S&P Global Market Intelligence Quantitative Investment Management Forum

S&P Global Market Intelligence
Quantitative Investment Management Forum

5 October 2023 (Thursday) | 3:00 - 6:30pm

S&P Global, 4th Floor, 25 Ropemaker Street, London, EC2Y 9LY


Join us on Thursday, 5th October for an insightful discussion with leaders and experts in the field of quantitative investment management.

The forum will feature a dynamic program designed to explore the latest trends and innovations shaping quantitative strategies in institutional investment.

Agenda

3.00pm

Keynote presentation: Pr. Charles-Albert Lehalle, Global Head of Quantitative R&D, ADIA. 

    • The joint rise of Alternative Data and Data Sciences in Financial Markets


3.25pm


Keynote presentation: Hinesh Kalian, Head of Data Science, MAN Group

    •  Data Driven Systematic Trading and Execution for Multi Asset Strategies


3.50pm


Round table discussion: Led by Dr. Vik Bansal, Systematic Portfolio Manager, Centiva Capital

    • When does Alternative Data become Traditional?
    • Alternative Data for Different Asset Classes and Geographies
    • NLP in Finance: Large Language Models vs. Pattern Matching


4.15pm


Coffee break


4.30pm


Fireside chat: S&P Global Market Intelligence thought leadership panel

    • Focusing on NLP and cross-asset datasets in institutional investment 
    • Moderated by Annabelle Shrieves, Executive Director, S&P Global Market Intelligence


4.55pm


Keynote presentation: Dr. Anastasia Borovykh, Assistant Professor in Machine Learning, Imperial College London

    •  Data and models: is bigger always better?


5.20-6.30pm


Networking drinks

Reserve your place

Please fill in your details to secure your place at the forum. 

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 Speakers






 









Pr. Charles-Albert Lehalle
Global Head of Quantitative R&D, ADIA

Pr. Charles-Albert Lehalle started his career managing AI projects at the Renault research center and moved to the financial industry with the emergence of automated trading in 2005. He was Global Head of Quantitative Research at Crédit Agricole Cheuvreux, and Head of Quantitative Research on Market Microstructure at Crédit Agricole Corporate Investment Bank, before moving to Capital Fund Management.

On the academic side, Pr. Lehalle received the 2016 Best Paper Award in Finance from Europlace Institute for Finance (EIF) and has published more than eighty academic papers and book chapters. He co-authored the books "Market Microstructure in Practice" (World Scientific Publisher, 2nd edition 2018), analyzing the main features of modern markets; and "Financial Markets in Practice" (World Scientific Publisher 2022), explaining how the connected network of intermediaries that makes the financial system is shaping prices formation; he co-edited with Pr Agostino Capponi the book "Machine Learning and Data Sciences for Financial Markets A Guide to Contemporary Practices" (Cambridge University Press, 2023). Pr. Lehalle studied machine learning for stochastic control during his PhD on nonlinear control and artificial neural networks. His “Habilitation à Diriger les Recherches” topics were mathematical models to study and control the price formation process.

Pr. Lehalle is also a member of the Scientific Directory of the Louis Bachelier Institute, Lecturer at UC Berkeley and Paris 6 Sorbonne Université and Ecole Polytechnique “Probability and Finance” Master.

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