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MIT Ai, Quant & Data Conference 2022

MIT Ai, Quant & Data Conference 2022

December 15th 2022 : Buy Tickets

07.30 – Registration

07.45 – Opening Address from the Chairs: Director, MIT Sloan Quant Finance Club, Samson Qian & Conference Host Rebellion Research CEO, Alexander Fleiss

07.50 – Opening Address: Ai & Data Science In Context, Dr. Alfred Spector, Mathematician, MIT Visiting Scholar & fmr CTO Two Sigma

08.05 PANEL DISCUSSION: Machine Learning vs. Optimal Control

Moderator: Amal Moussa, Managing Director, Head of US Single Stocks Exotic Derivatives Trading at Goldman Sachs, Adjunct Professor, Mathematics of Finance Masters Program at Columbia University

Peng Cheng, Head of Machine Learning Strategies, JPMorgan, Tony Berkman, Managing Director, Two Sigma, Carson Boneck, Chief Data Officer, Balyasny Asset Management L.P., Arik Ben Dor, Head Of Quantitative Equity Research, Barclays

08.40 PANEL DISCUSSION: Data & Investing

Moderator: Sahana Athreya, Forbes 30 Under 30, Data Scientist/QR – Investment Research, Millennium

Dr. Ruchir Puri, Chief Scientist, IBM Research, Lisa Huang, Head of AI Investment Management and Planning, Fidelity, Dr. Ernest Chan, Founder & Chairman QTS Capital, Tony Berkman, Managing Director, Two Sigma

9.15 – Break

9.30 PANEL DISCUSSION: Augmenting Quant Strategies with Fundamental Data

Moderator: Gilbert Haddad, Head of Investment Decision Science at Fidelity Investments

Cetin Karakus Global Head Of Quantitative And Analytical Solutions At BP(British Petroleum), Swagato Acharjee, Director, Algorithmic Trading at Citi, Arun Verma, Head of Quantitative Research Solutions at Bloomberg, LP, Zachary Mees, Senior Director, Portfolio Manager, Carnegie Corporation of New York

10.05 PANEL DISCUSSION: Changing Landscape of Quantitative Investing

Moderator: Kathryn Zhao, Global Head of Electronic Trading, Cantor Fitzgerald

Nancy Davis, Portfolio Manager for The Quadratic Interest Rate Volatility and Inflation Hedge ETF (ticker: IVOL) and The Quadratic Deflation ETF (ticker: BNDD), Riti Samanta, Systematic Multi Sector Fixed Income Portfolio Manager & Lead Strategist, GMO

10.40 PANEL DISCUSSION: Future of Alternative Investments & Ai

Moderator: William J. Kelly, President and CEO at CAIA Association

Mike Chen, Head of Alternative Alpha Research at Robeco, Dr. Roberto Croce, Head of Liquid Alternatives, Partner, Senior Portfolio Manager, Newton Investment Management Group, Lisa Huang, Head of AI Investment Management and Planning, Fidelity, Kathryn Kaminski, Chief Research Strategist & Portfolio Manager, AlphaSimplex Group & MIT Sloan Senior Lecturer

11.15 – Keynote Debate: Raphael Douady, Research Professor, Sorbonne Vs. Gordon Ritter, Quant of the Year 2019, Adjunct Professor, Cornell Financial Engineering Manhattan, Adjunct Professor, Baruch College, NYU Courant Institute, Columbia Mathematics of Finance, Booth UChicago

11.50 Lunch

12.20Keynote Debate: 2022 Quant of the Year Dr. Matthew Dixon Vs. 2022 Quant of the Year Dr. Igor Halperin

12.55 KEYNOTE LECTURE: Rebooting Ai, Gary Marcus, Scientist, Professor, New York Times Bestselling Author & founded Geometric Intelligence, a machine learning company acquired by Uber in 2016.

1.30 PANEL DISCUSSION: Understanding Data in the 21st Century & Portable Alpha

Moderator: Yevgeniy Vahlis, Co-Founder & CEO of Shakudo, Fmr Head Quant, Bank of Montreal

Joseph Simonian, Senior Investment Strategist, Scientific Beta, Editor of Journal of Portfolio Management, Editor, Journal of Financial Data Science, Sudip Gupta, Professor, Johns Hopkins University, Dr. Gregory Pelts, Director, Global Analytics & Financial Engineering, Scotiabank

2.05 Break

3:20 PANEL DISCUSSION: Future of Rates

Moderator: Mika Kastenholz Global Head Structured Macro Credit Suisse

Abhi Kane, Managing Director, Angel Oak Capital Advisors, LLC, Fmr Head of Investment Research, Skybridge Capital, Charmel Maynard, Chief Investment Officer & Treasurer, University of Miami

3.55 PANEL DISCUSSION: Retail Trading, Meme Stocks & Brokerage

Moderator: Larry Tabb, Head of Market Structure Research, Bloomberg Intelligence

Daniel J. Rosengarten, CFA, Head of Treasury Quantitative Development, Barclays Investment Bank, Urvashi Batra, Head of Equities Electronic Trading, Americas at Barclays, David Murdock, Vice President of Data, Visible Alpha

4.30  PANEL DISCUSSION: Digital Asset / Crypto / Quantum Computing / Defi / Web3 / Blockchain / Smart Contracts

Moderator: Professor of Finance Jim Liew, Professor, Johns Hopkins University

Matt Langione, Partner, BCG, Amit Gandhi, Professor, Wharton Business School, Technical Fellow, Airbnb

5.05 – Networking Break

5.30 – Conference Concludes

no recording / no press










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