Join us at The Brewery, the premier event venue in the City of London, and discover our new cloud-based analytics service that derives insights from structured and unstructured content.
Prior to the new platform demo, senior finance professionals will address the challenges and opportunities in using unstructured data for financial applications.
RavenPack's new service is designed to help any financial professional, from quant researchers to discretionary traders, wealth and risk managers, and even compliance officers. You can walk away with $10K worth of RavenPack data* just for attending.
Thursday May 4, 2017
3:30 pm - 5:30 pm BST
52 Chiswell Street, London
A launch party will be held at the conference venue from 5:30 pm.
3:30 pm - Registration starts, coffee and nibbles
4:00 pm - Introduction and Welcome
Marc Pandolfi, Managing Director, RavenPack
4:05 pm - Why Investment Firms Choose RavenPack
Kevin Crosbie, Chief Product Officer, RavenPack
4:15 pm - Keynote: Big data and AI – where are the opportunities?
Stephen Weston, Principal Engineer and Numerical Libraries Architect, Intel Corporation
Depending on who you listen to, AI is either all doom and gloom or it is one of the biggest opportunities since the Industrial Revolution. What is not disputed is that AI will create all kinds of challenges, but shortages of data scientists mean that by itself AI may fail to fulfill its immense promise. In this talk, Stephen will examine the crucial role of data in unlocking the opportunities and value that the advent of AI is bringing.
4:45 pm - Research: Modeling News Impact Asymmetries
Peter Hafez, Chief Data Scientist, RavenPack
RavenPack Analytics brings the latest innovations in natural language processing - providing deeper textual analysis of unstructured documents, as compared to its predecessor. Focusing on the new event relevance and novelty scores, Peter will show how to take advantage of asymmetries stemming from event group heterogeneity to achieve stronger risk-adjusted performance. Specifically, he’ll highlight various examples that showcase the significant benefits of going beyond the headline when trading European and US equities.
5:05 pm - New Product Demo: Decision-Making Evolved
Armando Gonzalez, CEO, RavenPack
Armando will explain why RavenPack Analytics are used by over 70% of the top quant funds in the world and how the new platform can add value to both quantitative and discretionary investors.
5:30 pm - Cocktail Reception
Principal Engineer and Numerical Libraries Architect, Intel Corporation
Stephen is a Principal Engineer and Libraries Architect in the Programmable Solutions Group at Intel Corporation. He has over 25 years of experience in investment banking in trading risk management and quantitative research, formerly as head credit quant at JP Morgan where he developed a system for real-time credit derivatives risk. He is also a visiting professor in computational finance at Imperial College and holds a PhD in mathematical finance.
Chief Data Scientist, RavenPack
Peter Hafez is the head of data science at RavenPack, the leading provider of real-time news and social media analysis. Since joining RavenPack in 2008, he’s been a pioneer in the field of applied news analytics bringing alternative data insights to the world’s top banks and hedge funds. Peter has more than 15 years of experience in quantitative finance with companies such as Standard & Poor's, Credit Suisse First Boston, and Saxo Bank. He holds a Master's degree in Quantitative Finance from Sir John Cass Business School along with an undergraduate degree in Economics from Copenhagen University. Peter is a recognized speaker at quant finance conferences on alternative data and AI, and has given lectures at some of the world’s top academic institutions including London Business School, Courant Institute of Mathematics at NYU, and Imperial College London.
Armando Gonzalez is President & CEO of RavenPack, the leading provider of real-time news and social media analysis. Armando is an expert in the field of text analytics and applied semantic technologies. He has designed systems that turn unstructured content into structured data, primarily for financial trading applications. Armando is widely regarded as one of the most knowledgeable authorities on automated text and sentiment analysis. His commentary and research has appeared in leading business publications such as the Wall Street Journal, Financial Times, CNBC, among many others. Armando holds degrees in Economics and International Business Administration from the American University in Paris and is a recognized speaker at academic and business conferences across the globe.
Automated Trader is the first global magazine dedicated to automated and algorithmic trading. The magazine is a regular print and digital publication that focuses on all aspects of automation in the trading process.
Quantconferences.com is an online conference directory for algorithmic trading and quantitative finance linking to the majority of related quant conferences, symposiums, conventions and congresses.
Terms & Conditions
- The event is free to attend for accepted registrations from financial professionals and the media / press
- The $10K Worth of RavenPack Data promotion is only eligible for financial profesionnals physically present at the events
- The $10K Worth of RavenPack Data promotion is not valid for individual licenses or for existing trialists