Agenda Day 1
8:00 am - 8:30 am
Registration and Networking
8:30 am - 8:40 am
Chairs Opening Remarks
8:40 am - 9:10 am
Digesting data into the machine of Man
James Munro -
Head of ArcticDB,
Man Group
With more data available now than in any time in human history, how do we cope with it, make sense of it and most importantly, action it. This presentation focuses on how this is managed from a technical, operational and human level to answer the following questions:
Technical – how much data and what types of it can an organisation realistically manage computationally?
Operational - how can an organisation prepare and maintain operational preparedness so that the back-office wheels keep turning
Human – how much can the human brain take? How much data, insights and conclusions can we comprehend and action?
9:10 am - 10:00 am
Elections, wars and the usual periodic instability...
Amadeo Alentorn -
Head of Systematic Equities,
Jupiter Asset Management
Florian Lelpo - Head of Macro and Mult-Asset Portfolio Manager, Lombard Odier Investment Managers
Igor Yelnik - CIO and CEO, Alphidence Capital
Marc Vesecky - Senior Managing Director, Quantitative Strategies, Verition Fund Management
With over 50 elections taking place in the year of 2024 and this event occurring on the eve of the US election (definitely) and the UK election (probably), wars taking place across the globe and a fragile and disrupted global economy, this panel takes a look at what this all means for the investment landscape and your portfolios, by centering the discussion around the following key themes...
- Constructing and managing a portfolio in the current climate, limiting risk exposure and capitalising opportunities
- Analysing what asset classes perform in an unpredictable market, are non-traditional assets the key to unlocking Alpha?
- Unchaining portfolios and funds from the over-reliance on the tandem movement of equities and bonds
- Onboarding and embedding the most cutting-edge technologies to improve fund performance and generate Alpha
Florian Lelpo
Head of Macro and Mult-Asset Portfolio ManagerLombard Odier Investment Managers
10:00 am - 10:30 am
The Institutional Investor Insight: Selecting a fund manager
Michael Steliaros -
Global Head of Portfolio Engineering and Trading,
ADIA
This presentation will give an insight into what exactly an institutional investor looks for and conversely, avoids, when selecting a fund manager.
The session will give a unique perspective from the ‘’other side of the table’’ for fund managers in understanding what criteria a large institutional investor measures their credentials on when it comes to managing their money.
- Is it track record?
- Is it the people?
- Is it the infrastructure?
Or all of/none of the above?
10:30 am - 11:00 am
Intersections, integrations and applications – from idea to execution
This fireside chat will be centred around streamlining functions and processes within organisations and will cover the following key internal stakeholder relationships critical to enhancing investment decision making and ultimately, executions.
- Streamlining decision making between data, quant and investment functions to get usable data into quants hands at pace and the analytics into the investment managers in trays to construct, manage and optimise their portfolios.
- Building long term partnerships between researchers and engineers to turn ideas into useable investment tools
- Integrating systematic and fundamental thinking across asset classes, merging the capabilities of man and machine to improve fund performance
11:00 am - 11:40 am
Networking Break
11:40 am - 12:20 pm
First things first: Data sourcing and strategy – what are we looking for?
Mark Fleming-Williams -
Head of Data Sourcing,
Capital Fund Management (CFM)
This panel, made up of those responsible for selecting and purchasing for their respective organisations, will share their insights, experiences, successes and issues as well as their overall view on how the data market is and operates.
The panel will be centred around the following topics
- What do data sourcing professionals actually look for when selecting data sets and vendors?
- Are the days of a one stop shop for your data needs over? Is it now more common to use multiple vendors for a niche purpose?
- What trends are you seeing in alt data, does it still have a big future? Is the ecosystem still growing as fast as it was five years ago?
- What actually is a good price for data?
12:20 pm - 12:45 pm
5x5: QUICK FIRE PRESENTATIONS
This part of the programme will consist of 5, 5-minute presentations with each presenter showcasing how their data offering, platform, software or tool which can give you the edge in an increasingly competitive market.
12:45 pm - 1:00 pm
Creating a workable pipeline from data to portfolio decisions
This masterclass will be focused on the next, but arguably more important step, after you’ve mined or purchased a data set, how do you onboard it and use it to make portfolio decisions?
This session will focus on the operational and technical infrastructure necessary to onboard and use data sets from different sources, providers and vendors alongside the following ‘’types’’ of data
- Text data and numeric data
- Alternative data and traditional data
- Raw data and semantic data
- Structured and unstructured data
1:00 pm - 2:00 pm
Networking Break
Track A : Alpha Generation - Innovation
2:00 pm - 2:40 pm Where is the potential of Machine Learning best realised? Tobias Hoogteijling - Quant Researcher, RobecoBarry Fitzgerald - Co-Head of Front-office Engineering, Man Group
Alex Remorov - Director, Systematic Active Equities, BlackRock
- Exploring the actual use cases of ML, is its ceiling internal use to enhance day to day tasks or is it being used to generate Alpha?
- Analysing the capabilities of ML and how to onboard it in areas where it can genuinely outperform humans
- Democratising ML capabilities within an organisation to raise productivity levels across the board
- Ascertaining if and how ML can be used in conjunction with capabilities such as AI, NLP and LLMs
Track A : Alpha Generation - Innovation
2:40 pm - 3:20 pm Technology taking minutes or an under-utilised data gold mine? Quantifying the potential of NLP and LLMs Rajnish Kumar - Head of Investment Technology and AI, Allianz Global InvestorsNick Mutsaers - Quant Researcher, Robeco
Nicole Königstein - Chief Data Scientist, Head of AI & Quant Research, Wyden Capital AG
Revant Nayar - Principal and CIO, Princeton AI and FMI Technologies
- Where do NLPs and LLMs offer the most value to an organisation?
- What are the specific NLP and LLM techniques used and are they more useful in certain asset classes than others?
- How are risks around the source of the text, the model which it has been trained on and the sometimes inconsistent reproducibility managed?
- Are developments in sentiment scanning a game changer in this space, or another risk?
Track B: Alpha Generation – Portfolio construction and management
2:00 pm - 2:40 pm Portfolio construction and optimisation across a diverse global terrain Farida Mustafazada - Senior Quantitative Researcher, GAM SystematicOle Jorgensen - Director of Research, Global Evolution
Federico Fontana - Chief Technology Officer, XAI Asset Management
- Is building and maintaining a portfolio across asset classes, geographies and regimes firstly, possible and secondly, desirable?
- How can an organisation or manager operationally manage a multitude of nuanced markets and what opportunities present?
- How much diversification is ‘’too much’’ diversification?
- Are there common threads and themes across markets which outwardly appear fundamentally different?
Track B: Alpha Generation – Portfolio construction and management
2:40 pm - 3:20 pm Anticipating scenarios for known knowns, known unknowns and unknown unknowns Hamza Bahaji - Head of Financial Engineering, Amundi Asset ManagementHeiko Bailer - Head of Quantitative Investments & Research, LBBW AM
With climate risks worsening, ongoing wars with no end in sight, regular economic shocks and entrenched instability alongside an array of increasingly unpredictable elections, how can you effectively stress test your portfolio to navigate such uncertain times?
Track C: Alpha Generation – Exploring alternatives to equities
2:00 pm - 2:40 pm Crypto liquidity, market structure and politics Xander Savenberg - CIO, Bastion Asset ManagementJames Butterfill - Head of Research, CoinShares
- What is happening in the crypto space and why does this asset class divide opinion like no other?
- Are traditional predictive and trend following models effective in the crypto market
- Exploring the specific operational and regulatory constraints and risks in this market and how they can be managed
Track C: Alpha Generation – Exploring alternatives to equities
2:40 pm - 3:20 pm The Evolution of the Fixed Income and FX Spaces Justin Xu - Managing Director - Head of Risk, Millennium Global InvestmentsKimiya Minoukadeh - Director - Head of eFX Quants, ING
Hamza Chaudhry - Fixed Income Quantitative Researcher, AllianceBernstein
Joe Hanmer - Global Head of Quant, Fidelity International
This panel is made up of practitioners from across the fixed income landscape and will be focused on the following topics:
- How can fundamental and systematic processes be integrated in this space?
- What are the particular applications of ML, AI, NLP and LLMs when it comes to fixed income?
- What are some of the nuances, challenges and opportunities when it comes to trading this diverse yet unique asset class?
3:20 pm - 3:50 pm
Networking Break
Track A : Alpha Generation - Innovation
3:50 pm - 4:20 pm Assessing the value of Generative Ai in streamlining business processes Tim Mace - Head of Data and Machine Learning, Man Group- Which elements of the research process can Gen.Ai add value?
- How can Gen.Ai assist in content processing and extraction at scale?
- What are the practical realities of applying and onboarding Gen.Ai and how are the pain points overcome?
- How can existing tools withing an organisation work in conjunction with Gen.Ai?
Track B: Alpha Generation – Portfolio construction and management
3:50 pm - 4:20 pm Attracting and retaining the best talentYou can have the best data, models and infrastructure in the world but if you don’t have the right people in the right places, then any fund, big or small, is severely limited. This talk focuses on building and maintaining a high performing team and will focus on the following areas:
- The talent pipeline – what do young data professionals, quants and aspiring portfolio managers actually want?
- What keeps a team motivated and performing? Is it more than money?
- How can data, quant and investment functions be streamlined so that everyone is singing from the same hymn sheet
Track C: Alpha Generation – Exploring alternatives to equities
3:50 pm - 4:20 pm Applying quantitative methods and strategies to the private asset space Shuang Kang - Head of Portfolio Management, KlarphosWith investor appetite in the private asset market riding high, signalled by significant growth in both deal flow and the raising of capital, this session explores the potential opportunities, exposures and risks in this space and how it compares to the more familiar public equities and bond markets
Join one of 8 roundtable discussions to exchange ideas, challenges and solutions on key themes within Quant Investing with your peers, over a glass of bubbly.
Birds of a Feather
Roundtable 1
4:20 pm - 5:00 pm Determining the optimal asset allocation across different regimes and asset classesRoundtable 2
4:20 pm - 5:00 pm Applying LLMs and NLPs to extract the most value from text sourcesRoundtable 3
4:20 pm - 5:00 pm Operationally onboarding unstructured data sets and making them usable and actionableRoundtable 4
4:20 pm - 5:00 pm Trading in the alternative asset space – what's new?Roundtable 5
4:20 pm - 5:00 pm Building a robust multi-scenario risk model for a diverse portfolioRoundtable 6
4:20 pm - 5:00 pm Talent retention – what keeps your team happy and motivated?Roundtable 7
4:20 pm - 5:00 pm Streamlining internal stakeholder relations across data, quant and investment functions to improve fund performanceRoundtable 8
4:20 pm - 5:00 pm Unlocking new sources of alpha through alternative data sources
5:00 pm - 5:40 pm
CLOSING KEYNOTE FIRESIDE CHAT
A unique opportunity to join leading figures from a variety of backgrounds and experiences to discuss their views on the key trends and themes throughout the day, where the market is and where they see it going over the next 6 – 12 months taking us through to the halfway point of what has already been an unprecedented decade.