5th Annual RavenPack Research Symposium: The Big Data & Machine Learning Revolution

September 19, 2017

Watch the highlights video below. Slides and videos of each session are also available lower on the page.

The Big Data & Machine Learning Revolution

RavenPack’s prestigious annual event has experienced growing interest, with attendance exceeding 260 buy-side professionals. Word on the street is RavenPack’s research symposium is a “must attend event” for quantitative investors and financial professionals that are serious about Big Data.

An excellent set of senior finance professionals shared their latest research and experience with big data and machine learning.

Attendance at the RavenPack Big Data and Machine Learning Revolution Event

Agenda

9:15 AM Registration & Coffee
10:00 AM Introduction to the Big Data and Machine Learning Revolution
Armando Gonzalez, CEO, RavenPack

10:15 AM Big Data and AI Strategies: Machine Learning and Alternative Data Approach to Investing
Marko Kolanovic, Global Head of Quantitative and Derivatives Strategy,
J.P. Morgan
Rajesh T. Krishnamachari, Vice President, Quantitative and Derivatives Strategy, J.P. Morgan
[For compliance reasons, this presentation and video is not publicly available.]
11:00 AM From Signals to Returns: Different Modeling Choices
Miquel Noguer Alonso, Executive Director, UBS & Adjunct Assistant Professor, Columbia University

11:30 AM Machine Learning & Event Detection for Trading Energy and Metal Futures
Peter Hafez, Chief Data Scientist, RavenPack

12:00 PM Lunch
1:15 PM Panel: Prepare your Organization for the Big Data Revolution
Moderator: Adam Honore, Executive Director of Product for Global Data Licensing Services, CME Group

Panelists:
- Thani Sokka, VP - Technology, PIB News, Insights & DNA, Dow Jones
- Stuart Kozola, Head of Finance Product Management, MathWorks
- Jason Cornez, Chief Technology Officer, RavenPack

2:00 PM Demand for Information and the Response of U.S. Treasury Bond Prices to Macroeconomic News
Hedi Benamar, Senior Economist, Board of Governors of the Federal Reserve System
[For compliance reasons, this presentation and video is not publicly available.]
2:20 PM Build Your Own Signals: A Language for Describing Sentiment Indicators
Jason Cornez, Chief Technology Officer, RavenPack

2:35 PM Lean Intelligence: The Rise of the Industrial Revolution in Investment Research
Ichihan Tai, Portfolio Manager / Head of Data Science, Tokio Marine Asset Management

2:55 PM Break
3:30 PM AI: Long Run Threat or Opportunity – what might the future bring?
Donald Putnam, Managing Partner, Grail Partners

3:50 PM People, Firms, Economies: The new age of data-driven finance
James Hodson, Senior Researcher - Artificial Intelligence Laboratory, Jozef Stefan Institute

4:10 PM Panel: Alternative Data: Why Should You Care?
Moderator: Marko Kolanovic, Global Head of Quantitative and Derivatives Strategy, J.P. Morgan

Panelists:
- Matthew Rothman, Managing Director / Head of Quantitative Equity Research, Credit Suisse
- Yin Luo, Vice Chairman, Wolfe Research
- Donald Putnam, Managing Partner, Grail Partners
- Peter Hafez, Chief Data Scientist, RavenPack

5:00 PM Cocktail Reception

Speakers

Last Updated: September 12, 2017

Marko Kolanovic
Marko Kolanovic, PhD
Global Head of Quantitative and Derivatives Strategy
J.P. Morgan
His team is responsible for developing macro, derivatives and quantitative trading strategies. Dr. Kolanovic's work is frequently quoted in financial press, and for his accurate short term forecasts of stock market returns, the media dubbed him ‘The Man who moves Markets’
Matthew Rothman
Matthew Rothman
Managing Director / Head of Quantitative Equity Research
Credit Suisse
Matthew has held a variety of positions both in academia and industry. Prior to joining Credit Suisse, Matthew was the director of Global Quantitative Macro Research at Acadian Asset Management
Ichihan Tai
Ichihan Tai
Portfolio Manager / Head of Data Science
Tokio Marine Asset Management
Ichihan is responsible for systematic event-driven strategies in this asset management subsidiary of Japan's oldest and largest non-life insurance company, Tokio Marine Holdings.
James Hodson
James Hodson
Senior Researcher - Artificial Intelligence Laboratory
Jozef Stefan Institute
James is an Artificial Intelligence researcher whose work spans Natural Language Processing, Information Extraction, Network Inference, and Graph Modeling. Previously, he founded and directed the Artificial Intelligence research group at Bloomberg LP
Yin Luo
Yin Luo
Vice Chairman
Wolfe Research
Prior to his role at Wolfe, Yin was a Managing Director and Global Head of Quantitative Strategy at Deutsche Bank where he built a world class quantitative and macro research franchise.
Hedi Benamar
Hedi Benamar, PhD
Senior Economist - Global Capital Markets
Board of Governors of the Federal Reserve System
Hedi's research interests focus on behavioral finance and market microstructure. He holds a PhD in Finance from HEC Paris and a MSc in Applied Mathematics from the University Paris Dauphine.
Adam Honoré
Adam Honoré
Executive Director of Product for Global Data Licensing Services
CME Group
Adam is responsible for developing and launching new data products, distribution methods, and analytics leveraging both internal and external data sources.
Donald H. Putnam
Donald H. Putnam
Managing Partner
Grail Partners
Don founded Grail Partners LLC in early 2005. He serves on the investment committee of Ripon College and the boards of Imation Corp, Manifold Partners, and Welton Investment Partners.
Thani Sokka
Thani Sokka
VP - Technology, PIB News, Insights & DNA
Dow Jones
Thani oversees the technology product management and development of Dow Jones Professional Information Business products and the recently launched DNA (Data, News & Analytics) Platform.
Miquel Noguer Alonso
Miquel Noguer Alonso
Executive Director / Adjunct Assistant Professor
UBS / Columbia University
Miquel Noguer Alonso is a financial markets practitioner with more than 20 years of experience in asset management, currently at UBS. He is Adjunct Assistant Professor at Columbia University teaching Asset Allocation, Big Data in Finance, Fintech and Hedge Fund Professor at ESADE
Rajesh Tembarai Krishnamachari
Rajesh T. Krishnamachari, PhD
Vice President, Quantitative and Derivatives Strategy
J.P. Morgan
Rajesh is a researcher on systematic cross-asset (Equity/FX/Commodity/Rates; Delta-one and Derivative-based) strategies with the Macro Quantitative and Derivatives Strategy team.
Stuart Kozola
Stuart Kozola, FRM
Head of Finance Product Management
MathWorks
Stu is head of computational finance products and strategy at MathWorks, creators of MATLAB. He is responsible for the evolution of MATLAB based products applied for data science and quantitative finance.
Jason S. Cornez
Jason S. Cornez
Chief Technology Officer
RavenPack
Jason is responsible for the design and implementation of the RavenPack software platform. He is a hands-on technology leader, with a consistent record of delivering break-through products.
Peter Hafez
Peter Hafez
Chief Data Scientist
RavenPack
Peter is a pioneer in the field of applied news analytics, bringing alternative data to banks and hedge funds. He has more than 15 years of experience in quantitative finance with companies such as Standard & Poor's, Credit Suisse First Boston, and Saxo Bank.

Sponsors

Media Partners

Location

When :
Tuesday Sept 19
9:00 am - 5:00 pm EDT

Where
10 On the Park at Time Warner Center
60 Columbus Circle, 10th Floor, NYC

A cocktail reception was held at the conference venue from 5:00 pm.



By providing your personal information and submitting your details, you acknowledge that you have read, understood, and agreed to our Privacy Statement and you accept our Terms and Conditions. We will handle your personal information in compliance with our Privacy Statement. You can exercise your rights of access, rectification, erasure, restriction of processing, data portability, and objection by emailing us at privacy@ravenpack.com in accordance with the GDPRs. You also are agreeing to receive occasional updates and communications from RavenPack about resources, events, products, or services that may be of interest to you.

Data Insights

Read More