Neudata

Alternative Data Summit 2018

6th - 7th November 2018 The Royal Lancaster Hotel, London W2 2TY

Overview

Neudata's Alternative Data Summit - where the future of data is decided

This market-leading two-day event brings together the entire Alternative Data ecosystem of Vendors, Investors, FinTech and Financial Services firms.  Ideas are created, partnerships are formed, and future trends are not just imagined but turned into reality. 

Join us in London on 6 & 7 November 2018 and make your mark.

The Alternative Data Summit is a thought-leadership forum for the industry that relies on data for investment decisions.  Our strength is our objectivity and our convening power.

The two-day event will attract some 250 delegates and will largely be comprised of senior attendees (CEOs and Managing Directors) representing the investment management community and belonging to the biggest names from the Hedge Fund and Asset Management world. They will be joined by Investors and Alt Data Vendors. Neudata is uniquely placed to put on this event since we are an independent trusted advisor to all parties.

Why Neudata?

Neudata is the premier source of information for Alternative Data.  We provide due diligence on all manner of available alternative datasets globally, ranging from sentiment to social, weather to web-tracking, and exhaust to environmental.  We work closely with the buy-side and the data vendors to understand their needs but - crucially - we do not take commissions or revenue shares.  This independence and objectivity in our dealings means we retain arm's length integrity with all players in this space.

Who should attend?

  • Alternative Data Vendors
  • Alternative Data FinTech
  • Asset Managers
  • Hedge Funds
  • Pension Funds & Allocators
  • PE & Venture Capital

 

 

 

 

 

Agenda available upon request.

Scheduled 1-2-1 Networking - VCs and Investment firms interested in alpha-generating investment ideas meet One-on-One with alternative data providers at their tables (The private meetings are pre-planned and last 20 minutes each).

Speakers

Gerben de Zwart APG

Head of Quant Equities

As head of Quantitative Equity and a member of APG's Developed Market Equities management team, Gerben is responsible for the systematically managed, listed equity portfolios at APG. The investments, on behalf of four Dutch pension funds, exceed €80 billion and include multiple global strategies that are both internally and externally managed. The portfolios are active, long-only and include emerging as well as developed markets. Currently, Responsible Investing, Quant Credit investing, innovation and alternative data keep Gerben busy.

Prior to joining APG in 2010, Gerben was employed by ING Investment Management and Robeco. Gerben earned his Master’s degree in Technical Mathematics from Delft Technical University and his Ph.D. from the Erasmus University Rotterdam. Gerben holds the Chartered Financial Analyst designation. In 2015 Gerben was awarded with a royal honor and appointed as a member of the Order of Oranje-Nassau.

Mark Carhart Kepos Capital

Chief Investment Officer

Thomas Kieselstein, CFA Quoniam Asset Management

CIO, Managing Partner

Thomas Kieselstein is co-founder and Chief Investment Officer of Quoniam Asset Management. As CIO, he oversees Quoniams Equity, Fixed Income and Multi-Asset investment teams. Prior to Quoniam, Thomas worked for DZ Bank and Dresdner Bank Investment Group. He has been developing quantitative investment processes for multi-factor equity strategies since 1994.
Thomas obtained his MSc. in Engineering from the University of Karlsruhe.

Tomas Morsing AP2

Head of Quantitative Strategies

Tomas Morsing is currently Head of Quantitative Strategies at Second Swedish National Pension Fund -AP2, he has worked for AP2 since 2002. The Quantitative Strategies group at AP2 manage approximately USD 17 billion of the fund’s total USD 40 billion. The group has actively managed portfolios in developed and emerging market equities as well as in global credit bonds and domestic fixed income. The investment process relies on internally developed quantitative models.

Tomas has a MSc in mathematics from Uppsala University, later he did a research thesis in mathematical statistics at University of Gothenburg. The research was funded by AstraZeneca where he later become Head of Mathematical and Statistical Science. He left AstraZeneca 2002 to join AP2.

George D. Mussalli Panagora

CIO and Head of Research Equity

Mr. Mussalli is Chief Investment Officer and Head of Research, Equity. He is responsible for oversight of the firm’s Dynamic, Stock Selector, and Diversified Arbitrage strategies, as well as the Equity team’s Data Infrastructure, Portfolio Construction, and Trading teams. He is also a member of the firm’s Investment, Operating, and Directors Committees.

As Chief Investment Officer and Head of Research, Equity, Mr. Mussalli directs innovative equity research used in the development of models used within PanAgora’s equity strategies. Prior to becoming Chief Investment Officer and Head of Research, Equity, Mr. Mussalli served as Head of PanAgora’s Stock Selector strategies. His work focuses on combining fundamental insights with sophisticated quantitative techniques to develop proprietary models designed to analyze companies across many dimensions. In addition to overseeing the management of the firm’s Stock Selector strategies, he has significantly contributed to the proprietary pool of equity research leveraged across the entire firm during his tenure. The research he has conducted also led to the founding of the firm’s Diversified Arbitrage hedge fund strategy in 2010.

Before joining PanAgora, he was a Portfolio Manager on the Putnam Investments Structured Equity team, where he was responsible for Structured Equity portfolios. He contributed to quantitative research and analysis that supported all equity strategies, including International and Global strategies.

Prior to joining Putnam, Mr. Mussalli worked as a Senior Investment Analyst at John Hancock Funds.

Lee Robinson Altana Wealth

Founder

Lee Robinson is the founder of Altana Wealth (London and Monaco). Prior to launching Altana, Lee co-founded Trafalgar and was CIO of Trafalgar Catalyst Fund and Trafalgar Special Situations Fund. He also worked for 3 years at Tudor Capital, where he was senior manager responsible for building an impressive Global Equity Risk Arbitrage portfolio. Prior to that he worked at Deutsche Bank, Bankers Trust and Paribas in trading both equity derivatives and credit derivatives.

Lee developed a unique risk system at Tudor, which he brought successfully to Trafalgar. He is experienced in innovative trade construction using options and credit products. Moreover, he predicted the credit crisis in 2007-2009 and subsequent Sovereign crises. As a result, he traded profitably in 2008 including trades that successfully hedged against the deterioration of the financial system, the Iceland default, sub prime mortgages and the weakening of the European Banks. Lee has a BA in Mathematics from Cambridge University and is co-author of the book “The Gathering Storm” .

Sylvain Forté SESAMm

CEO

Sylvain is a young engineer passionate about Artificial Intelligence. He loves creating new products and bringing teams together around more than just work. As co-founder and CEO of SESAMm, Sylvain and his team had the opportunity of creating an entirely new way of analyzing emotions to forecast stock market evolutions. These technologies are now used by funds and major assets managers all across the world.

Tony Guida RPMI Railpen

Senior Quant PM

Tony Guida is a senior quantitative portfolio manager, managing multi-factor equity portfolios for the asset manager of a UK pension fund in London. Prior to that Tony was Senior Research Consultant for Smart Beta and Risk allocation at EDHEC RISK Scientific Beta, advising asset owners how to construct and allocate to risk premia. Before joining EDHEC Tony worked eight years at UNIGESTION as a Senior Research Analyst. Tony was a member of the research and Investment Committee for Minimum Variance Strategies and he was leading Factor Investing research group for institutional clients. Tony is the editor and co-author of the book: Big Data and Machine Learning in quantitative investment (2018). He holds Bachelors and Master degrees in Econometry and Finance from the University of Savoy in France. Tony is a speaker in modern approaches for quantitative investment and is Chair of machineByte ThinkTank EMEA.

Mark Ainsworth Schroders

Head of Data Insights

Mark joined Schroders in 2014 where he has formed the Data Insights Unit, a team of data scientists. The team focuses on using big data, analytics and machine learning for investment and research, to enhance and complement the existing skills of our fund managers and analysts, and to give Schroders an ‘information edge’ over competitors.

 After his degree in Experimental Psychology from Oxford and masters in Operational Research, in 1999 he was recruited by the McLaren F1 team as a Race Strategy Analyst. In 2002 he moved to Tesco, initially reporting on trade performance and analyzing customer spending behavior and then heading up the analytics team in the Site Location Planning function. In 2007 he became Chief Technology Officer of Talent Innovations, a start-up selling online 360 degree feedback software. In 2012 he joined Telefonica Digital, as Head of Analytics of Smart Steps, their ‘big data’ monetization division.

Thomas Crow MOV37

Investment Analyst

Tom worked as a research analyst for Aeris Capital, a Swiss family office, providing analysis of economic and market data. Prior to that, he worked for Robinson Reed Layton. He received a M.A. in Banking and Finance from the University of St. Gallen and a B.A. in Economics from the University of Cambridge.

Frédéric Desobry Systematica Investments

Head of Equity Research

Frederic Desobry is with Systematica Investments where he leads the quantitative equity research effort for market neutral and alternative risk premia products. He has spent over a decade researching and trading global markets through the systematic lens and has previously worked at BlueCrest Capital Management amongst others.

Frederic has a background in statistical signal processing and holds a PhD in machine learning from the University of Nantes / IRCCYN.

Mark Hickin Marshall Wace

Head of Market Data and Analytics

Mark Hickin is Head of Market Data and Analytics and Marshall Wace. He joined Marshall Wace in 2012, having worked across a wide variety industries in various data based roles for over 20 years. At Marshall Wace Mark’s team is responsible for all aspects of data on boarding, processing, and delivery across the full spectrum of use cases one would expect to see in leading global alternative investment manager.

Matin Kamali Quantxt

Founder

Matin founded Quantxt in 2013 specializing in Search and Natural Language Processing offering solutions for advanced discovery in unstructured content for financial, legal and healthcare clients. 

Matin started his career in as a scientist at BBN Technologies (also known as Raytheon BBN Technologies) where top world scientists in the fields of Speech Recognition and Machine Translation were pushing the boundaries of the technology on DARPA funded projects. He moved into finance and joined BlackRock, working on high-performance analytics systems used by traders and asset managers, and after that Thomson Reuters building advanced systems for analysis of financial content using Machine Learning techniques.

Matin holds an MS in Electrical Engineering from Northeastern University.

Dr Chris Longworth GAM Systematic/Cantab

Lead Scientist

Dr Chris Longworth is a senior scientist at Cantab Capital Partners, which became part of GAM Systematic in October 2016. Since joining Cantab in 2010, Chris's focus has been on the development and improvement of Cantab's investment strategies. As part of this effort, Chris leads Cantab’s big data and machine learning research team and is also the lead scientist for the GAM Systematic Discovery fund, which focuses on trading exotic or less liquid markets.

Prior to joining Cantab, Chris was part of the Machine Intelligence Laboratory at Cambridge University, where he obtained MPhil and PhD degrees. He also holds a BSc in Computer Science from Royal Holloway, University of London.

Tommaso Sanzin Union Bancaire Privée (UBP)

Head of Quantitative and Volatility Strategies

Tommaso Sanzin  is a senior researcher within UBP Asset Management. He joined in 2014 and is based in London with responsibility for research of systematic strategies as well as liquid alternative solutions in the volatility, risk premia and alternative data space. Before joining UBP, he was partner, risk manager and head of quantitative research at Hermes BPK, the alternative investment boutique founded in partnership with Hermes Fund Managers and seeded by the British Telecom Pension Scheme.  Prior to that, Tommaso headed the quantitative research and risk analysis team at Pioneer Alternative Investments, Unicredit fund of hedge fund business. He holds a degree (magna cum laude) in Finance from Bocconi University in Milan and is a CAIA designee.

 

Dr Gareth Shepherd G Squared Capital LLP

Managing Partner

Gareth is a partner at G Squared Capital (G2), a leader in the application of machine learning and artificial intelligence to equity investing (specifically fundamental stock selection).  He is an engineer by training and has a PhD in expert systems (a branch of artificial intelligence). He is a CFA Charterholder and has 15 years experience in risk and asset management. 

Before entering finance he developed knowledge acquisition software to tackle classification problems in epidemiology. He was awarded a UN Assoc. triple-bottom line award and was granted a World Economic Forum Fellowship (WEF/Davos), completing a Masters degree with Columbia University, London Business School and INSEAD.

Matt Napoli 1010data

Business Development, Equity Insights

Matt began his career in 2004 at Bear Stearns, working in Mortgage-Backed Securities trading. In 2007, Matt joined Two Sigma Investments, mainly to build out the infrastructure to value the firm’s trading in OTC derivative markets. He spent 8+ years with Two Sigma, most recently co-managing a strategy within Two Sigma’s Alpha Capture division.

Matt joined 1010data’s Equity Insights team in July 2017, and leads the firm’s Business Development efforts in non-US markets. He holds a BA in Economics from New York University.

 

Camilo Gomez, PhD CreditRiskMonitor

Senior Vice President, Quantitative Research

Dr. Camilo Gomez leads the Quantitative Research effort at CreditRiskMonitor. Prior to joining the Company, Dr. Gomez was a principal at Lone Pine Mesa LLC, where he consulted with companies in the area of specialty finance. Prior to that, he was a Managing Director at Standard & Poor’s Risk Solutions group. Before S&P, Dr. Gomez was co-founder and Group Head for Financial Analytics for the Center for Adaptive Systems & Applications (“CASA”), a company spun off from the Los Alamos National Laboratory where he had been a researcher. Formed in collaboration with Citibank, CASA provided quantitative analytical consulting services to Fortune 500 companies. A major focus at CASA was to develop scoring and economic response models covering different regions of the globe. Dr. Gomez earned a B.S. and a Ph.D. from the Massachusetts Institute of Technology.

Andreas Zagos Intracom Group

Founder & Managing Partner

Andreas Zagos is one of the founders and management partners of the German based Intracom Group. He holds a degree in Chemical Engineering, and is nominated as Guest professor in several Universities/research centers. His research field is since the year 1995 the intellectual property rights management [IPRm], namely patent valuation. He has published several research papers and one patent application. He led several national and European joint research projects in the area of IPR.

Professor Stephen Roberts University of Oxford

Royal Academy of Engineering / Man Group, Professor of Machine Learning and Co-Founder & CSO, Mind Foundry Ltd

Stephen Roberts is the Royal Academy of Engineering / Man Group Professor of Machine Learning at the University of Oxford. He is a Fellow of the Royal Academy of Engineering, the Royal Statistical Society, the Institute of Physics and the Alan Turing Institute. Stephen is Director of the Oxford-Man Institute of Quantitative Finance, founding-Director of the Oxford Centre for Doctoral Training in Autonomous Intelligent Machines and Systems (AIMS) and co-founder of the Oxford spin-out company Mind Foundry Ltd., which pioneers principled automated machine learning at commercial scale. Stephen’s main interest is in machine learning for complex, large-scale problems, especially those in which noise and uncertainty abound. He has published widely, having some 350 publications which have accrued over 21,000 citations.

 

 

Berkan Sesen, PhD JP Morgan Asset Management

Quantitative Researcher and Portfolio Manager, Quantitative Beta Strategies

M. Berkan Sesen, PhD, is a quantitative researcher and portfolio manager in the Quantitative Beta Strategies group at JPMAM. Besides systematic investing, his focus areas are machine learning, alternative data, and efficient trade execution. Prior to JPMAM, Berkan worked as an algorithmic trading quant at Citigroup, designing machine learning models for electronic market-making and sales of credit instruments. He also co-led the global data analytics working group within the quantitative analysis department at Citigroup. Berkan holds a doctorate in Artificial Intelligence and Medical Informatics from the University of Oxford and specializes in the applications of machine learning and statistics to finance.

Ciprian Marin Lazard AM

Director of Quantitative Research and Portfolio Manager/Analyst

Ciprian Marin is a Director of Quantitative Research and Portfolio Manager/Analyst on Lazard's Equity Advantage team. He began working in the investment field in 1997. Prior to joining Lazard in 2008, Ciprian was a Senior Portfolio Manager at State Street Global Advisors (SSgA), managing European, UK and Global funds. He was also responsible for quantitative research on the European team of the Global Active Equity Group. Prior to joining SSgA, Ciprian was a Quantitative Analyst at Citigroup where he focused on developing stock selection models, statistical arbitrage trading strategies and factor research. Previously, he was a quantitative research associate at Nikko Salomon Smith Barney. Ciprian has an MBA in Finance from the International University of Japan and a BS in International Economics from the Academy of Economic Studies Bucharest. Ciprian is a Certified Investment Adviser (UK). He holds FINRA (formerly NASD) Series 7 and JASDA Series 2 licenses.

Mark Pason Point72

Director - Data Sourcing & Strategy

Mark is a currently a Director in Point72’s Market Intelligence Data – Sourcing team and has been with the Firm since 2010.  Prior to Point72, Mark spent 11 years at ESL Investments in Greenwich, CT, where he built out and managed ESL’s proprietary research team and oversaw technology, systems and infrastructure.  Mark holds a Bachelor of Arts from New York University. 

Simon Weinberger, PhD BlackRock

Managing Director, Active Equities Group

Simon Weinberger, PhD, Managing Director, is a member of the Systematic Active Equity division within BlackRock’s Active Equities Group. He is responsible for BlackRock's European Equity Strategies

Leon Kamhi Hermes Investment Management

Head of Responsibility

Reporting into Hermes Investment Management’s CEO, Leon Kamhi is responsible for developing and directing the programme for integrating responsibility across the Hermes group, overseeing its delivery and accountable for its success. This includes ensuring investment teams are aware of and integrate ESG performance in investment decisions and that engagement is effectively incorporated alongside investment activities. In addition, in this role he oversees and contributes to how the firm’s responsibility activities and performance are integrated into Hermes’ client relationship management and reporting, the delivery of its corporate citizenship programme and the development of responsible structures and processes for the firm. He also leads a number of corporate and public policy engagements. Previously at Hermes, Leon was responsible for the development and delivery of Hermes EOS’ global corporate and public policy engagement programme from 2012-2016 and acted as its commercial director from 2009-2012. Prior to that, Leon worked within the Hermes UK Large Cap Focus Fund for seven years, where he was responsible for executing the fund’s engagement programmes. He also has 12 years of strategy consulting and operational industry experience.

Magnus Spence Jupiter

Head of Investments, Alternatives

Magnus joined Jupiter in August 2016 and is Head of Investments, Alternatives. He is responsible for developing and expanding Jupiter’s capability in Alternative investments.

Magnus has experience in the alternatives asset management industry stretching back to 2002. Prior to joining Jupiter he was Head of Product at Fidante Partners (formerly Dexion Capital plc) from early 2015. His role there involved the development of a liquid alternatives investment management platform. Before that, Magnus was Chief Executive and Managing Partner of Dalton Strategic Partnership LLP from 2011-2014, a specialist equity firm which he co-founded in 2002. In this position, he developed the firm’s hedge fund, specialist equity fund and segregated account business aimed at both UK and international clients.

Minkyu Kim State Street Global Advisors

Head of Data and Analytics - Active Quantitative Equity (AQE)

Minkyu is Head of Data and Analytics in the Active Quantitative Equity (AQE) team at State Street Global Advisors. He spearheads efforts to utilize new data and modeling techniques in AQE's investment process while leading the evolution of AQE's proprietary computing infrastructure. Previously, he was a Senior Quantitative Research Analyst and continues to be a leading contributor to AQE research alongside the Head of Quantitative Research. Minkyu earned a Ph.D. and an S.M. in Electrical Engineering and Computer Science with a minor in Finance from Massachusetts Institute of Technology, as well as a B.S. in Electrical Engineering from Seoul National University.

Andrew Robson Earnest Research

President

Andrew Robson is President of Earnest Research. He joined Earnest after over ten years with Gerson Lehrman Group (GLG), the leading platform for professional expertise and insights. Andrew was a member of GLG’s executive team, most recently as Head of Business Development for the firm’s largest business unit. He held a variety of product, service, and business development leadership roles throughout his GLG tenure. He holds a MBA from Columbia Business School and a BS from Syracuse University.

David Lawlor TP ICAP

Head of Regulatory Products, Data & Analytics

David Lawlor has worked in the financial services industry since 1994. He started off his career working at ICAP as an FX broker and then at UBS as an Eurobonds and Foreign Exchange trader. David joined Reuters in 1998 and had various roles in the business division running strategy for Fixed Income and Foreign Exchange market data businesses. He joined Deutsche bank in 2004 where he ran the content business for Risk. He rejoined Thomson Reuters in 2006 taking up the role of Global Head of Content Management for market data. For the past two years David has specialized in regulation, starting with Dodd Frank and moving onto MiFID II. David joined TP ICAP in April 2017 brought in as the head of Regulatory Products.

André Breedt CFM

Research Associate

André joined CFM in October 2017 as a Research Associate in the Alternative Beta team. Prior to CFM, André worked as a researcher in the Economic Research Department of Société Générale in Paris. Previous experiences include an analyst rotation as a fixed income analyst at Deutsche Bank, and an internship as business analyst in the Department of Management of the United Nations – both in New York. André holds a MSc. and MPhil. Economics from the Sorbonne in Paris along with a BCom. Law from the University of Pretoria.

Joel Coriat 2iQ Research

Head of Quant Research

Joel joined 2iQ Research in 2015 and is Head of Quant Research. He is responsible for the quantitative research related to 2iQ product offering. His team has successfully developed and is running 2iQ’s Insider model and Short Interest model.

Prior to 2iQ, Joel worked as Orbis Investment Advisory; Schroders as Head of Research Technology for QEP, and at State Street Global Advisors as Senior Quantitative Research Analyst. He holds a B.Sc. in Biology from the University of Geneva and a M.Sc. in Mathematical and Computational Finance from the University of Montreal.

Brandon Liverence Second Measure

Data Scientist

Brandon began his data science career as a student of human behavior, earning a B.S. in Neuroscience from Stanford University and a Ph.D. in Cognitive Psychology from Yale University. Brandon joined Second Measure in 2017 to develop new ways to analyze consumer behavior, and to collaborate with clients, data scientists, journalists, and academic researchers using Second Measure's dataset of billions of U.S. consumer transactions. In addition to publishing some of these discoveries on the company's research blog, he also works with external journalists (at outlets such as The Wall Street Journal, The Economist, and The Financial Times) to help surface Second Measure's data in the press.

Erik Haines Guidepoint

Managing Director and Head of Data Insights

Erik Haines is the Managing Director and Head of Data Insights at Guidepoint. With nearly a decade of experience in strategic data sourcing and building innovative alternative data products for institutional investors and corporations, Erik is a recognized leader in the field. He joined Guidepoint through the acquisition of Quanton Data, an alternative data insights company where we was founder and CEO. Prior to Quanton, Erik was VP of Business Development & Head of Strategic Partnerships with Majestic Research and managed his group through the acquisition of Majestic by ITG, Inc. At Majestic (and subsequently ITG Investment Research), Erik was responsible for forging and managing the firm’s proprietary data partnerships across all sectors. Erik has been involved with several successful startups in the health-care, financial services and travel industries. Erik attended New York University and Columbia University for studies in Economics, Mathematics and Applied Physics.

Robert Levy Hanweck

Head of Business Development

Bob Levy leads business development activities at Hanweck, with responsibility for expanding the reach and scope of Hanweck's products in the financial industry, and developing new product lines in risk and signal analytics. He joined Hanweck in 2012 from Merrill Lynch where he headed Portfolio Risk Analytics in New York for six years. He helped found MarketAxess, where he developed electronic trading businesses in fixed income credit and rates products. Mr. Levy has held a number of senior positions in sell-side firms, including running fixed-income arbitrage desks. He began his financial career at JP Morgan where he traded U.S. Treasuries and rates derivatives for eight years. Mr. Levy holds an MBA in Finance from the University of Chicago, and a BES in Electrical Engineering from The Johns Hopkins University.

Eugene Miculet WorldQuant

Data Strategist

Eugene is a Data Strategist at WorldQuant, and his primary responsibility is sourcing alternative data. Prior to this, Eugene was with Bloomberg in a variety of roles, most recently as an Equity and Derivatives Product Specialist advising clients on a broad range of advanced Bloomberg solutions and helping guide product development. Eugene holds an MBA from Columbia Business School, and an MA from Columbia University.

Jan Dutton Prescient Weather and ClimBiz

CEO

Dr. Jan Dutton is the CEO of Prescient Weather Ltd and ClimBiz Ltd. His career spans positions at Weather Ventures, Earth Networks, Storm Exchange, Schneider Electric, and DTN.   Dr. Dutton’s career objective is to enable business decision making based on weather and climate information. He received a dual degree B.A. in Physics and Science and Technology Studies from Colby College in Waterville, ME in 1994.   He received a Ph.D. from the Penn State Department of Meteorology in 2000. He also received an MBA from the Smeal College Business at Penn State in 2000. His dissertation focused on the simulation of interannual climate variability using regional climate models.

Michael Pisciotta Morgan Stanley

Head of Quantitative Sales

Michael Pisciotta is Head of Quantitative Sales at Morgan Stanley in London.  Prior to joining Morgan Stanley in 2010, Michael spent 8 years at Rasini & C., a fund of hedge funds, where he was Director of Research.  Michael holds a B.S. (cum laude) from the Stern School of Business, New York University.

Agenda

Day 1

09:20

Keynote Address

The Future of Data, Communication and Technology

09:50

Why Alternative Data Cannot Be Ignored by Anyone Managing Money

10:30

Russian Hackers, GDPR, Facebook and Trump

11:10

What a Quant! Trends in Systematic Trading Strategies

12:10

ESG Data – Quantifying the Universe, Datasets and Factors

13:30

Stream A – Scheduled 1-2-1 Networking

VCs and Investment firms interested in alpha-generating investment ideas meet One-on-One with alternative data providers at their tables. The private meetings are pre-planned and last 15 minutes each.

13:30

Stream B – Workshops

  • Legal Workshop
  • Indexing Workshop
  • Due Diligence Workshop for Data Vendors
14:30

Talk data to me!

15:30

The Champagne Debate

Motion: ‘This House believes ESG holds no long-term intrinsic value for the investor and that better returns are to be had from investing in “sin stocks” such as arms, alcohol and gambling.’

Day 2

09:00

Scheduled 1-2-1 Networking

VCs and Investment firms interested in alpha-generating investment ideas meet One-on-One with alternative data providers at their tables. The private meetings are pre-planned and last 15 minutes each.

09:30

Workshops

  • Neudata Due Diligence Workshop for Data Vendors
  • Neudata Quickfire Presentations on Awards Results
10:00

Volatility and the Alchemy of Risk Premia

10:30

Algo or AI Index?

11.30

Data You Didn’t Know You Needed!

12:00

It’s a Jungle Out There Part I: Pitfalls Every Data Provider Must Avoid…or Should They?

12:30

It’s a Jungle Out There Part II: Can a Leopard Change its Spots?

13:00

Machine Learning and Computational Intelligence

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Venue

The Royal Lancaster Hotel, London
The Royal Lancaster Hotel, London The Royal Lancaster Hotel, London
The Royal Lancaster London is renowned as one of Europe’s leading venues, boasting some of the city’s largest event spaces. With a range of stylish meeting and conference rooms, excellent facilities and world class cuisine. Located on the edge of Hyde Park the rest of London is within easy reach, with Lancaster Gate tube station next door and Heathrow Airport a mere 20 minutes from nearby Paddington Station.

Address

Lancaster Terrace
London
W2 2TY

London Underground directions

Lancaster Gate
Lancaster Gate (Central Line) tube station is adjacent to the hotel.
Paddington
Paddington tube and railway stations are a mere 6 minute walk from the hotel.

Sponsors

For all enquires about sponsorship, exhibitor or one-to-one table packages please email [email protected] or call +44 2036 082 162.

Sponsors

For all enquires about sponsorship, exhibitor or one-to-one table packages please email [email protected] or call +44 2036 082 162.