BACKGROUND

Artificial Intelligence and Machine Learning (AI & ML) and Sentiment Analysis are said to “predict the future through analysing the past” – the Holy Grail of the finance sector. They can replicate cognitive decisions made by humans yet avoid the behavioural biases inherent in humans.

Processing news data and social media data and classifying (market) sentiment and how it impacts Financial Markets is a growing area of research. The field has recently progressed further with many new “alternative” data sources, such as email receipts, credit/debit card transactions, weather, geo-location, satellite data, Twitter, Micro-blogs and search engine results. AI & ML are gaining adoption in the financial services industry especially in the context of compliance, investment decisions and risk management.

This is a sophisticated conference that not only interrogates and explores the implications of AI & ML in the financial services industry but also goes on to identify the investment opportunities of sharing knowledge and exploiting IP in the finance domain.

  • Learn how you can benefit from the unprecedented progress in technological advances for yourself and your company
  • Find out about the impact of Alternative Data from multiple sources.
  • Benefit from the experience of world class presenters from the UK, US and India
  • Gain exclusive insights into pioneering projects in AI, Machine Learning & Sentiment Analysis in Finance
  • Programme includes the latest state-of-the-art research, practical applications and case studies
  • Enjoy excellent networking opportunities throughout the days with all participants, including presenters, investors and exhibitors.

EVENT TIME

This event is mainly focused on participants from SE-Asia and India. So, the Event time is set so that participants from India and China may attend in the PM 14:30 IST or 17:00 CST on the first 3 days, Wednesday, Thursday, Friday. On Saturday 26 September, the Event time is set so that participants from India and China may attend in the AM 09:30 IST or 12:00 CST.

Attend this event and earn GARP/CPD credit hours.

UNICOM has registered this program with GARP for Continuing Professional Development (CPD) credits. Attending this program qualifies for 28 GARP CPD credit hours. If you are a Certified Financial Risk Manager (FRM®), or Energy Risk Professional (ERP®), please record this activity in your Credit Tracker.

Discounted attendance offer:
If you are a GARP Alumni, that is, an ERP or FRM certificate holder then avail yourself a 20% discount offer for the event registration fee. To know more about the offer contact us [email: info@unicom.uk; ankita.talit@unicom.uk]

Subscribe for updates

CALL FOR PARTICIPATION

We are inviting speakers – thought leaders, subject experts and start up entrepreneurs – to share their knowledge and enthusiasm about their work and their vision in the field of AI, Machine Learning, Sentiment Analysis.

Please complete the speaker’s response form and submit a proposal to present at this event.

Code of Conduct & Diversity

UNICOM’s Code of Conduct & Views on Diversity

We at UNICOM strive to be a leading provider of knowledge to the business community and to engage the global business community as a specialised provider of knowledge. We strive to do this maintaining a culture of co-operation, commitment and trust. We want every UNICOM conference and training day to be a safe and productive environment for everyone – a place to share research and innovation and to build professional networks. To that end, we will enforce a code of conduct throughout all our events. We expect cooperation from all participants to help ensure a safe environment for everybody.

Our approach is that our events are dedicated to providing a harassment-free experience for everyone, regardless of gender, gender identity and expression, age, sexual orientation, disability, physical appearance, body size, race, ethnicity or religion. We do not tolerate intimidation, stalking, harassing photography or recording, sustained disruption of sessions or events, and unwelcome physical contact or sexual attention. We do not tolerate harassment of conference participants in any form. Sexual language and imagery is not appropriate for any conference venue, including talks, workshops, Twitter and other online media. Event participants violating these rules may be sanctioned or expelled from the event without a refund at the discretion of the conference organisers. Please bring your concerns to the immediate attention of the event staff.

Diversity: In our endeavour to be the provider of knowledge to the business community, we understand that this depends on hearing from and listening to a variety of perspectives that come from people of all races, ethnicities, genders, ages, abilities, religions, sexual orientation, and military service. We welcome diverse speakers for all our events, we do not always fully achieve this goal, but it is an ongoing process.

Read more…

Programme

Introduction and Background to the Program
Innovations in Finance and harnessing of Technology have led to the inevitable combination, whereby, in the domain of finance Fintech has appeared as a portmanteau word. In the evolution of the BFSI sector Fintech today is established as well as disruptive of traditional order.
Fintech has disrupted all aspects of the finance industry—banking and capital markets, asset and wealth management, insurance, and funds transfer and payments. The lending and payments sector is anticipated to experience a high level of disruption with the emergence of online platforms such as peer-to-peer personal loans. The themes of this conference are about multiple aspects of Fintech.

There are three main themes for the day:-

THEME:

In the domain of South-East Asian finance, Chinese exchanges of the Shanghai, Shenzhen and Hong Kong Stock Markets are dominant by market capitalization. Also the Indian Stock Market as represented by the National Stock Exchange (NSE) is a leading member, by number of daily traded contracts.

Originally the ASIA-PAC Finance conferences were based in two metros, Mumbai and Shanghai respectively. In this online version of these two events we have fused them into one and have spread them over four days of four hour schedules; starting Wednesday 23 September and concluding Saturday 26 September (2020).

The Key Focus for each day is as follows:

Day1: Focuses entirely on speakers and participants who are interested in the Indian Stock Market; Talks and Panels are chosen to address the same.

Day2 & 3: Speakers from across the globe, discuss their products, services and experiences in respect of the South-East Asian Market as described above

Day4: Speakers and Panellists for day 4 focus entirely on the products, services, experiences and requirements of the Chinese Stock Market.

PROGRAMME

DAY 1
DAY 2
DAY 3
DAY 4

[14:30 IST] 10 MIN
CHAIRMAN’S INTRODUCTION  
Read More & Watch Video
GAUTAM MITRA – CEO, OPTIRISK

[14:40 IST] 20 MIN
NSE KNOWLEDGE HUB – AI FIRST LEARNING EXPERIENCE PLATFORM FOR BFSI  
Read More
ABHILASH MISRA – CEO, NSE ACADEMY LTD.

ABHILASH MISRA – CEO, NSE ACADEMY LTD.

‘The NSE Knowledge Hub’, is a unique Artificial Intelligence (AI) powered learning eco-system to assist the BFSI sector in enhancing skills for their employees and helping academic institutions in preparing future ready talent skilled for the financial services industry.

NSE Knowledge Hub aims to bring world class content closer to learners in a personalized and community learning environment. It allows aggregation, curation, creation and targeting of content which is both learner centric and learner driven. The learning platform is powered by content aggregated from many internal, external, and premium sources, and enhanced by collaborative knowledge sharing from users. With Artificial Intelligence (AI) and Machine Learning (MI) capabilities, the platform provides a comprehensive user-wise report with recommendation on learning opportunities towards skill gap or as a part of progression matrix.

Further, a Learning Experience Platform (LXP), an in-built application on NSE Knowledge Hub platform, functions as a curation and content aggregation layer between an organization’s internal digital learning assets, the vast amount of external content available on the Internet, and user generated content. Enterprises can upskill workforce and enhance employee performance through collaborative innovation. Learners can learn current skills and be future-ready through content/certifications that complements their academic curriculum.

NSE Knowledge Hub delivers a unique learning experience for users and enhanced levels of performance for organizations that produces dramatic business and economic impact and value.

THEME – START-UPS AND NEW OPPORTUNITIES IN FINTECH

[15:00 IST] 15 MIN
India and ETFs 
Read More
RICHARD KANG, MANAGING DIRECTOR, SIGMA ANALYSIS & MANAGEMENT

RICHARD KANG, MANAGING DIRECTOR, SIGMA ANALYSIS & MANAGEMENT

Indian ETF space at least is capable to build a strong foundation based on the affinity to gold. However, India is also a big center of tech innovation so why should the Nasdaq 100 and stocks like Tesla and Amazon get all the attention. There should be more Indian tech sector ETFs to capture the domestic wealth management industry. This is close to my work with EMQQ (Emerging Market Internet & E-Commerce ETF). What Asia really needs is to create challengers to what the world believes to be today’s center. Bengaluru and Shenzhen are the future Silicon Valley. Shanghai and Mumbai are the future Wall Streets. There could be more in Jakarta and Lagos decades from now. As this happens, the ETF industry in Asia will explode even more than what we’ve seen in the past. History repeats itself in waves.

[15:15 IST] 10 MIN
Trading Index Option
Read More
Nitin Murarka, Investment strategy at S.M.C GLOBAL SECURITIES

Nitin Murarka, Investment strategy at S.M.C GLOBAL SECURITIES

Nifty options trading in Intrdaay

[15:25 IST] 10 MIN
Q/A SESSION  

THEME – SECURITY IN FINTECH

[15:35 IST] 10 MIN
PRACTICAL USE-CASES OF HOW MACHINE LEARNING AND SENTIMENT ANALYSIS CAN TRANSFORM BFSI SECTOR  
Read More
INDRANEEL FUKE, FOUNDER, CEO, SIMPLEWORKS BUSINESS SOLUTIONS PTE LTD
[ABSENT. 10 MIN SHORT BREAK]

INDRANEEL FUKE, FOUNDER, CEO, SIMPLEWORKS BUSINESS SOLUTIONS PTE LTD [ABSENT. 10 MIN SHORT BREAK]

Going beyond the hype of AI/ML, this session will cover practical use-cases of how AI/ML and Sentiment Analysis can contribute to the digital transformation journey of the BFSI sector. It covers 1) uses cases of facial recognition, OCR scanning, Liveness Detection, fake ID detection, etc from Vision AI perspective, 2) use cases of leveraging of Sentiment Analysis of customer interactions through multiple channels towards cross-sell and up-sell opportunities 3) Leveraging ML for predictions such as next action recommender, next best product to buy, identifying insurance customers at policy renewal risk, etc.

[15:45 IST] 35 MIN
PANEL: START-UPS AND NEW OPPORTUNITIES FOCUSED IN FINTECH INDIA AND MIDDLE-EAST

[RICHARD KANG, AKSHAY PAI, INDRANEEL FUKE, VIKRAM PANDYA]
[SHREY JHUNJHUNWALA, OPTIRISK (MODERATOR)]

[16:20 IST] 20 MIN
COMFORT BREAK

THEME – TRADING AND QUANTITATIVE FUND MANAGEMENT: USING AI & ML AND SENTIMENT ANALYSIS

[16:40 IST] 15 MIN
RECENT TECHNOLOGY TRENDS IN DEEP LEARNING FOR FSI
Read More
SUNDARA RAMALINGAM N, CLIENT DIRECTOR – GLOBAL SYSTEMS INTEGRATORS | NVIDIA GRAPHICS PVT LTD., INDIA

SUNDARA RAMALINGAM N, CLIENT DIRECTOR – GLOBAL SYSTEMS INTEGRATORS | NVIDIA GRAPHICS PVT LTD., INDIA

The talk will cover the latest technology developments in the field of Artificial Intelligence, with focus on Deep Learning for FSI. It will touch upon how Global FSI companies are adopting AI and Deep Learning for their existing workflows like Risk analytics, Targeted customer campaigns, Document processing, Customer Churn prediction etc.

All aspects of the AI computing ecosystem including Frameworks, advancements in Training & Deployment etc., will be covered during the talk.

[16:55 IST] 20 MIN
DAILY TRADING STRATEGIES 
Read More & Watch Video
GAUTAM MITRA, CEO, OPTIRISK SYSTEMS/VISITING PROFESSOR, UCL

GAUTAM MITRA, CEO, OPTIRISK SYSTEMS/VISITING PROFESSOR, UCL

SUMMARY: We describe 3 strategies involving Market Indices

  • Strategy 1: AI & ML to Predict Short Term Market Movement
  • Strategy 2: Daily Rebalance of Portfolio [ ETFs + VIX ]
  • Strategy 3: News/Social Media Sentiments:- Asset Filters

View Gautam Mitra’s video

[17:15 IST] 20 MIN
PREDICTING DISTRESS FROM THE TEXT OF CORPORATE FILINGS 
Read More
ASHOK BANERJEE, DEPARTMENTAL HEAD OF FINANCE AND CONTROL, INDIAN INSTITUTE OF MANAGEMENT, CALCUTTA (IIMC), INDIA

ASHOK BANERJEE, DEPARTMENTAL HEAD OF FINANCE AND CONTROL, INDIAN INSTITUTE OF MANAGEMENT, CALCUTTA (IIMC), INDIA

  • Qualitative information present in corporate annual reports
  • Data of 800 companies registered and operating in India
  • A text-based analytical model that evaluates three sections of an annual report
  • Directors Report, Audit Report and Notes to Accounts.
  • Predicts a credit default event 3-4 years before it happens

[17:35 IST] 25 MIN
Q/A SESSION  

Sundara Ramalingam
Gautam Mitra
Ashok Banerjee

[18:00 IST] 30 MIN
FOR NETWORKING AND 5-MIN TALKS BY VENDORS 
Read More

TRADE TRON (5 MIN)
SIMPLE CRM (5 MIN)
MARKET PSYCH(5 MIN)
QUANTINSTI ( 5 MIN)
GARP (5 MIN)
CAIA (5 MIN)

[14:30 IST] 5 MIN
CHAIRMAN’S INTRODUCTION
Read More & Watch Video
GAUTAM MITRA – CEO, OPTIRISK

THEME – AI, ALTERNATIVE DATA AND QUANTITATIVE FUND MANAGEMENT USING SENTIMENT ANALYSIS

[14:35 IST] 15 MIN
MINING NEWS TOPIC CODES WITH SENTIMENT(PART 1)  
Read More
IVAILO DIMOV, QUANT RESEARCH SOLUTIONS, CTO OFFICE, BLOOMBERG L.P.

IVAILO DIMOV, QUANT RESEARCH SOLUTIONS, CTO OFFICE, BLOOMBERG L.P.

Stories on the Bloomberg newsfeed are tagged with “topic codes” containing information about their origin, subject matter, or other characteristics. One might expect that sentiment analysis of news stories may be enhanced by taking into account these topic codes, but the sheer number of topic codes is an obstacle to doing so systematically.

In this talk, we present evidence that some groups of topic codes are indeed associated with stronger sentiment impact on stock prices than others, and discuss a method to condense the mass of topic codes by identifying and retrieving latent factors which may be interpreted as broad themes shared by groups of topic codes.

THEME – ALTERNATIVE DATA IN FINANCE

[14:50 IST] 15 MIN
The sources of Alternative Data (Part 1) 
Read More
SAEED AMEN, Founder, Cuemacro AND ALEXANDER DENEV, Head of AI – Financial Services Advisory, Deloitte

The sources of Alternative Data (Part 1)

[15:05 IST] 15 MIN
Discovering Intelligence In Unstructured Content: PART 1 (Company News Classifier & Earnings Call Transcripts) 
Read More
DAN JOLDZIC, CEO AND QUANTITATIVE RESEARCHER, ALEXANDRIA TECHNOLOGY

DAN JOLDZIC, CEO AND QUANTITATIVE RESEARCHER, ALEXANDRIA TECHNOLOGY

♦ Technology borrowed from the domain of DNA identification
♦ Design to identify cause and effect in large datasets
♦ Analysis of immense quantity of genomic information
♦ This AI&ML base technology applied to financial analytics

[15:20 IST] 15 MIN
ALTERNATE DATA BASED UNDERWRITING FOR LOANS 
Read More
SONAL KAPOOR, HEAD, CONSUMER LENDING BUSINESS, FLIPKART

SONAL KAPOOR, HEAD, CONSUMER LENDING BUSINESS, FLIPKART

Alternative data has come into the spotlight in financial services, and it presages a significant shift in credit availability for unbanked and underbanked consumers. There are about 70 million credit-invisible consumers in India who lack sufficient traditional credit data. Alternative data is the future of financial inclusion, enabling lenders to extend credit to consumers who have been credit-invisible using next-generation data sources to power both traditional and alternative credit models.

What is alternative data? It includes payment history for electricity, gas and telecom bills, rent payments, repayments to payday lenders, and information such as employment history and educational background. Although alternative data has proved to be valuable and insightful for making lending decisions, until recently, it has not been possible for it to play a meaningful role in credit scoring.

[15:35 IST] 40 MIN
PANEL SESSION: SOURCES OF ALTERNATIVE DATA IN FINANCE

[SAEED AMEN / ALEXANDER DENEV, IVAILO DIMOV, DAN JOLDZIC]
[GAUTAM MITRA – CEO, OPTIRISK (MODERATOR)]

[16:15 IST] 15 MIN
ONLINE SIGNING CEREMONY & DISCUSSION WITH AUTHORS: The Book of Alternative Data: A Guide for Investors, Traders and Risk Managers

[16:30 IST] 20 MIN
COMFORT BREAK

[16:50 IST] 15 MIN
Global Economy and Markets Sentiment (GEMS) Analysis: Part 1 – Data
Read More
JACOB GELFAND, CFA, DIRECTOR OF QUANTITATIVE STRATEGY AND RESEARCH, INVESTMENT RISK MANAGEMENT, NORTHWESTERN MUTUAL AND KAMILLA KASYMOVA, DIRECTOR, QUANTITATIVE RESEARCH AND ANALYTICS, NORTHWESTERN MUTUAL

JACOB GELFAND, CFA, DIRECTOR OF QUANTITATIVE STRATEGY AND RESEARCH, INVESTMENT RISK MANAGEMENT, NORTHWESTERN MUTUAL AND KAMILLA KASYMOVA, DIRECTOR, QUANTITATIVE RESEARCH AND ANALYTICS, NORTHWESTERN MUTUAL

In Part 1 we introduce GDELT as a source of the big data that we use in the investment decision making at Northwestern Mutual. GDELT monitors the world’s broadcast, print, and web news from nearly every corner of every country in over 65 languages and identifies the people, locations, organizations, counts, themes, sources, emotions, quotes, images and events driving our global society every moment of every day.

We will discuss why local news monitoring is important for foreign investments, especially for investments in emerging markets.

[17:05 IST] 15 MIN
SENTIMENT ANALYSIS FOR TRADING 
Read More
Ishan Shah, Head for Content Development, QuantInsti

Ishan Shah, Head for Content Development, QuantInsti

This workshop will demonstrate the cutting-edge natural language processing research in financial markets. This unique workshop will help you devise new trading strategies using Twitter, news sentiment data. Roadblocks and how to overcome them while working with unstructured data. And how long is the impact of the sentiments on the assets prices. You will learn to predict the market trend by quantifying market sentiments

[17:20 IST] 20 MIN
CURRENCY AND FOREX FORECASTING WITH MEDIA SENTIMENT DATA  
Read More
ANTHONY LUCIANI, QUANTITATIVE RESEARCHER, MARKETPYSCH

ANTHONY LUCIANI, QUANTITATIVE RESEARCHER, MARKETPYSCH

In this talk Anthony Luciani describes how media analytics are providing new insights into the origins and topping process of asset price bubbles. Examples from price bubbles including the China Composite, cryptocurrencies, housing, and many others will be explored. Recent mathematical models of bubble price action will be augmented with sentiment analysis. Attendees will leave with new models for identifying and taking advantage of speculative manias and panics

[17:40 IST] 20 MIN
Q/A SESSION  

[14:30 IST] 5 MIN
CHAIRMAN’S INTRODUCTION
Read More & Watch Video
GAUTAM MITRA – CEO, OPTIRISK

[14:35 IST] 15 MIN
MINING NEWS TOPIC CODES WITH SENTIMENT(PART 2)– 
Read More
MICHAEL ANG, QUANTITATIVE RESEARCHER AT BLOOMBERG LP

MICHAEL ANG, QUANTITATIVE RESEARCHER AT BLOOMBERG LP

THEME – ALTERNATIVE DATA IN FINANCE

[14:50 IST] 15 MIN
USE OF MACHINE LEARNING & SENTIMENT ANALYSIS IN BOND TRADING  
Read More
DAN DIBARTOLOMEO, President and Founder, Northfield Information Services

DAN DIBARTOLOMEO, President and Founder, Northfield Information Services

Summary:
-Using News and Sentiment for Better Bond Credit
-The Process for Corporate Debt
-How Investor Risks Respond to News
-The Relationship of News and Volatility

[15:05 IST] 10 MIN
Q/A SESSION  

[15:15 IST] 15 MIN
Exploitation of Alternative Data in Fund Management and Risk Control (Part 2) 
Read More
SAEED AMEN, Founder, Cuemacro AND ALEXANDER DENEV, Head of AI – Financial Services Advisory,Deloitte

Exploitation of Alternative Data in Fund Management and Risk Control (Part 2)

[15:30 IST] 20 MIN
Discovering Intelligence In Unstructured Content: PART 2 (GOING NATIVE WITH JAPANESE NEWS ANALYSIS ) 
Read More
DAN JOLDZIC, CEO AND QUANTITATIVE RESEARCHER, ALEXANDRIA TECHNOLOGY

DAN JOLDZIC, CEO AND QUANTITATIVE RESEARCHER, ALEXANDRIA TECHNOLOGY

Local source, native publishers may offer an information advantage compared to publications in English. Translation services have typically been sub-optimal for character-based languages, but machine learning allows for classification in the native form, which can lead to significant alpha in forward periods.

[15:50 IST] 20 MIN
COMFORT BREAK

[16:10 IST] 40 MIN
PANEL SESSION: EXPLOITATION OF ALTERNATIVE DATA IN FUND MANAGEMENT AND RISK CONTROL

[SAEED AMEN/ALEXANDER DENEV, JACOB GELFAND & KAMILLA KASYMOVA, DAN DIBARTOLOMEO]
[GAUTAM MITRA – CEO, OPTIRISK (MODERATOR)]

[16:50 IST] 30 MIN
NETWORKING AND TALKS BY VENDORS 
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MARKET PSYCH (5 MIN)
GTCOM (10 MIN)
OPTIRISK (5 MIN)
TECHPLUS MEDIA (5 MIN)

[17:20 IST] 20 MIN
Sentiment Analysis in European Bonds
Read More & Watch Video
PETER SCHWENDNER, PROFESSOR, ZHAW SCHOOL OF MANAGEMENT AND LAW

PETER SCHWENDNER, PROFESSOR, ZHAW SCHOOL OF MANAGEMENT AND LAW

European sovereign bonds are especially sensitive to the political news flow. As there is no equivalent yet to US Treasuries on the EU level, the cross-sectional correlations show converging and diverging developments between core and periphery. We discuss both the long-term movements and the short-term sentiment in light of the Covid-19 crisis mitigation efforts.

View Peter Schwendner’s video

[17:40 IST] 15 MIN
Global Economy and Markets Sentiment (GEMS) Analysis: Part 2 – GEMS model
Read More
JACOB GELFAND, CFA, DIRECTOR OF QUANTITATIVE STRATEGY AND RESEARCH, INVESTMENT RISK MANAGEMENT, NORTHWESTERN MUTUAL AND KAMILLA KASYMOVA, DIRECTOR, QUANTITATIVE RESEARCH AND ANALYTICS, NORTHWESTERN MUTUAL

JACOB GELFAND, CFA, DIRECTOR OF QUANTITATIVE STRATEGY AND RESEARCH, INVESTMENT RISK MANAGEMENT, NORTHWESTERN MUTUAL AND KAMILLA KASYMOVA, DIRECTOR, QUANTITATIVE RESEARCH AND ANALYTICS, NORTHWESTERN MUTUAL

In Part 2 we present the internally developed framework for ex-ante analysis of the foreign exchange rates based on the news sentiment in global and local media, the Global Economy and Markets Sentiment (GEMS) model. The predictive analytics from GEMS model are used to enhance the fundamental analysis to better assess risks and opportunities in the sovereign debt market. We will discuss use cases pertaining to selected Emerging Markets countries and spearhead the discussion about predictive qualities of the produced analytics.

[17:55 IST] 20 MIN
Q/A SESSION  

[09:30 IST] 5 MIN
CHAIRMAN’S INTRODUCTION
Read More & Watch Video
GAUTAM MITRA – CEO, OPTIRISK

THEME – START-UPS AND NEW OPPORTUNITIES IN FINTECH

[09:35 IST] 15 MIN
HOW MEDIA PROPELS PRICES OF GLOBAL STOCKS IN INDIA, AUSTRALIA, CHINA, THE US, EUROZONE, AND OTHER MARKETS  
Read More & Watch Video
RICHARD PETERSON, CEO, MARKETPSYCH

RICHARD PETERSON, CEO, MARKETPSYCH
View Richard Peterson’s video

[09:50 IST] 15 MIN
TALK NEWS AND SENTIMENT FOR FINANCIAL MARKETS: EXTRACTED FROM CHINESE, ENGLISH & OTHER LANGUAGE MEDIA  
Read More
ALLEN YAN, CEO, GTCOM TECHNOLOGY CORPORATION (GTCOM-US)

ALLEN YAN, CEO, GTCOM TECHNOLOGY CORPORATION (GTCOM-US)

[10:05 IST] 10 MIN
Q/A SESSION  

[10:15 IST] 15 MIN
Alice in Business-Land 
Read More
Ravi Kashyap, Finance Professor, SP Jain School of Global Management

Ravi Kashyap, Finance Professor, SP Jain School of Global Management

We consider similarities between the Wonderland that Alice stumbled into and the present Business-Landscape. We discuss the uncertainty around us and how it gives rise to unintended consequences. We venture into the world of economics and finance and confront some unintended consequences of technology taking over our lives.

We then zoom into two recent financial market events and consider the unintended outcomes surrounding those episodes. The topics for discussion are:

1. The Nature of Uncertainty
2. Microstructure under the Microscope
3. A Tale of Two Consequences: Japan TOPIX Index Tick Size Changes
4. Hong Kong Shanghai Connect / Hong Kong Beijing Disconnect

[10:30 IST] 15 MIN
HOW TO TELL IF YOUR MARKET TIMING SYSTEM WILL WORK: A NEW MEASURE OF MODEL QUALITY  
Read More & Watch Video
DR JOHN ELDER, FOUNDER, ELDER RESEARCH, INC.

DR JOHN ELDER, FOUNDER, ELDER RESEARCH, INC.

The most widely used metric of investment performance is the Sharpe ratio, which measures risk-adjusted excess return. It allows one to identify an efficient frontier of alternatives along all risk levels. Yet, the Sharpe ratio really only reveals the quality of your returns and not the quality of your strategy. For instance, just buying and holding bonds — a brainless system — has had a Sharpe above 1.0 for some time. (What genius!)

I will describe how to measure the quality of market timing systems. This new metric evaluates a system’s information quality, taking into account not only return and volatility, but also the trend of the market being traded and the system’s exposure to the market. Most importantly, the new metric is a better predictor of which timing systems will succeed in the only place that matters: tomorrow.

View John Elder’s video

[10:45 IST] 15 MIN
HOW MACHINE LEARNING CAN HELP IMPROVE YOUR EXISTING TRADING STRATEGY?  
Read More
ERNIE CHAN, Founder, PredictNow.ai Inc

ERNIE CHAN, Founder, PredictNow.ai Inc

Most machine learners new to finance think that they should use the machine to predict how the market moves. This is actually a very hard problem due to ‘reflexivity’, We will describe a real success story of applying machine learning to trading.

[11:00 IST] 10 MIN
Q/A SESSION  

[11:10 IST] 20 MIN
COMFORT BREAK

[11:30 IST] 15 MIN
Asian VCs and Tech Startups 
Read More
RICHARD KANG, MANAGING DIRECTOR, SIGMA ANALYSIS & MANAGEMENT

RICHARD KANG, MANAGING DIRECTOR, SIGMA ANALYSIS & MANAGEMENT

Can you build a good team in today’s pandemic environment? Can you work well remotely? Can you access needed resources and your investors/customers efficiently?

If :ovid-19 has done anything, it has caused an incredible catalyst for business opportunities. Great for Zoom and anything to support Work-From-Home. But what else?

START-UPS; IF NOT IN INDIA, WHERE?: For India, population is not the problem. There are other problems usually revolving around access and infrastructure. So the question is: Where can you go for more customers? Your industry research and consideration of VAM, SAM and final target market might be broader than you think.

[11:45 IST] 30 MIN
FICC and Equity Derivative Business Introduction  
Read More
TORRES GAO, MANAGER, YAZI TECHNOLOGY (15 MIN TALK) & LIAN HUA ZHANG, DIRECTOR, BANK OF CHINA SECURITIES INTERNATIONAL (15 MIN TALK)

TORRES GAO, MANAGER, YAZI TECHNOLOGY (15 MIN TALK) & LIAN HUA ZHANG, DIRECTOR, BANK OF CHINA SECURITIES INTERNATIONAL (15 MIN TALK)

Equity and derivative markets are challenging in short term, but revolution is the main idea.

[12:15 IST] 35 MIN
PANEL SESSION: START-UPS AND NEW OPPORTUNITIES IN FINTECH FOCUSED IN CHINA
Read More

[RICHARD KANG, RAVI KASHYAP, TORRES GAO, DR. RADU CIOBANU]
[SHREY JHUNJHUNWALA, OPTIRISK (MODERATOR)]

[12:50 IST] 20 MIN
NETWORKING AND TALKS BY VENDORS
Read More

PredictNow.ai (5 MIN)
OPTIRISK (5 MIN)

[13:10 IST] 15 MIN
VALEDICTORY SESSION:

Speakers

Saeed Amen

Founder, Cuemacro

Michael Ang

Quantitative Researcher, Bloomberg LP

Ashok Banerjee

IIM Calcutta

Dr. Ernie Chan

Founder, PredictNow.ai Inc

Dr. Radu Ciobanu

VP Engineering, PredictNow.ai

Alexander Denev

Head of AI – Financial Services Advisory,Deloitte

Dan Dibartolomeo

President and Founder, Northfield Information Services

IVAILO DIMOV

Quant Research Solutions, CTO Office, Bloomberg L.P.

DR JOHN ELDER

Founder, Elder Research, Inc.

Indraneel Fuke

Founder, CEO, Simpleworks Business Solutions Pte Ltd (www.simplecrm.com)

TORRES GAO

Manager, Yazi Technology

JACOB GELFAND

CFA, Director of Quantitative Strategy and Research, Investment Risk Management, Northwestern Mutual

Dan Joldzic

CEO and Quantitative Researcher, Alexandria Technology

RICHARD KANG

Managing Director, Sigma Analysis & Management

Sonal Kapoor

Head, Consumer lending Business, Flipkart

RAVI KASHYAP

Finance Professor, SP Jain School of Global Management

KAMILLA KASYMOVA

Director, Quantitative Research and Analytics, Northwestern Mutual

Anthony Luciani

Quantitative Researcher, MarketPysch

Abhilash Misra

CEO, NSE Academy Ltd.

Gautam Mitra

CEO, OptiRisk Systems/Visiting Professor, UCL

Nitin Murarka

Investment strategy at S.M.C GLOBAL SECURITIES

VIKRAM PANDYA

Director FinTech, SP Jain School of Global Management

RICHARD PETERSON

CEO, MarketPsych

Sundara Ramalingam N

Client Director – Global Systems Integrators | NVIDIA Graphics Pvt Ltd., India

PETER SCHWENDNER

Professor, ZHAW School of Management and Law

Ishan Shah

Head for Content Development, QuantInsti

ALLEN YAN

CEO, GTCOM Technology Corporation (GTCOM-US)

LIAN HUA ZHANG

Director, Bank of China Securities International
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    7 August 2020 - US$ 15
    Standard Price - US$ 20
  • 4 Day Bundle Price:
    Early Bird until
    7 August 2020 - US$ 45
    Standard Price - US$ 60
Buy Ticket

VENDORS AND CONSULTANTS -
virtual attendance

  • Any Single Day Price:
    US$ 40
  • 4 Day Bundle Price:
    US$ 120
Buy Ticket

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