A panel of industry experts will help educate, advise and answer your most burning data questions. The format is 1:1 sessions with no sales pitch.
Book a 20 minute 1-to-1 consult free of charge.
Date and Time
February 9, 2021. Time slots available from 8am - 2pm EST.
Topic 1: Using data to inform investment decision-making
Founder and CEO
White Rock Data Solutions, LLC
Data activist Elizabeth Pritchard will share her insights on how to use alternative data to supplement and test hypotheses during the investment decision making process.
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.
Topic 2: Options market dynamics
Head of Product Intelligence
Cboe Global Markets
After a record year for options volume in 2020, expert Henry Schwartz takes a data driven look at trends and themes emerging in 2021. Will 2021 be another record? And if so how can you take advantage?
Henry is a trader and data innovator who has traded equity derivatives on US and European exchanges and served as president of TradeAlert prior to the acquisition by Cboe. He held senior positions at Bank of America, Bear Stearns, and Salomon Brothers and the Hull Group. Henry speaks at several industry conferences including his annual presentation at the Options Industry Council (OIC) Conference.
Topic 3: Ask Me Anything - Alternative data edition
Founder of CP Capital,
formerly at ExodusPoint and WorldQuant
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 about alt data on industry panels including: AI and Data Science in Trading, Battlefin and Neudata.
Topic 4: Folding alternative data into your investment process
Head of Quant Research for the Americas
Data scientist Marko Kangrga is on tap to help with alpha discovery in alternative data. His team at RavenPack has studied the insights contained in many datasets, from changes in earnings releases to news sentiment, and even media attention scores. He will share how you can take advantage of adjacent alpha opportunities that their research has identified.
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.
Topic 5: Using historical event data for model backtesting
Director of Quant Data Solutions
Wall Street Horizon
Learn how you can look back at single-stock events and analyze what information was known about them and when it was made public in order to yield unique intelligence about their market impact. Director of Quantitative Data Solutions Michael Raines will elaborate on how these insights can be used in strategy development and model backtesting.
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).