Digital Week 2020
June 22 - 26, 2020
| Online Event l EST Timezone
Digital Week - Thursday (EST)
Building AI Strategies
10:15 am - 10:30 am
Applying AI to Drive Alpha From Fundamental Research
Paul Ross -
Senior Vice President, Sentieo,
Sentieo
We will share use cases and demonstrate:
- Where Sentieo directly saves analysts hundreds of hours of research and data modeling time
- The improvements in research outcomes and process once these technologies are integrated into a modern research platform
- How these technologies can provide investment insights unreachable with the legacy approach to research
10:40 am - 11:30 am
Digital Debate: Fundamental vs quantitative – comparing and blending strategies within the shifting market
Sheedsa Ali -
Managing Director,
Pinebridge Investments
Adam Braff - Founder, Braff & Company
Alexander Tsyplikhin - Senior AI Engineer, Graphcore
Alejandra Litterio - Chief Research Officer NLP and Deep Learning, Eye Capital
- Successfully integrating AI into the quant trading workflow
- Assessing collaborative approaches that do and don’t work
12:05 pm - 12:25 pm
Greedy online classification of persistent market states using realized intraday volatility features
Petter Kolm -
Professor, Courant Institute of Mathematical Sciences,
NYU Courant
- Determining which hidden state a new observation belongs to without the need to parse historical observations
- Clustering temporal features while explicitly penalizing jumps between states by fixed-cost regularization team
- Obtaining a higher accuracy than the correctly specified maximum likelihood estimator
1:00 pm - 1:50 pm
Digital Debate: Building an infrastructural data strategy
Jesus Rodriguez -
Chief Technology Officer,
Into The Block
Mackenzie Hargrave - Specialist, FactSet Content Strategy
Tom Taylor - Head of Alpha Technology, Man Numeric
Ravi Trivedi - Assistant VP, Innovation and Decision Sciences, Nuveen
Christos Koutsoyannis - CEO, Atlas Ridge Capital
- How to reliably build a data strategy from scratch
- Defining your data strategy and investing in the infrastructural elements to support it
- Building models to optimize and predict investment outcomes
