MIT Sloan Quantitative Finance Conference

7:00am — 7:45am

Registration & Networking

Check-ins at front desk, registration through Eventbrite, and networking with other participants and sponsors.

7:45am — 7:50am

Opening Address I

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

7:50am — 8:00am

Opening Address II

AI & Data Science In Context, Dr. Alfred Spector, MIT Visiting Scholar & former CTO Two Sigma

8:00am — 8:25am

Alternative Data Trends For AI

Moderator: Sondra Companelli, Head of News, Neudata

Merve Unuvar, Director of AI Platforms and Automation at IBM Research AI, Joseph Simonian, Senior Investment Strategist, Scientific Beta, Editor of Journal of Portfolio Management, Editor, Journal of Financial Data Science, Peng Cheng, Head of Machine Learning Strategies, JPMorgan

8:25am — 9:00am

AI, Data & Investing

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

Lisa Huang, Head of AI Investment Management and Planning, Fidelity, Dr. Ernest Chan, Founder PredictNow.ai & Chairman QTS Capital, Tony Berkman, Managing Director, Two Sigma, Saeed Amen, Co-Founder Turnleaf Analytics & The Thalesians

9:00am — 9:15am

Break & Networking

9:15am — 9:50am

Augmenting Quantitative Strategies with Fundamental Data

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

Swagato Acharjee, Director, Algorithmic Trading at Citi, Arun Verma, Head of Quantitative Research Solutions at Bloomberg, Zachary Mees, Senior Director, Portfolio Manager, Carnegie Corporation of New York,                 Qaisar Hasan, CEO Maiden Century, Danny Newman, Systematic Investor, Bridgewater Associates

9:50am — 10:25am

Changing Landscape of Algorithms, Data & Quantitative Engineering

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

Cetin Karakus, Global Head Of Quantitative And Analytical Solutions At BP(British Petroleum),                 Riti Samanta, Systematic Multi Sector Fixed Income Portfolio Manager & Lead Strategist, GMO, Arik Ben Dor, Head Of Quantitative Equity Research, Barclays, Yin Luo, Vice Chairman, Wolfe Research

10:25am — 11:00am

Future of Alternative Investments & Artificial Intelligence

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, 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

11:00am — 11:30am

What is the Future of Data Science in Finance?

Tony Berkman, Managing Director, Two Sigma Vs. Carson Boneck, Chief Data Officer, Balyasny Asset Management L.P.

11:30am — 12:00pm

FTX Disaster (LUNCH Begins)

Crypto Hedge Fund Manager & MF Global Lead Plaintiff James Koutoulas & Ranjan Bhaduri, Institutional Investment Due Diligence Expert & CEO of Bodhi Research Group, Professor of Finance Jim Liew, Professor, Johns Hopkins University

12:00pm — 12:30pm

Artificial Intelligence Vs. Sentient Artificial Intelligence

2022 Quant of the Year Dr. Matthew Dixon Vs. 2022 Quant of the Year Dr. Igor Halperin

12:30pm — 1:00pm

Digital Assets, 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,     Kelly Ye, Head of Product, Fidelity Digital Asset Management, Joe Marenda, Partner Cambridge Associates & Head of Digital Asset Investing,               Divya Narendra, Founder of SumZero, ConnectU (Major Motion Picture, THE SOCIAL NETWORK is based on Divya's working with Mark Zuckerberg and Cameron & Tyler Winklevoss)

1:00pm — 1:30pm

Rebooting AI

Gary Marcus, Scientist, Professor, New York Times Bestselling Author & founded Geometric Intelligence, a machine learning company acquired by Uber in 2016

Interviewer: Dr. Ruchir Puri, Chief Scientist, IBM Research

1:30pm — 1:50pm

Future of Oil and Algorithmic Systematic Investing

Trading Legend Mark Fisher on Oil's Future & the Future of Building Algo's for Systematic Investing

1:50pm — 2:25pm

Understanding Data & AI in the 21st Century

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, Christina Qi, CEO Databento,                       Dr. Peter Cotton, Chief Data Scientist At Intech Investment Management LLC, Professor Gene Ekster, NYU Courant Applied Math

2:25pm — 3:00pm

Reinforcement Learning Vs. Deep Learning

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

3:00pm — 3:30pm

Break & Networking

3:30pm — 4:05pm

The Data World of Tomorrow: Future Data, Twitter, Natural Language Processing, Retail Trading, Meme Stocks & Brokerage

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

Dr. Peter Cotton, Chief Data Scientist At Intech Investment Management LLC, David Murdock, Vice President of Data, Visible Alpha, George Mylnikov, Head of Quantitative Research at Windhaven Investments, Professor Dacheng Xiu, University of Chicago

4:05pm — 4:40pm

Limitations Of AI as a Prediction Machine : How do we predict the Future of Rates & Economies?

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, Ben Steiner, Lecturer, Columbia University, GM for Asset Management, CausaLens, Fmr Head of Model Development, CIT, Dr. Sébastien Bossu, NYU Stern Professor & Fund Manager, Zach Squire, Hedge Fund Manager, Former Bridgewater & DE Shaw

4:40pm — 5:05pm

Concluding Keynote: Building Amazon Alexa

Jeff Adams, Inventor of Amazon Alexa

5:05pm

Conference Concludes