RavenPack Sponsors Quant Strats London 2022

October 13, 2022

Meet RavenPack and the entire quantitative investment ecosystem at Quant Strats London, the leading event for quantitative investment thought-leaders.

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Sponsored by RavenPack, Quant Strats London 2022, will bring together the leading minds on quantitative investment strategies, from hedge funds, asset managers and investment banks. Formerly known as AI and Data Science in Trading, this event will gather over 30 speakers who will share their knowledge on applying model-based, quantitative investment strategies, leveraging technology and utilize dynamic risk management to ensure increased returns.

Our Chief Data Scientist, Peter Hafez, will share his latest insights on how can natural language processing (NLP) turn alternative data into actionable information for risk management, emerging markets, and thematic investment opportunities, in the keynote panel “Exploring the value in previously under-utilised assets to maximize your profit”.

Additionally, our ESG expert, Ludovic Mathieu, will join the “Applying quantitative investing to ESG to increase your alpha and sustainability returns” panel to showcase our newly-released ESG Controversy Framework which delivers real-time indicators of controversies identified in media reports based on a purpose-built taxonomy and how it can help your fundamental and systematic traders.

See full agenda here .

When : 13 October, 2022

Where : Park Plaza Victoria London , UK

RavenPack Presents:

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Peter Hafez - Chief Data Scientist

9:20am BST

KEYNOTE PANEL: Exploring the value in previously under-utilised assets to maximize your profit

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.

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Ludovic Mathieu - ESG Quantitative Researcher

2:30pm BST

Track C: Quantitative Strategy, ESG and Alternative Assets

PANEL: Applying quantitative investing to ESG to increase your alpha and sustainability returns

Ludovic is a Quantitative Researcher at RavenPack focusing on ways of leveraging news data analytics for ESG applications and investment strategies. Before joining RavenPack in 2021, he worked at La Francaise Asset Management in London where he led the quantitative sustainability research effort and developed ESG and Carbon models.

Ludovic holds a master’s degree in Financial Risk Engineering from the University of Bordeaux and an Engineering degree from the Bordeaux INP engineering school.

About RavenPack

RavenPack is a leading big data analytics provider in financial services. The company’s products and extensive database allow financial professionals to analyze large amounts of unstructured content, and incorporate effects of public information in their models and workflows. RavenPack’s clients include the most successful hedge funds, Tier 1 and 2 banks, and asset management firms around the globe. Learn More