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Generation AI - The New Data-Driven Investor

The RavenPack Research Symposium returns to New York on September 12th, register to receive updates on the agenda.

RavenPack Research Symposium: Generation AI - The New Data-Driven Investor

RavenPack’s events have become global, with attendance exceeding 250 buy-side professionals at the London Big Data and Machine Learning Revolution in April 2018. RavenPack Research Symposium returns to New York on September 12th. Industry buzz is that RavenPack’s Research Symposium is the “must attend event” for quantitative investors and financial professionals that are serious about Big Data.

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Expect a full day of thought provoking presentations and panel discussions focusing on the impact of Artificial Intelligence in the modern investment process. Speakers will present their research and views on the latest alternative data sets, machine learning techniques, and big data technologies reshaping the way we invest and trade globally.

With content very much research-driven and examples of real world use cases of alternative data and Artificial Intelligence in the investment process.

The preliminary agenda will be available shortly, register to receive updates.

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The speaker line-up is currently being worked on. We have invited several top buy and sell-side professionals, as well as academics. Below are confirmed speakers:

Last Updated: June 20, 2018

Marcos Lopez de Prado
Marcos Lopez de Prado
True Positive Technologies
Marcos founded Guggenheim Partners’ Quantitative Investment Strategies (QIS) business, where he developed high-capacity machine learning strategies. After managing up to $13 billion in assets, Marcos acquired QIS and spun-out that business from Guggenheim in 2018. Among several books, Marcos is the author of "Advances in Financial Machine Learning" (Wiley, 2018).
Rajesh T. Krishnamachari
Rajesh T. Krishnamachari
Head of Data Science, Equities
Bank of America Merrill Lynch
Rajesh expertise is on utilizing big/alternative data and machine learning / A.I. algorithms. He is undergoing research signals for systematic trading across asset classes by coupling data analysis with market intuition. Previously, he was Investment Strategist at JP Morgan.
Matthew Dixon
Matthew Dixon
Assistant Professor of Finance and Statistics
Illinois Institute of Technology
Matthew published over 20 peer reviewed publications on deep learning and financial modeling, has been cited in Bloomberg Markets and the Financial Times as an AI in fintech expert, and is a frequently invited speaker in Silicon Valley and on Wall Street. He has consulted for several prop trading and asset management firms around AI and is the co-founder of the Thalesians.
Hong Li
Hong Li
Head of U.S. Equity Quantitative Research | Managing Director
Citi Research
Hong began his career in 1997 as an analyst in the Equity Derivatives Research group of Salomon Brothers, one of the predecessors of Citi. He has published numerous papers on academic and industry journals, such as Journal of Portfolio Management, Risk, and Journal of American Statistical Association.
Matei Zatreanu
Matei Zatreanu
CEO / Founder
Matei founded System2 on the belief that fundamental investing will be augmented by data-driven technology. He previously played a leading role in the data initiative of a large global hedge fund. There, he sourced alternative data from hundreds of vendors and performed research studies.
George Bonne
George Bonne
Executive Director, Equity Factor Research
George and his team work to create new and innovative factors to be used in MSCI’s analytics and index products. Current projects involve creating new Sentiment factors derived from options, short interest, and estimates data, as well as exploring alternative big data sources and algorithms.
Peter Hafez
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.

Some of the past speakers at our events included (to name a few):

  • Nitish Maini, General Manager, Virtual Research Center / Vice President, Portfolio Management, WorldQuant
  • Dan Furstenberg, Head of Data Strategy, Jefferies
  • Marko Kolanovic, Global Head of Quantitative and Derivatives Strategy, J.P. Morgan
  • Yin Luo, Vice Chairman, Wolfe Research
  • Donald Putnam, Managing Partner, Grail Partners
  • Matthew Rothman, Managing Director / Head of Quantitative Equity Research, Credit Suisse (now at Goldman Sachs)
  • Ichihan Tai, Portfolio Manager / Head of Data Science, Tokio Marine Asset Management

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Wednesday, September 12
9:00 am - 5:00 pm

Convene Center Midtown West
117 W 46th Street, NY 10036

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

The event is free to attend for financial professionals with an invitation.

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Partner Sponsors

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Media Partners

Our past events

Video highlights of our last events

London 2018

New York 2017

Seen on Twitter

Chris Petrescu, formerly a Data Strategist at WorldQuant
Tim Harrington, CEO, BattleFin Asset Management
Adam Honore, Executive Director of Product for Global Data Licensing Services, CME Group

Anna Reitman, Journalist at MarketBrain
Jason Malatesta, Global Head of Partners and Alliances and Business Development at Dow Jones
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