Big Data for Trading and Risk Management

This video is the recorded version from the Big Data for Trading and Risk Management stream at QuanTech and includes all the presentation material. There is also a discussion forum included when you purchase this video to continue the debate.

Chair: Erik Vynckier: Board member, Foresters Friendly Society

Big Data is another exciting evolution in quantech which is extending the range of application of quantitative skills. Big Data technology is shifting the attention of investment arms of banks (trading, proprietary investments, strategists, high frequency) from the search for economic skills to the search for technology skills.

This new knowledge base is exploring microstructure, order book models and the capability to extract information from unstructured data. Even market makers and risk managers are using it to detect anomalies in sensitivities computations or to capture market abuse and headline risk.

Keynote speaker: Susanne Chishti: CEO, FINTECH Circle, Chairman FINTECH Circle Innovate & Co-Editor of The FINTECH Book

The Global State of the Fintech Industry

Panel: The Role of Quantitative Finance in The Fintech World

Moderator:

• Susanne Chishti: CEO, FINTECH Circle, Chairman FINTECH Circle Innovate & Co-Editor of The FINTECH Book 

Panelists:

• Dong Qu: Global Head Of Quantitative Product Group, UniCredit
• Prof. Dr. Stefan Mittnik, Founder & Scientific Advisory Board, Scalable Capital
• Jens Woloszczak: Co-Founder & COO, Spotcap
• Andrew Green: Author of ‘XVA: Credit, Funding and Capital Valuation Adjustments

Topics:

The Quantech scene: Do the financial behemoths need the start-up sector to innovate?  How to best collaborate between top fintech quant startups and leading players? How to integrate external innovation quickly and manage the procurement “bottleneck”?

“Bigger Data Better Investing: Systematic risks factors and their underpinning in data science.”

Presenter: Erik Vynckier: Board member, Foresters Friendly Society

Reimagining Data

Presenter: Harry Powell: Head of Advanced Data Analytics, Barclays

Overview of Deep Data Analytics Applied to Portfolio Tail Risk Hedging

Presenter: Jeremy Sosabowski: CEO & Co-founder & Wei Yin Teo: CTO, AlgoDynamix

Challenges for Big Data Analysis and TCA in The Post-Crisis Regulatory Environment

Presenter: Ulrich Nögel: Co-Founder & Head of Analytics, big-xyt

“Exploiting Big Data Analytics in Trading”

Presenter: Jose A. Guerrero-Colón: Senior Data Scientist, RavenPack International

How Big Data is changing Asset Management

Presenter: Sylvain Champonnois: Director, Scientifically-Driven Active Equity, BlackRock

Big Data Panel: Big Data for Trading and Risk Management

Moderator:

• Erik Vynckier: Board member, Foresters Friendly Society

Panelists:

• Harry Powell: Head of Advanced Data Analytics, Barclays
• Ulrich Nögel: Co-Founder & Head of Analytics, big-xyt
• Sylvain Champonnois: Director, Scientifically-Driven Active Equity, BlackRock

Topics:

• Big Data in trading: is it about measuring implementation costs or generating alpha through smart, or at least data-intensive, algorithms?
• Big Data in the fixed income markets (rates, currencies, bonds, credit): differences of over-the-counter markets to order-book driven equity markets?
• Big Data from consumer and producer markets: input into financial strategies?
• Regulations: MiFID II compliance – can Big Data help you prove best execution?
• Big Data for the regulators: looking for systemic risk in the reporting data?  Who-infects-who?