The Quant Conference 2019 NY

1/12

SPEAKERS

Screen Shot 2019-02-26 at 20.54.03.png

Geoffrey Lauprete

Vice Chairman and Chief Investment Officer, WorldQuant

Aaron Brown

Professor, Courant Institute, and former Chief Risk Officer, AQR

Screen Shot 2019-03-23 at 16.23.38.png

Gary L. Bergstrom

Founder of Acadian Asset Management

Emanuel Derman

Professor, Columbia University

Screen Shot 2019-02-20 at 17.58.14.png

Robert J. Frey

CEO and CIO, FQS Capital, and former MD, Renaissance Technologies

Screen Shot 2019-03-27 at 09.31.59.png

Stan Beckers

Executive Fellow and Chair of the AQR Asset Management Institute at London Business School

Screen Shot 2019-03-27 at 20.54.57.png

Adil Abdulali

President and Chief Science Officer, MOV37 and Protégé Partners

Screen Shot 2019-03-23 at 16.01.49.png

Michael Recce

Chief Data Scientist,
Neuberger Berman

Russell Barlow

Global Head of Alternative Investment Strategies, Aberdeen Standard Investments

Screen Shot 2019-03-07 at 10.50.08.png

Andreas Kreuz

Deputy Chief Investment Officer and Chief of Staff, WorldQuant

Craig Bergstrom.jpg

Craig Bergstrom

Managing Partner, Chief Investment Officer, Corbin Capital

Screen Shot 2019-02-08 at 22.03.33.png

Peter Carr

Professor, NYU Tandon School of Engineering

Screen Shot 2019-04-03 at 21.49.00.png

Victoria Vodolazschi

Director of Investments at Willis Towers Watson

Roman Ginis

Founder and CEO of Imperative Execution

Screen Shot 2019-02-26 at 20.44.51.png

Perry Vais

Head of Quantitative Strategy, Partner, BlueMountain Capital Management

Screen Shot 2019-03-05 at 14.11.46.png

Otto Van Hemert

Head of Macro Research and Partner, Man AHL

Screen Shot 2019-02-05 at 14.58.18.png

Gordon Ritter

Adjunct Professor Courant Institute, Former Senior Portfolio Manager, GSA Capital

Francesco Filia.jpg

Francesco Filia

Chief Executive Officer and Chief Investment Officer, Fasanara Capital

Nitish Maini

General Manager, Virtual Research Centre & Vice President, Portfolio Manager, WorldQuant

Screen Shot 2019-03-25 at 14.53.54.png

Morton Lane

Director of the Master of Science in Financial Engineering at University of Illinois

Screen Shot 2019-01-31 at 16.04.19.png

Zura Kakushadze

President and Chief Executive Officer, Quantigic® Solutions

Manoj Narang

Founder and Chief Executive Officer, MANA Partners

Screen Shot 2019-02-26 at 20.38.36.png

Richard Lindsey

CIO Liquid Alternative Strategies, Windham Capital Management

Screen Shot 2019-02-18 at 15.30.04.png

Stuart MacDonald

Managing Partner, Bride Valley Partners

Screen Shot 2019-04-03 at 21.50.55.png

Antigoni Polychroniadou

Researcher at AI Research and Cryptographer, J.P. Morgan

Screen Shot 2019-04-03 at 21.51.06.png

Jing Xu(Tilky)

Quant Researcher in Corporate & Investment Banking at J.P. Morgan

Amy Dafnis

Neudata

Screen Shot 2019-04-10 at 07.26.34.png

Richard Edwards

CEO, HED Capital

Sponsors

Platinum Sponsors

2018_WQ Stacked Orange Rev.png

Silver Sponsor

Bronze Sponsors

Thalēs_Logo_White.png

Screen Shot 2019-04-03 at 22.05.20.png

OUR PARTNERS

Leading Partner

26787610a73e7ec7b79a37c2188750a0_400x400

Academic Partners

Oxford_Saïd_logo_on_light-2.png

Screen Shot 2019-04-01 at 15.47.52.png

Media Partners

CAIA_logo_transparent (1).png

Crypto Partners

Agenda

8:40 AM - 8:50 AM

Opening Remarks

Nikita Fadeev, Founder of The Quant Conference

Stuart MacDonald, Managing Partner, Bride Valley Partners

stuart m.jpg

Screen Shot 2019-03-07 at 10.50.08.png

Keynote: Inside the Alpha Factory: Where AI Meets Global Talent

Geoffrey Lauprete, CIO and Vice Chairman, WorldQuant

Andreas Kreuz, Deputy CIO and Chief of Staff, WorldQuant

Screen Shot 2019-02-26 at 20.53.43.png

8:50 AM - 9:20 AM

8:00 AM - 8:40 AM

Registration

Mingling

Keynote: Privacy Preserving Analytics

Antigoni Polychroniadou, J.P. Morgan

Screen Shot 2019-04-03 at 21.50.55.png

9:20 AM - 9:50 AM

9:50 AM - 10:30 AM

Panel: Industry vs Academia. What are the differences and similarities in how quantitative research is done

Robert Frey, CEO and CIO, FQS Capital Partners

Michael Reece, Chief Data Scientists, Neuberger Berman

Morton Lane, Director of the Master of Science in Financial Engineering at University of Illinois

Stan Beckers, Executive Fellow and Chair of the AQR Asset Management Institute at London Business School

Jing Xu, J.P. Morgan

Screen Shot 2019-02-20 at 17.58.14.png

Screen Shot 2019-03-23 at 16.01.49.png

Screen Shot 2019-03-25 at 14.53.54.png

Screen Shot 2019-03-27 at 09.31.59.png

Screen Shot 2019-04-03 at 21.51.06.png

10:30 AM - 11:00 AM

BREAK

Mingling

11:00 AM - 11:30 AM

Keynote: Machine Learning Approaches to Optimal Execution, Hedging. and the Discovery of Arbitrage

Gordon Ritter, Adjunct Professor, Courant Insitute

Screen Shot 2019-02-05 at 14.58.18.png

11:30 AM - 12:10 PM

Panel: Legends of the industry on how it all started

Emanuel Derman, Professor, Columbia University

Gary Bergstrom, Founder, Acadian Asset Management

Aaron Brown, Professor, Courant Institute

Adil Abdulali, President and Chief Science Officer of MOV37 and Protégé Partners

Screen Shot 2019-03-23 at 16.23.38.png

Screen Shot 2019-03-27 at 20.54.57.png

12:10 PM - 12:40 PM

Keynote: The World of Alphas

Nitish Maini, General Manager, Virtual Research Centre and Vice President, WorldQuant

12:40 PM - 1:30 PM

LUNCH

Mingling

1:30 PM - 2:10 PM

Panel: Challenges and opportunities for quants

Francesco Filia, CEO and CIO, Fasanara Capital

Otto Van Hemert, Head of Macro Research, Man AHL

Craig Bergstrom, Managing Partner and CIO, Corbin Capital

Victoria Vodolazschi, Director of Investments at Willis Towers Watson

Screen Shot 2019-04-03 at 21.49.00.png

Francesco Filia.jpg

Screen Shot 2019-03-05 at 14.11.46.png

Craig Bergstrom.jpg

Screen Shot 2019-02-08 at 22.03.33.png

2:10 PM - 2:40 PM

Keynote: Just in Time Portfolio Insurance

Peter Carr, Finance and Risk Engineering Department Chair, NYU Tandon

2:40 PM - 3:10 PM

Keynote: Using AI to optimise matching

Roman Ginis, Founder and CEO of Imperative Execution

3:10 PM - 3:30 PM

BREAK

Mingling

3:30 PM - 3:45 PM

Presentation: The Alternative Data Landscape in 2019

Amy Dafnis, Neudata

3:45 PM - 4:15 PM

Keynote: Risk Models for Quant Trading

Zura Kakushadze, President and CEO, Quantigic® Solutions

Screen Shot 2019-01-31 at 16.04.19.png

4:15 PM - 4:55 PM

Application of Machine Learning in systematic investing

Manoj Narang, Founder and CEO, MANA Partners

Stuart MacDonald, Managing Partner, Bride Valley Partners

Perry Vais, Head of Quantitative Strategy, BlueMountain

Richard Edwards, CEO of HED Capital

stuart m.jpg

Screen Shot 2019-02-26 at 20.44.51.png

Screen Shot 2019-04-10 at 07.26.34.png

4:55 PM - 5:00 PM

Closing Remarks

Stuart MacDonald, Managing Partner, Bride Valley Partners

Nikita Fadeev, Founder, The Quant Conference

stuart m.jpg

5:00 PM

END