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NYAIR May Virtual Event: Alternative Investment DataFest
05/28/2020 @ 12:00 - 13:00
Join the New York Alternative Investment Roundtable for an interactive discussion on alternative investment data. Panelists will include an established alternative data provider, a global asset manager that has incorporated alternative data in its quantitative investment strategies and an advisor to the Financial Data Professional (FDP) Institute. In the COVID Era, there are severe limitations to relying on traditional or fundamental data and government-sponsored economic data with significant lag time. Portfolio managers, buy-side analysts and financial advisors might be better served by exploring high-frequency data and non-traditional sources of information.
Topics discussed during the webinar will include:
- “Alternative Investment Data” Defined
- Where and How to Source Alternative Data?
- Separating Signal from Noise with Additive Datasets
- What Types of “High-Frequency Data” might be most Useful?
- What are Legal Risks associated with Alternative or Digital Data?
- How to Select Data Providers; Negotiate Exclusive Data Contracts
*Alternative data refers to data and information outside the usual scope of securities pricing (tick data), company fundamentals or macroeconomic indicators. Social media is now ranked as one of the top categories of digital data used by hedge funds and select discretionary managers. Asset managers hire experts or contract with alt data vendors skilled at applying Natural Language Processing (NLP) to financial news and unstructured documents such as analysts’ earnings estimates and surprises, SEC 10K and 13F filings, patent filings, etc. Novel digital datasets include web scraping to extract product reviews, credit card purchases, emailed purchase receipts, satellite imagery in the petroleum industry and retailer foot traffic via smartphone sensors.
Gene Getman, Client Portfolio Manager, Lombar Odier Investment Managers
Peter Hafez, Chief Data Scientist, RavenPack
Kathryn Wilkens, founder, Pearl Quest & adviser for the Financial Data Professional Institute
Rick Roche, Managing Director, Little Harbor Advisors
Gene Getman is a client portfolio manager for Lombard Odier Investment Managers’ 1798 Alternatives group, focused on U.S investor relations for the hedge fund business. He is the product specialist for the 1798 Q Strategy and other niche alternative strategies based in New York. Before joining LOIM, he was an analyst on the Barclays Capital Solutions team, where he worked with pensions, endowments, foundations and their consultants to make capital introductions to hedge funds. He began his career working for the NYSE Market Makers group within Lehman Brothers.
Peter Hafez is the chief data scientist for Raven pack, where he has been a pioneer in the field of applied news analytics by bringing alternative data insights to the world’s top 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. He holds a master’s in Quantitative Finance from Sir John Cass Business School and an undergraduate degree in Economics from Copenhagen University. He is a recognized speaker at quant finance conferences on alternative data and AI, and has given lectures at some of the world’s top academic institutions including London Business School, Courant Institute of Mathematics at NYU, and Imperial College London.
Rick Roche, CAIA, is a managing director at Little Harbor Advisors, which is a sponsor of quantitative investment strategies. He is also the founder of Roche Invest AI, a consultancy specializing in research, integration and promotion of AI, Machine Learning and utilization of alternative investment data in the investment management industry. Roche Invest AI advises on the diffusion and propagation of quantitative investment strategies powered by machine learning, Big Data and Natural Language Processing.
Kathryn Wilkens is the founder of Pearl Quest, a consulting company specializing in alternative investment products and education, including the implementation of data science techniques in finance. She is also an adviser for the Financial Data Professional Institute and an assistant/copy editor for the Journal of Alternative Investments. Prior to launching Pear Quest, she was the director of research for S Capital Wealth Advisors. She has a Ph.D. in finance from the University of Massachusetts at Amherst, where she also served as a visiting lecturer. Kathryn was the Curriculum Director at CAIA in its formative years and is now the Curriculum and Exam Advisor to CAIA’s new FDP program.
To take part in this webinar you must REGISTER HERE