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L2Q HONG KONG

September 14, 2017 Central, Hong Kong

The Learn 2 Quant (L2Q) conference is a one day seminar designed for discretionary institutional PMs, analysts, and traders who know they need to move quickly and efficiently towards building processes to become more quantitative and use new unique alpha generating data sets.

Why Learn 2 Quant


The discretionary buy side world is currently undergoing a massive shift away from playing with beta towards having to generate consistent alpha. In order to achieve results in this new reality, the smartest firms are attempting to put in place processes to become more quantitative and use new unique alpha generating data sets. While that all sounds great, the realities of making that shift are stark and progress will be hard fought.


L2Q is a one-day seminar designed for discretionary institutional PMs, analysts, and traders who know they need to move quickly and efficiently towards building these processes. Segments are taught by preeminent buy side, sell side, and unique data experts with vast quantitative and discretionary investment experience.


Key takeaways from L2Q
  1. What are the basic steps and concepts involved in the quantitative research process.
  2. How to build a collaborative process within your firm to implement an actionable focus on quantitative decision making.
  3. How to find, vet, and incorporate new tools and data sets into your models and decision making process.
  4. A roadmap for gaining further education towards implementing a more quantitative investment process.
L2Q Hong Kong Gallery


Speakers

Including some of the most important voices in the industry



Leigh Drogen

Leigh Drogen

Estimize, CEO

Prior to founding Estimize, Leigh ran Surfview Capital, a New York based quantitative investment management firm trading medium frequency momentum strategies.

Christine Short

Christine Short

Estimize, SVP of PR & Media

Christine is a corporate earnings expert, previously holding director-level roles at both Thomson Reuters and S&P Capital IQ, and widely quoted by financial media.

Dan Furstenberg

Dan Furstenberg

Jefferies, Managing Director

Dan has worked at Jefferies for 10 years and is a member of the Distribution Committee. His career began in investment banking, focusing on leveraged finance at Merrill Lynch before joining the tech banking team at Credit Suisse First Boston.

Vinesh Jha

Vinesh Jha

ExtractAlpha, CEO

Vinesh previously held roles as the Executive Director at PDT Partners and the Director of Quantitative Research at StarMine in San Francisco.

Michael Marrale

Michael Marrale

M Science, CEO

Prior to M Science, Michael was Head of Research, Sales & Trading at Investment Technology Group and held senior roles at RBC Capital Markets and Lehman Brothers.

Omer Cedar

Omer Cedar

Omega Point, CEO

Previously, Omer served as SVP, Research at Two Sigma Investments where he built Two Sigma's global equity research analyst survey platform ("TAP") and managed their quantitative risk arbitrage system.

Matthew van der Weide

Matthew van der Weide

Factset, VP, Portfolio & Quant Analytics

Matthew is responsible for FactSet's portfolio & quantitative modelling applications across Asia Pacific. With a focus on the company’s quant business his attention is on risk, optimization, & factor modelling.

James Hart

James Hart

YipitData, VP of Sales

James oversees the company's market strategy and sales operations in New York and Hong Kong. Prior to YipitData, James held various roles at Experian in the US and Australia.

James Hart

Olivier d'Assier

Axioma, Managing Director, Applied Research

Prior to Axioma, Olivier spent 7 years at MCSI- Barra Inc., most recently serving as Executive Director for APAC. Previously he worked in investment banking as a sales trader in Europe and Asia for Nikko Securities & SMI Securities.

Tony Ho

Tony Ho

Sandalwood Advisors, Co-Founder

Prior to founding Sandalwood, Tony was the Head of Asia Pac Equity Research Sales for GfK. He also has experience working as a sales trader at Citi, and an equity sales specialist at Bloomberg.

Jack Killea

Jack Killea

1010data, Institutional Sales

Jack helps develop new data products that drive insights for buy-side investors. Previously he worked on the buy side at NorthCoast Asset Management and as a fixed income futures trader at the Chicago Mercantile Exchange.

Speaker Presentations

Schedule

9:00 AM-9:15 AM
Welcoming Remarks

Christine Short, SVP of Media and PR at Estimize

9:15 AM-9:45 AM
The Myriad of Challenges Facing Discretionary Managers in Todays Market

Leigh Drogen, CEO and Founder at Estimize

Leigh Drogen from Estimize sets the stage for the rest of the day discussing the difficult road ahead for discretionary managers to build teams and processes designed to take advantage of new data sets and a more scientific approach.

10:00 AM-11:15 AM
Vinesh Jha
Data Science and Factor Models Class

Vinesh Jha, CEO at ExtractAlpha

Vinesh Jha teaches discretionary managers what they need to know in the quantitative research process, including how to do good research and how to create and use factor models.

11:15 AM-12:00 PM
Omer Cedar
How to be Factor Aware

Omer Cedar & Olivier d'Assier, CEO at Omega Point and Managing Director at Axioma

Omer Cedar from OmegaPoint shares with attendees what factors they might be exposed to, how to deal with exposure, and how to include this in their workflow.

1:00 PM-1:45 PM
Dan Furstenberg
Status Report: The Re-evolution of the Buy Side Build Out and their Data Acquisition Process

Dan Furstenberg & Mike Marrale, Managing Director at Jefferies and CEO at MScience

Dan Furstenberg of Jefferies and Mike Marrale of M Science talk with Leigh Drogen in a fireside chat about the sell side’s role in the transition to using more data and being more quantitative on the discretionary side.

3:15 PM-4:45 PM
Data Vendor Alpha Research Spotlight

Data vendors Factset, Yipit Data, Sandalwood Advisors, 1010 Data and M Science show the process they ran to find alpha in their data, present the findings, and how to use it in a discretionary workflow.

4:45 PM-5:00 PM
Closing Remarks

Leigh Drogen, CEO and Founder at Estimize

Sponsors


Interested in becoming a sponsor? Email us at sponsors@learn2quant.com

Island Shangri-La
Hong Kong

  • Pacific Place, Supreme Court Road, Central, Hong Kong
  • info@learn2quant.com
  • 8:00AM - 7:00PM
Estimize Logo

About Estimize


Estimize is an open financial estimates platform which facilitates the crowdsourcing of fundamental estimates from professionals (buy-side, independent, and sell-side analysts) as well as non-professionals (private investors, students, academics.) By sourcing estimates from a diverse community of individuals, Estimize provides both a more representative consensus and one that is more accurate than the sell-side 74% of the time. Currently, nearly 45,000 analysts contribute to Estimize, resulting in coverage on over 2,000 stocks each quarter.

Visit Estimize