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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 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.
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.
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.
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.
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.
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.
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.
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.
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.
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.
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.
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.
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.
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.
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.
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.
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.
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.
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.
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
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.
Visit Estimize