New York, NY, 25 September 2019

Schedule

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Sep 2508:50
Conference pass

Chairperson's Opening Remarks

Keynotes
Jeff Bandman, Principal, Bandman Advisors
Sep 2509:00
Conference pass

Opening keynote: The Three Digital Horizons – Analyzing how enterprise transformations are reshaping the financial landscape

Keynotes
  • Digitizing processes – the importance of putting all business functions on digital platforms to reduce inefficiencies
  • Client interaction – reimagining the process of connecting clients to the world
  • Digital ecosystem – working with vendors to create various products that benefit and build trust with clients
Roman Regelman, Senior Executive Vice President And Head Of Digital, BNY Mellon
Sep 2509:20
Conference pass

Keynote panel: State of the Crypto Market – how is the rise of digital assets impacting portfolios, electronic trading desks & capital markets at large?

Keynotes
··Institutionalization – what entities are beginning to accept/introduce as a legitimate form of currency?·Crypto block trading – current and future developments for facilitating the execution of large institutional digital currency trades·Regulatory Risks – what developments do risk-adverse institutions need to see on the regulatory front to quell concerns about compliance?·Crypto ETFs – how are ETFs being structured for SEC approval and what will it mean for the greater digital asset marketplace?·Capital inefficiencies – is there a better way to manage the necessary capital for bid requests across exchanges?·Volatility & systemic risk – could the wild price swings associated with cryptocurrencies pose a risk to clearing houses and overall market stability?·Non-correlation effect & institutional portfolios – how can institutional investors leverage bitcoin’s extremely low correlation with traditional asset classes to optimize their portfolios?
Moderator: Jill Malandrino, Global Markets Reporter, Nasdaq Group
Travis Kling, Founder And Chief Investment Officer, Ikigai Asset Management
Hunter Horsley, Co-Founder And Chief Executive Officer, Bitwise Asset Management
Arianna Simpson, Managing Director, Autonomous Partners
Sep 2510:00
Conference pass

Data Modeling – using a 3-stage process for improving data analysis

Keynotes
  • Screening – fundamental view of companies and sectors
  • Evaluation – eliminating outliers and diving deeper into data
  • Stock heartbeat – monitoring your models for thesis validation
Michael Recce, Chief Data Scientist, Neuberger Berman
Sep 2510:20
Conference pass

Connectivity: A Review of the Latest Developments

Keynotes
  • Private vs Public Feeds
  • The Role of Transport
Stéphane Tyc, Co-Founder, Quincy Data & McKay Brothers
Sep 2511:40
Conference pass

High-performance systems strategy – how are you aligning HPC hardware & software to optimize performance?

Automated Trading & HPC
·To invest or not to invest –what types of latency problems are best addressed through hardware implementation vs. a software-based approach? ·Future of FPGAs in trading – how will FPGAs fit into the future market landscape as the pursuit of alpha straddles between faster and smarter trading?·HPC software implementation – what are the key software challenges of developing and deploying increasingly complex HPC, big data, machine learning and visualization workloads? ·Mission-critical servers & AI infrastructure for data-intensive workloads – how are new breeds of enterprise servers ushering in the next generation of accelerated computing?·Outsourcing your data center: sourcing, integrating and managing third-party DCaaS (data center as-a-service), IaaS (infrastructure as-a-service), PaaS (platform as-a-service) solutions ·Containerization vs. virtualization: how can you leverage container technology to increase operational efficiency, boost scalability, facilitate application development and lower costs?
Moderator: Ted Elkington, Senior Software Developer, Cantor Fitzgerald
Alex Gerasev, Chief Technology Officer, Marquette Partners Llp
Ugur Arslan, Chief Executive Officer And Chief Information Office, Lidya Trading LLC
Marko Djukic, Chief Executive Officer And Founder, HENTSU
Patrick Scateni, Vice President, CIARA
Sep 2511:40
Conference pass

Data infrastructure – aligning technology, and strategy to achieve peak investment performance

Alternative Data & Quant
  • Outsourcing vs. internalizing – how to decide whether to fully outsource, partially outsource of fully internalize big data infrastructure?
  • Data integration – how to incorporate new datasets into existing trading processes?
  • Machine learning & analysis tools – visualization software, open-source libraries
  • Human capital dynamics – how to assemble the most effective team to execute your alternative data strategy
Moderator: Sheedsa Ali, Managing Director And Head Of Systematic Strategies, PineBridge Investments
Drake Bushnell, Vice President, Director, Data and Solutions, Factset
Michael Korby, Head Of Market Data, Balyasny Asset Management L.P.
Che Guan, Data Scientist, Raymond James & Associates
Nigel Noyes, Principal Data Scientist, Quicken Loans Inc
Sep 2511:40
Conference pass

Realities of Machine Learning – Effective applications of ML in Stock Selection

A.I. & Advanced Analytics
Keywan Rasekhschaffe, Senior Quantitative Strategist And Portfolio Manager, Gresham Investment Management
Sep 2511:40
Conference pass

Digital Asset Custodians – how is the way digital assets are stored impacting the way cryptocurrencies are traded?

Cryptocurrencies
·Cybersecurity – using cold storage and protocols to safely hold cryptocurrencies·Digital Wallets – developing secure keys for on and offline wallets·Balance of power – should exchanges be allowed to act as custodians and brokers?·Number of Custodians – are digital assets safer with a lesser amount of large institutions holding AUM?·Insurance – how much coverage should be offered?
Moderator: Justin Schmidt, Head Of Digital Asset Markets, Vice President, Goldman Sachs
Diogo Monica, President and Co-Founder, Anchorage
Mike Belshe, Co-Founder & CEO, BitGo
William Herkelrath, Chief Revenue Officer, Curv
Terrence Dempsey, Head of Product, Fidelity Digital Assets
Jeanine Hightower-Sellitto, Managing Director, Gemini
Sep 2511:40
Conference pass

Tokenizing assets: how will blockchain change the meaning of liquidity?

Blockchain
  • Securities – a new landscape for traditional stock trading
  • Real Estate – changes to investing via blockchain REITs
  • Real assets – using blockchain to purchase commodities, art, diamonds, and other alternative assets
  • Token Offerings – understanding the digital space to gain a leg up in raising capital funds
  • Exchanges – how blockchain and tokenization will lead to AI-only exchanges
Moderator: Jeff Bandman, Principal, Bandman Advisors
Gabor Gurbacs, Director, Digital Assets Strategy, Van Eck Global
Subhankar Sinha, Head of Blockchain, BNY Mellon
Monika Proffitt, CEO, Rise Markets
Philip Liu, Co-Founder, Arca
Sep 2512:00
Conference pass

Smart Betas - Enhanced Smart Betas via Machine Learning

A.I. & Advanced Analytics
Milind Sharma, Chief Executive Officer, QuantZ Capital
Sep 2513:50
Conference pass

14. Speed on a budget – determining the right connectivity architecture based on costs

Automated Trading & HPC
Sep 2513:50
Conference pass

15. Automation in the cloud – structuring off-site systems that maintain high speeds

Automated Trading & HPC
Sep 2513:50
Conference pass

16. Open Source Finance – how sharing codes can maximize output, minimize inefficiencies and push the industry forward

Automated Trading & HPC
Sep 2513:50
Conference pass

17. HR Solutions – Attracting star talent while building a positive trading culture

Automated Trading & HPC
Sep 2513:50
Conference pass

10. Smart Beta – identifying true factor exposure and understanding factor correlation

Alternative Data & Quant
Sep 2513:50
Conference pass

11. Enterprise data management – how are you managing, governing & integrating data to achieve peak performance across applications, systems and services?

Alternative Data & Quant
Sep 2513:50
Conference pass

12. Cleaning and Proving Value of Alt Data – Strategies to eliminate noise

Alternative Data & Quant
Sep 2513:50
Conference pass

13. The Return of Intra-day Trading – equity strategies that take advantage of the re-emergence of volatility

Alternative Data & Quant
Sep 2513:50
Conference pass

4. Deep Learning - effectiveness of deep learning for alpha strategies

A.I. & Advanced Analytics
Sep 2513:50
Conference pass

5. Designing machine learning algorithms for trading & portfolio strategies

A.I. & Advanced Analytics
Sep 2513:50
Conference pass

6. Back-Testing – examining A.I.’s role from conceptualization to trade execution

A.I. & Advanced Analytics
Sep 2513:50
Conference pass

7. Infrastructure for Digital Assets - BitGo’s Clearing & Settlement Solution

Cryptocurrencies
Sep 2513:50
Conference pass

8. Systematic cryptocurrency trading – applying quantitative principles to capture ‘crypto alpha’ in digital currency markets

Cryptocurrencies
Sep 2513:50
Conference pass

9. STO’s – a guide to navigating through credible opportunities as an investor or fundraiser

Cryptocurrencies
Sep 2513:50
Conference pass

1. Blockchain Ecosystem – where are the best investment opportunities?

Blockchain
Sep 2513:50
Conference pass

2. Regulatory Landscape – how will blockchain be governed by authorities?

Blockchain
Sep 2513:50
Conference pass

3. Scaling through Layer 2 solutions

Blockchain
Sep 2514:30
Conference pass

Modern ETFs – making sense of the issues facing a rapidly growing market

Automated Trading & HPC
·Starting out – what are some of the challenges to creating an ETF, from seed funding, to attracting investors, to distribution?·Regulatory Issues – how are governing bodies aiding in the liquidity of ETFs?·Issuers vs. Market Makers – finding common ground when dealing with obstacles like stock restrictions or bond availabilities·Platforms – improving communication between dealers and portfolio managers for real-time data and best execution
Bill Harts, Founder, Arbitrage Markets, LLC
Sep 2514:30
Conference pass

LIBOR comes to an end…are the old models equipped to work in the new environment? Laying down a framework for traditional models in the new context

Alternative Data & Quant
  • LIBOR discontinuation -the rise of new interest rate benchmarks
  • The definition of new risk-free term rates
  • Modeling challenges -what about backward-looking rates?
  • Modeling forward-looking and backward-looking rates jointly
Fabio Mercurio, Head Of Quantitative Analytics, Bloomberg LP
Sep 2514:30
Conference pass

AI & machine learning for trading and investing – what new tools, strategies and products are on the horizon?

A.I. & Advanced Analytics
  • Machine learning models – supervised learning, unsupervised learning, reinforcement learning
  • Smart data & real-time indicators – have technology providers solved the challenge of enabling the real-time delivery of accurate and relevant macroeconomic indicators?
  • AI & machine learning solutions for emerging data sources – using the latest advances in cognitive computing, deep learning and neural networking to extract unique insights from unstructured and alternative data sources
Moderator: Alexander Fleiss, Chief Executive Officer, Rebellion Research
Michael Beal, Chief Executive Officer, Data Capital Management
Howard Getson, Chief Executive Officer, Capitalogix Trading
Marcantonio Awada, Chief Risk And Data Analytics Officer, Alpha Innovations
Mohsen Chitsaz, Founder And Chief Information Office, Alpha Beta Investments LP
Sep 2514:30
Conference pass

Crypto trading infrastructure – architecting platforms for institutional crypto products

Cryptocurrencies
  • Execution – what systems are in place to provide trade certainty?
  • Cloud connection – will trades slow down if moved to off-site servers?
  • Liquidity – how are exchanges keeping up with a rise in volume?
  • Liquidity vs. Volatility – which matters more for institutional traders?
  • Security & compliance – innovation and initiatives for bolstering security
Kevin Kelly, Co-Founder, Delphi Digital
Yoshi Nakamura, Managing Director, Head of Americas, Sales and Business Development, Galaxy Digital
Michel Finzi, Chief Commercial Officer, Tassat
Michael Shaulov, CEO & Co-Founder, Fireblocks
Chris Matta, Co-Founder, Crescent Crypto
Sep 2514:30
Conference pass

Blockchain, crypto & the future of money – how will decentralized platforms change the cross-border flow of currency and commerce?

Blockchain
  • Industry trends & business drivers – evolving customer needs, aging core infrastructure, innovation across payment products and services
  • Economic impact – how crypto assets will change the dynamics of investing much in the same way the Internet changed the flow of information
  • Opportunities for banks – improved operational efficiencies, increased digitization, parlaying enhanced infrastructure into a platform for additional innovation across businesses and product lines
  • The promise of blockchain/DLT – the ideal design for addressing concerns around trust, lack of transparency, cross- border complexities?
  • Global transaction turbo boost – how can a blockchain-based network reduce settlement time and lower costs for international payments?
Moderator: Irina Litchfield, Chief Executive Officer And Founder, Blockchain Cubed
Matt Shapiro, Principal, Multicoin Capital
Ash Egan, Principal, Accomplice
Satya Bajpai, Head Of Blockchain And Digital Assets, Jmp Group Inc.
Rayne Steinberg, Chief Executive Officer And Co-Founder, Arca
Sep 2514:50
Conference pass

Shortwave Trading – leveraging revolutionary technology for ultra-low latency

Automated Trading & HPC
Haim Ben-Ami, Chief Executive Officer, Raft Technologies
Sep 2514:50
Conference pass

Adding Optionality – A new way to look at trade insurance

Alternative Data & Quant
  • Crash Puts – what are they?
  • Bermudan Style – adding flexibility on when crash puts can be exercised
  • Pricing & Hedging – Pricing via change of arithmetic and hedging via vanilla puts
Peter Carr, Chairman, Finance And Risk Engineering Department, NYU
Sep 2515:10
Conference pass

Maximizing connectivity – how are you balancing latency & bandwidth in 2019?

Automated Trading & HPC
  • Network overload – is shortwave radio, despite its massive bandwidth deficit, a viable way for traders to make a low-latency transatlantic connection?
  • New world of alpha discovery – how are firms balancing speed and bandwidth as the algorithmic trading arms race turns toward ingesting and analyzing increasing volumes and varieties of real-time data?
  • Network monitoring – solutions, methods and technologies for identifying trends, detecting outliers and correcting excessive latency and jitter in real time
  • Risks around building ULL systems – moving data centers, cost of data, exchanges changing the rules
Moderator: Kirsten Wegner, Chief Executive Officer, Modern Markets Initiative
Andy Bax, Chief Operating Officer, Seaborn Networks
Michael Ourabah, Chief Executive Officer, BSO
Jason England, Head Of Capital Markets Networks And Hosting, TD Securities
Bradley Jonas, Chief Business Development Officer, Quantlab Financial
Sep 2515:10
Conference pass

Evaluating Datasets – analyzing alternative data through technology and human capital

Alternative Data & Quant
  • Data sources – sifting through the streams of data from vendors and other third parties 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?
  • Additional examination – running further analysis of output from algorithms or AI systems for cleaner and structured results
Moderator: Richard Johnson, Principal, Greenwich Associates
Olga Kokareva, Data Sourcing And Strategy, Synthesis
David Taylor, Chief Technology Officer, Exegy
Jonathan Berkow, Alternative Data Lead, Alliance Bernstein
Sep 2515:10
Conference pass

TCA and AI analytics – how can AI be utilized for better trade execution?

A.I. & Advanced Analytics
  • Trading Strategy – confirming and developing algorithms that align with a firm’s preferred method of execution
  • System Integration – tying in datasets, 3rd party information, and analytical tools for alpha generation
  • Real-Time analytics – connecting to the most up-to-date trading costs for more informed decision making
  • Post-Trade analytics – factoring in variable’s like daily volume and volatility to optimize trading strategies
  • Regulatory Reporting – using AI to justify algorithmic actions to governing bodies
Moderator: Swagato Acharjee, Quantitative Strategist, RBC Capital Markets
Jack Sarkissian, Managing Director, Algostox Trading
Manoj Narang, Chief Executive Officer And Chief Investment Strategist, MANA Partners LLC
Nataliya Bershova, Head Of Execution Research, Alliancebernstein L.P.
Sep 2515:10
Conference pass

Trading Crypto Beyond 2019 – how will cryptocurrencies be traded in the future?

Cryptocurrencies
  • High Frequency Trading: developing the systems necessary to trade on a relatively high-latency infrastructure
  • Options: preparing for the buildout of derivatives that allow for less risk
  • ETFs: will the SEC allow for an explosion of crypto exchange traded funds?
  • Security Tokens: which tokens will be tied to tangible assets and how will that impact the market overall?
  • Privacy: how will future tokens avoid being tracked through chain analysis?
Moderator: Erol Pekoz, Chief Scientist, HIAI Capital
Kevin Kang, Founding Principal, BKCoin Capital
Brad Koeppen, Head Of Crypto Trading, CMT Capital Markets Trading
Dan Patterson, Managing Partner, Polynexus Capital
Mitchell Dong, Managing Director, Pythagoras Investment Management, LLC
Sep 2515:10
Conference pass

Scalability – how to improve blockchain’s capacity for a growing market?

Blockchain
  • Consumer adoption: how will systems respond as more customers join a chain?
  • Faster consensus: how can nodes communicate at greater speeds to approve transactions?
  • Subchains: can splitting up larger blockchains improve responsiveness?
  • Off-chain: conducting transactions offline to avoid overwhelming blockchain servers
Moderator: Richard Ross, CIO, SSFO
Aaron Winkler, Founder, Hamilton Digital Assets
Dan Simerman, IOTA Foundation
Alexander Skidanov, Co-Founder, NEAR Protocol
Greg Carson, Head Of Corporate Development And Venture Capital, XBTO
Sep 2516:20
Conference pass

The alpha of trade performance – how to harness emerging technologies to develop smarter execution, optimize trading algorithms & predict market behavior

Automated Trading & HPC
  • Less alpha, tighter spreads, thinner margins & increased risk aversion – how must quant funds, trading firms, asset managers and banks adjust when implementing a market data strategy?
  • Performance measurement solutions – post-trade, intra-day and real-time cost analysis
  • Capturing, cleansing, storing & analyzing market data – how to enable alpha discovery across asset classes and geographies in turbulent market conditions
  • Vendor relationships – the build vs. buy puzzle and working with your provider to improve performance, capacity and cost efficiency
  • Real-time insights – how can traders use visualization technology to aid in real-time pattern discovery and outlier detection?
Moderator: Bill Harts, Founder, Arbitrage Markets, LLC
Paul Lerner, Technology Director, First New York Securities
Shishir Tyagi, Algorithmic Trading Director, Barclays Capital
Daniel Schlaepfer, CEO, Select Vantage Inc
Kevin Liu, Head Of Global Trading Desk, Sun Asset Management
Sep 2516:20
Conference pass

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

Alternative Data & Quant
  • Simulations – Applying stress testing into existing enterprise infrastructure
  • 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?
  • Modernization of data management – incorporating new technologies and open source software for smarter betas
  • Predictive analytics – working with vendors and third party affiliates on algorithmic tools to measure future risk
Vasily Strela, Global Head Of Ficc Quant Strategies, RBC Capital Markets
Howard Getson, Chief Executive Officer, Capitalogix Trading
Peter Cotton, Advisory Board, U.C. Santa Barbara
Harvey Stein, Head Of Quantitative Risk Analytics, Bloomberg LP
Sep 2516:20
Conference pass

Natural Language Processing – how are A.I. systems transforming sentiment analysis?

A.I. & Advanced Analytics
  • Interoperability – how are the current best-in-class software solutions addressing interoperability between legacy applications across the enterprise?
  • Unlocking the power of visualization – how can visualization techniques enhance risk management, regulatory compliance and aid in real-time pattern discovery and outlier detection?
  • Intelligent & secure storage – how to store and protect data needed for emerging AI and real-time analytics applications
Moderator: Gary Kazantsev, Head Of Quant Technology Strategy, Office Of The Chief Technology Officer, Bloomberg Finance L.P
Elliot Noma, Machine Learning Engineer, Federal Reserve Bank of New York
Nektarios Kalogridis, Founder & CEO, DeepTrading.ai
Javed Ashraf, Partner, BlackBox Alpha Management
Sep 2516:20
Conference pass

Liquidity in Crypto – adding stability to a young and fast-growing market

Cryptocurrencies
  • Volume: how many more players are needed in the crypto market for greater liquidity or are we already there?
  • Market Price: how does the growing access to crypto-fiat conversions allow for less extreme fluctuations?
  • Speed of Trade: how much faster can trades become as a result of more liquidity?
  • Coin-coin vs. coin-fiat: how will crypto conversions be handled in the future?
  • Exchanges: what are the innovative ways in which exchanges are working to improve access and scale?
Moderator: Matthew Goetz, CEO, BlockTower Capital
Martin Garcia, Vice President, Genesis Global Trading
George Zarya, Chief Executive Officer, Bequant
Rich Rosenblum, Co-Founder, GSR
Ricky Li, Co-Founder, Altonomy
Sep 2516:20
Conference pass

Digital Transformation in Capital Markets – how will capital markets be influenced by blockchain technology?

Blockchain
·Settlement: differences between traditional processes and digital assets·Asset Issuance: reinterpretations of the fundamentals for issuing assets into an open ecosystem·Market Structure: How will investment managers interact with sell side desks?·Secondary Trading: How assets will trade on the secondary market
Moderator: Mengyu Chen, Chief Executive Officer, HIAI Capital
Ben Nadareski, General Manager, DrumG Financial Technologies
Evan Feng, Founder & CIO, Tapestry Capital
Vanessa Grellet, Executive Director, ConsenSys
Sep 2517:00
Conference pass

Financial Reinforcement Learning – how to teach a machine to think like a trader

Keynotes
Dean Crowder, Managing Director | Global Business Development, Rotella Capital Management, Inc.
Tim Ireland, Rotella Capital Management, Inc.
last published: 23/Sep/19 16:05 GMT

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