Conference Presented by &


Lead Sponsors &

L2QNEW YORK

June 20, 2017 New York, NY

Thank you to all our attendees, exhibitors, presenters and sponsors!
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.

The Conference


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 will be taught by preeminent buy side, sell side, and unique data experts with vast quantitative investment experience at Two Sigma, PDT Partners, Wolfe Research, Deutsche Bank, and others. Attendees will also have access to 15 heavily vetted alternative data vendors in our exhibition hall.


Key takeaways from L2Q
  1. How to collaborate with your team’s ‘quant’ on building an actionable (and understandable) quantitative process.
  2. How to find, vet and incorporate new tools and data sets into your decision making process.
  3. How to gain further education on the world of quantitative investing.
L2Q 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.

Nitish Maini

Nitish Maini

WorldQuant, VP of Portfolio Management

Specializes in building the trading and business strategy for WorldQuant’s Virtual Research Center. Also involved in setting up the research environment for WorldQuant’s new offices and collaborating with academia.

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.

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.

Yin Luo

Yin Luo

Wolfe Research, Vice Chairman

Prior to his role at Wolfe, Yin was a Managing Director and Global Head of Quantitative Strategy at Deutsche Bank where he built a world class quantitative and macro research franchise.

MANI MAHJOURI

MANI MAHJOURI

Tradeworx, CIO

Prior to Tradeworx, he was Global Head of Foreign Exchange at Sun Trading LLC, a Founding Principal at Meadowvale Partners, and a senior member of the Global Asset Allocation team at AQR Capital Management.

Peter Hafez

Peter Hafez

RavenPack, Chief Data Scientist

Peter is a pioneer in the field of applied news analytics, bringing alternative data to banks and hedge funds. He has more than 15 years of experience in quantitative finance with companies such as Standard & Poor's, Credit Suisse First Boston, and Saxo Bank.

Melissa Brown

Melissa Brown

Axioma, Managing Director

In the Applied Research group, Brown generates insights into risk trends by analyzing data on market and portfolio risk which can be found in Axioma Insight: Quarterly Risk Review. Previously Brown held roles at Wintrust Capital Management and Goldman Sachs Asset Management.

Scott Rosen

Scott Rosen

VisibleAlpha, CEO

A former sell-side analyst, Rosen previously founded one of the first electronic research distribution platforms, was director of research for I/B/E/S, a senior executive at Thomson Financial, and entrepreneur-in-residence for TheMarkets.com.

James Moran

James Moran

YipitData, President and Co-Founder

Prior to founding YipitData, which analyzes web data to provide KPI estimates and answer key questions for investors, Moran worked at The Blackstone Group after graduating from Harvard College.

Brian Lichtenberger

Brian Lichtenberger

7Park Data, CEO and Co-Founder

Prior to 7Park, Brian held senior roles in data and technology companies including MasterCard, where he helped to launch and scale new businesses and products, Majestic Research and HyperFeed Technologies.

Speaker Presentations

Schedule

9:45 AM-10:00 AM
Welcoming Remarks

Christine Short, SVP of Media and PR at Estimize

10:00 AM-10:30 AM
How New Data Sets & a Quantitative Approach Fit into Discretionary Management

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.

10:30 AM-11:45 AM
Data Science Class

Nitish Maini, Vice President of Portfolio Management at WorldQuant

WorldQuant LLC teaches discretionary managers what they need to know in the quantitative research process and provide a high level overview of linear regression modeling, in and out of sample analysis, python, and R.

12:15 PM-12:45 PM
Vinesh Jha
Factor Models Class

Vinesh Jha CEO and Founder at ExtractAlpha

Vinesh Jha from ExtractAlpha provides a more in depth look at how to do good quantitative research and how to create and use factor models.

1:45 PM-2:15 PM
Vinesh Jha
Status Report: Where the Buy Side is Transitioning to Using Alternative Data and Quantitative Processes

Dan Furstenberg, Managing Director at Jefferies

Dan Furstenberg of Jefferies talks 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.

2:15 PM-2:45 PM
Omer Cedar
How to be Factor Aware

Omer Cedar & MELISSA BROWN

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

2:45 PM-3:15 PM
Yin Luo
How to Analyze and Use New Data Sets

Yin Luo, Vice Chairman of QES at Wolfe Research

Yin Luo from Wolfe Research discusses how to analyze new data sets and use them in discretionary trading strategies.

3:45 PM-4:15 PM
Yin Luo
How to Find Unique Data Sets and Work with Vendors

Mani Mahjouri, CIO at Tradeworx

Prior to Tradeworx, he was Global Head of Foreign Exchange at Sun Trading LLC, a Founding Principal at Meadowvale Partners, and a senior member of the Global Asset Allocation team at AQR Capital Management.

4:15 PM-5:15 PM
Data Vendor Alpha Research Spotlight

Leigh Drogen of Estimize chats with 4 data vendors to show the process they ran to find alpha in their data, present the findings, and how to use it in a discretionary workflow

5:15 PM-5:30 PM
Closing Remarks

Leigh Drogen, CEO and Founder at Estimize

Sign up for L2Q Updates

Sponsors


The Union
League Club

  • 38 East 37 Street New York, NY
  • info@learn2quant.com
  • 8:00AM - 7:00PM
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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