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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.
Including some of the most important voices in the industry
Estimize, CEO
Prior to founding Estimize, Leigh ran Surfview Capital, a New York based quantitative investment management firm trading medium frequency momentum strategies.
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.
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.
ExtractAlpha, CEO
Vinesh previously held roles as the Executive Director at PDT Partners and the Director of Quantitative Research at StarMine in San Francisco.
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.
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.
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.
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.
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.
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.
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.
Christine Short, SVP of Media and PR at Estimize
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.
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.
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.
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.
Leigh Drogen, CEO and Founder at Estimize
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.
Leigh Drogen, CEO and Founder at 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.
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