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The AI & Data Science in Trading 6th Virtual Event

RavenPack | March 15, 2021

RavenPack’s Peter Hafez and Marko Kangrga will be talking about the changing nature of risk and strategies for generating alpha at the 6th edition of the AI & Data Science in Trading Virtual Event, this March.

Generate Alpha. Manage Risk. Optimize Portfolios.

The event brings together experts in the field of AI and advanced data analytic techniques within asset management, whose focus is on finding alpha, managing risk and optimizing portfolios.

RavenPack’s Chief Data Scientist Peter Hafez will kick off the event with a presentation entitled “Understanding Risk Through the Data Mosaic” and will cover the following topics:

  • How using data to gain an understanding of the interconnectedness of the world is required to uncover future sources of risk.
  • That leveraging data mosaics can help investors glean new insights about real-time business risk.
  • How the future of alternative data will not be found ‘off-the-shelf’ - curated creation of new insights is becoming the norm.

    • The full time-table of events in which Peter and Marko will be participating is below:

    11.55am Day 1 Understanding Risk Through the Data Mosaic Peter Ager Hafez

    12.15pm Day 1 Birds of a Feather Masterclass Marko Kangrga

    12.25pm Day 2 Birds of a Feather Masterclass with topic Marko Kangrga

    3.30pm Day 2 Integrating alpha into your ESG portfolio Peter Ager Hafez

    4.10pm Day 2 Panel: Journey of embedding quant methods within your fundamental approach for effective analysis Marko Kangrga

    About the AI & Data Science in Trading Virtual Event

    Delegates to the 6th edition of the AI & Data Science in Trading Virtual Event will be able to join two days of stimulating content online, including keynote speakers and vigorous panel debates. They will have the opportunity to network with other attendees, be part of Live Q&As, and set up one-to-one meetings with colleagues, customers, and suppliers.

    See the full agenda here

    When:
    March 15, 2021
    11:45 am - 12:00 pm

    Where
    Online event

    Register here


    Peter Hafez

    Chief Data Scientist

    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.



    Marko Kangrga

    Head of Quantitative Research RavenPack

    Marko is the Head of Quantitative Research for the Americas at RavenPack with over 10 years of experience in the finance industry. He focuses on exploring novel approaches and techniques for combining fundamental drivers with big data quantitative frameworks to identify alpha opportunities from a wide universe of securities across multiple asset classes.

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    Previously, as the head trader/investment analyst at an event-driven hedge fund in New York, he was responsible for macro research, idea generation and risk management. Marko has experience in utilizing quantitative methods in portfolio construction, developing hedging strategies and trading structured derivative instruments. He earned a B.S. degree in Finance, summa cum laude, with a minor in Computer Science from the University of Evansville in 2008.

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