| 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
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
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
See the full agenda
March 15, 2021
11:45 am - 12:00 pm
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,
First Boston, and Saxo Bank.
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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We consider incorporating sentiment signals from news, earnings call transcripts, and insider transactions to
boost the risk-adjusted returns, and revive factor performance.
We find stronger, more predictable market reactions when the words of company executives agree with their actions.
We have gathered 12 insights from 2021 research that can be leveraged in 2022.