firms and fund managers in data from nanosatellites, drone imagery and Internet of Things?
Nov 811:40
Conference pass

Calculated risk – how are leading banks and funds leveraging new developments in computing and analytics to optimize risk management?

Keynotes
Nov 812:20
Conference pass

INTERACTIVE ROUNDTABLE DISCUSSIONS (Choose 1 to join)

Keynotes
AI & market analysis – leveraging machine-driven insights to guide investment decision making
Machine learning & credit risk – new techniques for optimizing model development
Felix Kan, Director, Model Risk, RBC
Modeling the big picture – how will macroeconomic and geopolitical developments guide trading decisions in 2019 and beyond?
The art of backtesting – best practices and war stories from practitioners
Emre Konukoglu, Quantitative Researcher, CPP Investment Board
Token types for crypto novices – a crash course on digital asset classification
Matt Shapiro, Principal, Multicoin Capital
Variance risk premia & macroeconomic news events (*topic to be updated)
VC 2.0 – navigating ICOs, crowdfunding and the new paradigm for capital raising
Mukhtar Mussabetov, Founder, BlockSpace Labs
Nov 814:10
Conference pass

A new machine learning framework for market forecasting (*topic to be updated)

Quant World & Advanced Analytics
Jonathan Briggs, Head of Quantitative Equity Research, CPP Investment Board
Nov 814:10
Conference pass

Market structure, execution, liquidity & regulation – what’s on the minds of Canadian traders and investors heading into 2018?

InvestTech
  • Dark pools, block trading & execution strategy – deploying algorithms in both dark and lit venues to locate the best price with minimal price leakage
  • Rising trading costs – how have recent changes in Canadian equity market structure impacted institutional trading costs?
  • Centralized, multi-asset execution – is simplification on the sell-side or having a single execution provider the answer to navigating asset classes and changing regulatory requirements?
  • Institutional vs. technical – how do execution needs differ between trading styles?
  • TCA & analytics – real-time analytics solutions to improve order routing and enhance execution quality
  • Broker innovation – how are savvy brokers evolving strategies and differentiate algorithms to meet buy-side demands?
Robert Gouley, Senior Analyst, Trading, OMERS Capital Markets
Diana Avigdor, Head of Trading, Barometer Capital Management
Nov 814:30
Conference pass

The Role of Data Science in the Future of Market Regulation

Quant World & Advanced Analytics
Jamil Abou Saleh, VP, Data Science & Analytics, IIROC
Nov 814:50
Conference pass

Factors galore – what does it mean for quantitative investing

Quant World & Advanced Analytics
  • The drivers behind factor proliferation
  • Testing for factor significance
  • Why certain factors’ excess returns are likely to persist
  • Who is the loser?
  • Next steps in factor strategy development
Nov 814:50
Conference pass

The case for bitcoin for institutional investors – bubble investing or fundamentally sound?

InvestTech
  • Overview & introduction – does bitcoin (BTC) meet the criteria to be a valid currency through serving as a store of value and medium of exchange?
  • Historical price behavior – does BTC’s historical returns compensate for the high degree of volatility?
  • Portfolio optimization – what does the empirical evidence reveal about BTC’s correlation to other assets, diversification benefits and historical risk to return ratio? Are institutional investors under allocated to BTC?
Nov 815:40
Conference pass

A new paradigm for quant – intersecting classical derivatives models with AI

Quant World & Advanced Analytics
Ryan Ferguson, Derivatives Trader, Scotiabank Global Banking and Markets
Nov 815:40
Conference pass

The albatross of legacy systems – how can Canadian banks and pensions overcome antiquated infrastructure?

InvestTech
  • Risk vs. reward – how significant is the loss of performance and efficiency associated with obsolete core banking systems? What are the key risks and obstacles associated with rebuilding IT?
  • Blockchain & distributed ledger – potential use-cases in modernizing outdated systems
  • Workloads in the cloud – what does the establishment of new data centers on Canadian soil mean for the types of workloads financial institutions can run in a public cloud environment?
  • Dealing with the data deluge – how are Canada’s legacy financial institutions using domestically hosted data centers to improve processes for migrating, managing, storing and centralizing data?
Cecil Cheng, Executive Director, CIBC Capital Markets
Nov 816:00
Conference pass

Autonomous portfolios – a decumulation strategy that will get you there

Quant World & Advanced Analytics
  • Broke before your croak– how serious is the risk of running out of money for retirees whom saving more and working longer are not options?
  • A new-school approach – applying a dynamic decision theory approach to investment management and adding spending flexibility to improve incomes
  • Engineering income – does a self-driving portfolio, engineered to protect against market risk, deliver more income than other investment approaches while minimizing the risk of ruin?
Mark Yamada, President & CEO, PUR Investing Inc.
Ioulia Tretiakova, VP & Director, Quantitative Strategies, PUR Investing Inc.
Nov 816:20
Conference pass

Enhancing Monte Carlo methods – a multivariate Brownian bridge approach

Quant World & Advanced Analytics
Leon Shegalov, Director, Quantitative Core Analytics, R.B.C. Capital Markets Ltd
Nov 816:20
Conference pass

Using AI to enhance asset allocation strategy in the chief investment office

InvestTech
  • Exploring the successful and unsuccessful techniques used by AI-driven asset managers
  • What are the key bottlenecks in training and inference?
  • Which software frameworks and which hardware platforms have proven most useful for those workloads?
  • What does deployment look like?
  • What are the scaling challenges and the key drivers of the cost?
Brandon Da Silva, Machine Learning Researcher, OPTrust
last published: 19/Sep/18 18:55 GMT

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