2020 Agenda

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9:00 am
Welcome and opening remarks
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Welcome address from Quandl CEO Tammer Kamel.

Tammer Kamel
CEO, Quandl

9:15 am
Keynote address: What drives the hedge fund professional?
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Brian Koppelman is the co-creator, executive producer, and showrunner of the Showtime hit drama series, Billions. He's the man who created Axe, Taylor Mason, and Wags, among many others. How did Koppelman come to understand the unique and sometimes baffling zeitgeist of the hedge fund, and how did he get inside the heads of some of the most powerful investors in the world to drive his creative process?

In this fireside chat, Brian tells us whether his characters are heroes, villains or both. He explains the psychology of the investment manager and he helps us understand the perception of "hedgies" in popular culture. As a bonus, we will learn about his incredibly fluent creative process as something we can all apply in our lives to be better professionals.

Brian Koppelman
Co-Creator, "Billions"

9:45 am
Alternative data has some blindspots to overcome
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Over the last several years, the industry has worked hard to assimilate alternative data into the investment process. While lengthy strides have been taken, there are some very basic steps that have been almost universally skipped. Why do firms wait until after an investment is made to buy data? Why don't they track the trades they don't make as well as the ones they do? What does this all mean for evaluating the use and value of information? This discussion between three of the leading thinkers in alternative data today will offer up some thoughts on how to build a real data process from first principles, from the ground up.

Kirk McKeown
Head of Proprietary Research, Point72

Evan Reich
Head of Data Strategy and Sourcing, Quandl


10:15 am
Morning break
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Join us for light refreshments in the exhibit hall.

10:45 am
Catalyzing data-driven investing: 5 problems and 5 solutions
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We rounded up the five toughest challenges facing data-driven investors today and how they can be solved, whether through technology, people, processes or a combination of all three. The issues our industry is grappling with today run the gamut from sourcing, vetting, and cleaning, to signal finding, compliance, and delivery. Across all of these, Bill will present ideas and firms with the most ingenious approaches to tackling these thorny problems.

Bill Dague
Head of Alternative Data Research, Quandl

11:30 am
Trends for 2020: what's shaping financial markets?
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In this session we will tap the minds of a diverse group of industry practitioners to explore trends in and around data-driven investing. Themes will include machine learning and AI, electronic/algorithmic trading, outsourced execution, and the future of the major data platforms. Strategic considerations, M&A tactics and macro themes will permeate the discussion. We’ll look for vantage points that let us imagine life as an institutional investor five years out.


11:55 am
To be announced
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Session details to be announced

Matthew Rothman
Managing Director, Goldman Sachs

12:20 pm
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Join us in the exhibit hall for lunch and networking.

1:30 pm
To be announced
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Session details to be announced

2:00 pm
Perspectives on quantamental investing
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Quantamental exists across a spectrum, from almost purely machine-driven to almost purely discretionary. The three panelists here ably cover that spectrum. One is developing algorithms that function like an analyst, but without the subjectivity and the emotional thinking. One is using machine learning to reduce her world to 60 stocks that are most likely to see significant dividend growth, but will then hand this list to fundamental analysts to pick the top 12 in which to invest. And the third believes that there is still much value to be found in personal conversations, the reading of body language, and other human elements that simply cannot be replaced by a machine.

Chris Meredith
Co-CIO, O'Shaughnessy Asset Management

‍Matei Zatreanu
CEO, System2

Leyla Imanirad
Innovation Strategist, Bristol Gate Partners

David Sowerby
Managing Director, Ancora Advisors

2:30 pm
Dolphins, tractors and guard rails: when the human eye works better than the machine
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P Street Advisors is undertaking highly specific, bespoke alternative data research on behalf of its buyside clients. Using a variety of privately sourced and remote sensing data, Ed Burke has uncovered significant alpha across a broad range of use cases that rely on aerial photography, satellite imagery, and ground and field sensors. Ed will walk you through some key use cases and finally put to rest the debate of whether satellite data is useful or not. (Hint: it is).

Ed Burke
President and Co-Founder, P Street Advisors

2:50 pm
Return forecasting using machine learning: Moving “all-in”
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Millburn is one of the world’s longest-running systematic firms, with a legacy back to 1971. Millburn’s co-CEO Barry Goodman explains how and why the firm was an early mover in adopting a machine-first approach to continuous return and execution cost forecasting, with research starting in 2011 and implementation beginning in 2013. He demonstrates how their framework was successfully applied to billions of dollars trading global futures and FX markets, local China futures markets, and now, most recently, to active securities trading. He also discusses what role market experience and human judgement continue to play.

Barry Goodman
CEO, Millburn

3:10 pm
Afternoon break
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Please join us in the exhibit hall for refreshments.

3:30 pm
Exploring the concept and characteristics of "People Alpha"
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Session details to be announced.


4:00 pm
Alternative data & the efficient market hypothesis: a practitioner's perspective
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Session details to be announced.

Wotjek Fundamenski
Senior Portfolio Manager & Director of Research Process, Teza

5:45 pm
Cocktail reception
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Please join us in the exhibit hall for cocktails.