Fundamental Strategies

Deep Dive 2021

28th January 2021

Overview

 In partnership with Morgan Stanley as Diamond sponsor. This event is exclusive to Neudata and Morgan Stanley clients.

In 2020, more fundamental investors than ever began incorporating alternative data into their investing process. So far, 2021 looks to be no different, with market experts anticipating another year of strong demand for data from those running fundamental strategies.

Join Neudata on 28 January to learn from Neudata researchers, buy-side firms, and data vendors about the alt data that is best poised to help fundamental investors discover new investing opportunities and supplement the research process.

Programme

  • 4:00pm GMT/ 11:00am ET Risk Reward Framework & Using Fundamental Data In Investment Strategies – Todd Castagno & Anton Pepe, Morgan Stanley
  • 4:30pm GMT/ 11:30am ET Dimensioning Geopolitical and Macroeconomics Uncertainty – Karl Mattingly & Frederik Bossaerts, Dysrupt Labs 
  • 4:50pm GMT/ 11:50am ET Advanced Portfolio Management: a Quant’s Guide for Fundamental Investors – Giuseppe Paleologo
  • 5:10pm GMT/ 12:10pm ET Case Study – Colby Howard, Paragon Intel
  • 5:20pm GMT/ 12:20pm ET Case Study – HG Insights
  • 5:30pm GMT/ 12:30pm ET Panel: Busting the Myth that Alt Data is Just for Quants – Moderator: Ian Webster, Neudata, Mark Ainsworth, Schroders, Sheedsa Ali, PineBridge Investments & Michael Recce, Neuberger Berman
  • 6:00pm GMT/ 1:00pm ET Close

Speakers

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.

Sheedsa Ali

PineBridge Investments Managing Director, Portfolio Manager and Head of Quantitative Equity

Ms. Ali heads quantitative equity research efforts and has portfolio management responsibilities for Research Enhanced Strategies. Ms. Ali has been with the firm since 2005 as a Quantitative Researcher responsible for building, testing, and implementing the research-enhanced platform by quantifying the firm’s equity investment philosophy and research. She is also a key contributor to our firmwide Listed Equity Allocation calls and our cross-asset class forum, Investment Strategy Meetings. Previously, she was a consultant for the Financial Models Company working on equity and fixed income attribution models. She completed graduate coursework as part of the Master of Science in computational finance at Carnegie Mellon University and has Master of Science from Rensselaer Polytechnic Institute. Ms. Ali holds a Bachelor of Science in Mathematics and Computer Science from St. Francis College in India and an MBA from the University of Hyderabad. Ms. Ali has been a quant conference speaker and is member of client advisory board for MSCI Barra. She is a CFA charterholder.

Frederik Bossaerts

Dysrupt Labs Co-founder & Researcher

Frederik Bossaerts is co-founder and researcher at Dysrupt Labs, a solutions provider in event forecasting. His research interests and publications are in geopolitical and macroeconomic modeling, the design and mechanics of price formation in prediction markets, and the detection of informed traders. He holds degrees in Aerospace Engineering and Economics from Purdue University.

Todd Castagno

Morgan Stanley Head of Global Valuation, Accounting & Tax

Todd Castagno is Head of Global Valuation, Accounting & Tax (GVAT) within Morgan Stanley’s Research division. He provides accounting, tax, valuation, and financial modeling consultation services to analysts and investors and publishes research on accounting, tax, and valuation topics. He has been ranked as a top analyst and named to Institutional Investor’s All-American Research Team.  Todd serves on the Financial Accounting Standards Board’s Investor Advisory Committee and also chairs the Corporate Reporting Users’ Forum (CRUF), a network of investors and analysts that provide input to key stakeholders and policymakers on accounting and regulatory policy. Todd is a Chartered Financial Analyst and a Certified Public Accountant in the state of New York.

Colby Howard

Paragon Intel President & Founding Partner

Colby Howard is President and a Founding Partner of Paragon Intel, as well as Product Lead for JetTrack, Paragon's flight interface and dataset.

Karl Mattingly

Dysrupt Labs CEO & Founder

Karl is the founder and CEO of Dysrupt Labs. In the last 12 years, Karl has built Dysrupt Labs as a solutions provider in event forecasting. This is showcased since 2015 in Almanis, their leading public platform for predictions in geopolitics and macroeconomics. His academic publications on collective intelligence and prediction markets include event and risk forecasting in corporate governance, medical diagnosis, disease and epidemics, live sports, geopolitics, macroeconomics and elections.

Prior to Dysrupt, Karl was a senior banker and managed businesses with over 500 people, net earnings of more than $100M, gross trading limits of more than $50B, and trust assets of more than $100B. Karl also successfully conceived, designed, and launched multiple new products, end-to-end processes and new lines of business.

Karl has worked and lived in the USA, Asia and Australia, and has an MBA from Columbia University. He is also a qualified economist and accountant.

Giuseppe Paleologo

Independent Consultant

Giuseppe Paleologo is the principal of Can't Stop Consulting. One of his passions is helping portfolio managers get the most out of their investment ideas and of their data sets. During the past 10 years he has worked in senior roles for hedge funds like Citadel (as Director of Quantitative Research for Fundamental Equities), Millennium (as Head of Enterprise Risk), and Qontigo (as Director of Consulting Services). He is the author of the upcoming book "Advanced Portfolio Management: A Quant's Guide For Fundamental Investors".  In his previous life he was a mathematician in the Math Sciences Department of IBM Research.

Anton Pepe

Morgan Stanley Spatial Analyst

Anton Pepe is a spatial analyst on Morgan Stanley's AlphaWise Primary Research team, responsible for global geo-spatial analyses. He provides consultation services and analyses on retail and commercial footprints, demographics, and weather to both Morgan Stanley research analysts and investors. Anton holds an undergraduate degree from Syracuse University and an MSc in Geographical Information Science from University of Leicester.

Michael Recce

Neuberger Berman Managing Director and Chief Data Scientist

Michael Recce, Managing Director and Chief Data Scientist, joined the firm in 2017. Michael is building a new data science team that will leverage large, unstructured, novel data to evaluate the health of business. The primary, initial focus for the data science team is international equities. Prior to joining Neuberger Berman, Michael held a similar role at GIC, Singapore’s sovereign wealth fund, and at Point72 Asset Management. Before transitioning into the investment industry, Michael was a university professor for over twenty years, and helped set up and manage two successful start-up companies. He holds a PhD in Neuroscience from University College London and a BS in Physics from the University of California in Santa Cruz.

Ian Webster

Neudata Senior Vice President

Ian heads the Client Engagement group at Neudata, as well as its busy programme of events. He has spent the last six years helping asset managers, investment banks and retailers to get value out of traditional and alternative data. Prior to that, Ian's experience encompassed analytical and commercial roles at Vodafone, Bank of Scotland and Liberty Mutual.

Ian holds an MA in Mathematics from the University of Oxford, and a Saltire Fellowship in Entrepreneurship from Babson College, Massachusetts.

 

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