Incorporating the New Wave of Data Disruptors Into Your Trading and Risk Strategies
Hosted by Wall Street Horizon, please join industry experts for a panel discussion on overcoming challenges of incorporating unstructured data sets into the investment process. As the appetite for alternative data increases, we address concerns about the pace of alpha arbitrage as more and more investors use specific data sets.
Come away with answers on:
As more firms build their data science teams and increase spend, will the speed of decay increase? Is commoditization a bad thing?
How has the move to the cloud changed things, especially the speed and cost of computing?
In the current data deluge, how do you find new and valid sources of data without wasting time?
Where is the alternative data space headed in the next 10 years and what types of data will be most influential in finance?
April 6, 2021 at 10am ET | free to attend.
1:1 Private Consults with Data Experts
April 6 and 7, 2021 | 20-minute time slots available. No sales pitch, just education and advice | free of charge.
To sign up for the virtual panel, click the blue button below, to sign up for a 1:1 you can scroll to your preferred expert and click their signup button.
VP of Research
Wall Street Horizon
Christine Short is focused on publishing research on Wall Street Horizon event data covering 8,500+ global equities in the marketplace. Over the past 15 years in the financial data industry, her research has been widely featured in financial news outlets including regular appearances on networks such as CNBC and Fox to talk corporate earnings and the economy.
Founder of CP Capital
formerly at ExodusPoint and WorldQuant
1:1 Consults Topic: Ask me anything - alternative data edition
Data strategy veteran Chris Petrescu is here to answer all of your data questions. Chris will share his experiences on sourcing, managing, testing, and combining alternative datasets.
Chris Petrescu founded CP Capital to bring Data Strategy as a Service to the financial world. Chris was previously Head of Data Strategy at ExodusPoint Capital Management, where he managed global data sourcing and strategic enterprise data efforts across both quantitative and discretionary teams across all asset classes. Chris was also a data strategist at WorldQuant. He speaks frequently at industry events including: AI & Data Science in Trading, Battlefin and Neudata.
Founder and CEO
White Rock Data Solutions, LLC
1:1 Consults Topic: The foundational building blocks for incorporating alternative data into your investment strategy
Data activist Elizabeth Pritchard will share her insights on how institutional investors can get started onboarding new data sets into their investment strategies in their quest to discover untapped alpha.
Elizabeth is a serial innovator, data and analytics-driven executive with over 25 years experience in data and finance. Prior to founding White Rock Data Solutions, Elizabeth held C-suite positions at Goldman Sachs, AIG and Crux Informatics. Elizabeth is advising the Alternative Data Council of the Financial Information Systems Division of the SIIA, (FISD) on Go-To-Market for Industry-Wide Alternative Data. And she is a member of the Board of Directors of Eagle Alpha.
Head of Quant Research for the Americas
1:1 Consults Topic: Incorporating quant strategies into your fundamental approach
Data Scientist Marko Kangrga will discuss methods on applying data science and taking a quantamental approach to your investment strategy.
Marko is the Head of Quantitative Research for the Americas at RavenPack. 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. As the head trader at an event-driven hedge fund in New York, he utilized quantitative methods in portfolio construction, developing hedging strategies and trading structured derivative instruments.
Former Director of Market Data Strategy
1:1 Consults Topic: Finding new and valid sources of data without wasting time
Learn how to narrow down the alt data playing field and determine the data worth spending precious budget funds. As a former decision-maker on all things alt data at Credit Suisse’s internal $650 million quant fund, QT, Roberto can share his findings.
Roberto was previously Director of Market Data Strategy at Credit Suisse Asset Management and held similar positions at Schonfeld Strategic Advisors and Millennium Partners. As a data analyst in buy side and sell side, he maintained a focus on alternative data. Roberto sits on several boards including Battlefin.
Head of Derived Market Data & Analytics
Cboe Global Markets
1:1 Consults Topic: Let's talk about opportunities with options
Will there be another options fueled buying frenzy in the short term? Take a look into the sector of your choice and discuss options trading and volatility with this 20+ year pro trading veteran.
Kevin Lane Nichols began his professional trading career as a market maker at Interactive Brokers (then as Timber Hill) in 1995. He has spent the majority of his career analyzing market data for options and equity traders as Chief Product Officer at Livevol, which was bought by Cboe Global Markets in 2015.
Data Experts Available for 1:1 Consults
1:1 Consults Topic: The continuing evolution of ESG data and ratings
Industry veteran Herb Blank will be on hand to discuss the latest trends in ESG investing, focusing on how investors can take advantage of the expansion of detail, volume and quality of these data sets as they rapidly become democratized.
As the Head of the Product Strategy practice at Global Finesse LLC, Herb provides ESG, ETF, enhanced indexing and alternative data expertise. During the past 35 years Herb has been involved in quantitative risk management, ESG modeling, ETF product development, portfolio management, product strategy, and business development. He is a frequently published author and a well-recognized name from his 22 years helping to guide QWAFAFEW, a global society of investment quants.
Director of Quant Data Solutions
Wall Street Horizon
1:1 Consults Topic: Identifying event clusters and how they affect volatility
Talk with Michael Raines to learn how uncovering and understanding the patterns within corporate event data - such as repetitive and sporadic scheduling, time/day of week schedules and a confluence of events at the same company can benefit your investing strategies.
Author of whitepaper Exploring Corporate Event Data and Volatility published on Social Science Research Network (SSRN), Michael Raines originally hails from academia. He has worked with investment and financial firms for more than 25 years on a broad range of capital market issues. He is active in several financial associations including Chicago Quantitative Alliance (CQA).