Macro and Credit Deep Dive

21st October 2021 11am - 1pm ET | 4pm - 6pm BST

Join Neudata as we explore the most commonly discussed questions around Macro and Credit alternative data trends.

Combining macro and credit...

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

Can alternative data sources provide economic insights into a country’s level of price stability, currency value and central bank sentiment? Alternative data can help investors understand the big global trends.

Join Neudata on 21st October as we explore the alternative datasets that could be used to track economic activity and recovery, central bank policy and trends in the fixed-income investing space.

Programme

Discover Macro & Credit insights and trends

  • 11:00am ET | 4:00pm BST
    Welcome & introduction

    Dean Murphy, Global Events Director, Neudata

  • 11:05am ET | 4:05pm BST
    Factor Investing Comes to Credit

    Vishwas Patkar, Executive Director – Credit Strategy, Morgan Stanley
    Ray Shi, Quantitative Strategist, Morgan Stanley

  • 11:35am ET | 4:35pm BST
    Flawed diversification – optimized for the past 20 years, not the next 10

    Christian Takushi, Macroeconomist & Geopolitical Strategist, Geopolitical Research

  • 12:10pm ET | 5:10pm BST
    Using Credit Trends to predict the post-pandemic world

    Pete McGinnis, Director, Equifax

  • 12:30pm ET | 5:30pm BST
    Information Overflow in Macro and How to Tackle it

    Laurent Bilke, CEO and Head of Research, Alternative Macro Signals

  • 12:40pm ET | 5:40pm BST
    Alternative data and faster economic indicators at the UK Office for National Statistics

    Dr Louisa Nolan, Chief Data Scientist, Office for National Statistics

  • 01:00pm ET | 6:00pm BST
    Close

Speakers

  • Louisa Nolan

    Office for National Statistics

    Chief Data Scientist

    Louisa joined the Campus in 2017 and is responsible for the Campus’ programme of innovative data science projects and programmes, and building data science capability in the public sector.

    After studying physics at Oxford University, and completing a PhD in astrophysics at Edinburgh University, Louisa was a post-doctoral research fellow at Birmingham University, exploring the formation and evolution of galaxies.

    She joined the Civil Service in 2008, and has been developing cutting-edge statistics, research and analysis since then, including the first ONS publication of real-time economic indicators.

  • Dean Murphy

    Neudata

    Global Events Director

    Dean is responsible for leading, developing and expanding Neudata’s events programme.

    Having spent the last decade creating, building and scaling conference and content businesses within the FinTech and Energy sectors, Dean has worked with some of the most recognisable global brands on B2B events of all sizes. Dean co-founded two conference companies in 2013 and exited through acquisition in early 2020.

    Dean holds a BA Hons degree in Theatre and Performance Studies from Warwick University.

  • Matt Napoli

    AWS Data Exchange

    Business Development

    Matt leads Consumer Markets Business Development for the AWS Data Exchange by helping customers more easily find and connect to new data sources. Prior to AWS, Matt managed Data Distribution for 1010data (2016-2019) and was a Business Developer for Two Sigma’s Alpha Capture Strategy (2007-2016).

  • Laurent Bilke

    Alternative Macro Signals

    CEO and Head of Research

    Laurent Bilke is CEO and Head of Research at Alternative Macro Signals. A trained economist, Laurent worked at the European Central Bank and led macro research teams in investment banks and hedge funds (Citadel and Stone Milliner).

    He has set up Alternative Macro Signals in 2020 to tackle unstructured data (text) in macro and build information processing tools and trading signals for discretionary and systematic funds.

  • Ray Shi

    Morgan Stanley

    Quantitative Strategist

    Ray Shi is a Quantitative Strategist in Morgan Stanley Quantitative Investment Strategies (QIS) Research team, where He focuses on systematic fixed income investment research. Previous to Morgan Stanley, he was at Goldman Sachs developing systematic equities trading strategies. Ray holds a PhD in Computational Economics from Imperial College London and a master in Financial Statistics from London School of Economics.

  • Vishwas Patkar

    Morgan Stanley

    Executive Director, Credit Strategy

    Vishwas Patkar is an Executive Director in Morgan Stanley’s Fixed Income Research department, based in New York. He leads the investment grade and credit derivatives strategy effort within Research, focused on corporate bonds and synthetic products such as credit default swaps, TRS, and options. Vishwas has been ranked second in the Credit Derivatives Strategy category in the Institutional Investor survey since 2017, was part of the Runner-up-ranked IG category in 2019. He joined Morgan Stanley in 2008 and holds master’s and bachelor’s degrees in mechanical engineering from the Indian Institute of Technology Bombay.

  • Christian Takushi MA UZH

    Global Geopolitical Research

    Macroeconomist & Geopolitical Strategist

    Christian Takushi is a Macro Economist with 31 years experience in Research, Portfolio Management and Strategy focused on Currencies, Emerging Markets and Geopolitics. Policy makers, central banks and institutional investors seek his out of-the-box analysis & advise as independent geopolitics expert.

    He began as a Macroeconomic Analyst at ZKB Research in 1989 and was invited to join Credit Suisse Group in 1993 as Portfolio Manager where he convinced the Private Banking arm to invest in emerging markets - building the research & investment teams in Hong Kong and Singapore. Christian was invited to join Swisscanto Asset Management in 1998 as Director where he continued to manage Emerging Asia & Japanese equities for 14 years. He shaped the Equity & Global Currency Strategies. In 2012 he was invited to join the Global Emerging Markets unit at BCV Asset Management in Lausanne, where he led EM Strategy. Since February 2015 he serves his clients as an Independent Macro Economist & Geopolitical Strategist. His macroeconomic research boutique analyses global Geopolitical Macro Trends underestimated by consensus.

    Takushi has lectured/spoken at the Bank for International Settlements, Lausanne University, CFA Institute, IMD Executive MBA Program, Institut Le Rosey etc. – Interviewed on Bloomberg TV, European radio and Swiss TV numerous times. Born in Peru in 1966, he did the German Abitur in Natural Sciences at the Humboldt Gymnasium in Lima, became a Physics-Laboratory Technician (BA) and achieved a Master in Macro Economics at the Institute of Empirical Economic Research of Zurich University. A member of the CFA Institute and the  Swiss Financial Analysts Association.

  • Peter McGinnis

    Equifax

    Director and Sales Leader

    Pete McGinnis is the sales leader for Equifax Capital Markets and Government Credit Group.  Prior to joining Equifax in 2010, he worked 10 years in Standard & Poor's Structured Finance Group. He holds a B.A. from Colgate University and an M.B.A from Fordham University.

Sponsors

Accredited by

  • Banking
  • Credit Risk
  • Macro Derivative
  • Systematic Risk
  • Credit Derivative
  • Inflation