BACKGROUND

The Evolving Landscape of Financial Markets:

Change is the most unchanging paradigm. Shortening of the Technology Cycle and disruptive technologies impact the Financial Markets. Then Financial Markets are the most alluring ‘Gambling Joints’ of this world. Markets in multiple geographies attract the community of avid ‘Gamblers’, namely, the Traders. In this conference we address some of the innovations and technologies which affect the many participants of the Financial Markets.

1. DATA SCIENCE and AI have brought new challenges to the Analysts and Fund Managers.
2. Mathematical Models of Options and Derivatives were harnessed in the innovation of ‘VIX’, also known as the ‘Fear Index’.
3. The ECNs and complex event processing engines have culminated in a multitude of Trading Platforms.

This conference is built around three themes:

  • Alternative Data: Where are we Heading
  • VIX story: Then and Now

EVENT TIME

This event is mainly focused on participants from Europe and UK. The event time is set so that participants from UK or Europe may attend in the morning from 9:30 GMT or 10:30 CEST

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 14 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; Vandana.singh@unicom.uk]

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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 under development

Day 1 (23 June)
Day 2 (24 June)

HOW TO BUILD A MONEY PRINTING MACHINE WITH AIRead More
Raul Glavan, Consultant Artificial Intelligence & Asset Management | Trader | Speaker | UBI Enthusiast

Raul Glavan, Consultant Artificial Intelligence & Asset Management | Trader | Speaker | UBI Enthusiast

TBC

HOW TO TELL IF YOUR MARKET TIMING SYSTEM WILL WORK: A NEW MEASURE OF MODEL QUALITY  Read More
Dr. John Elder, Founder, Elder Research, Inc.

Dr. John Elder, Founder, Elder Research, Inc.

TBC

APPLICATIONS OF ALTERNATIVE WEB DATA FOR QUANTAMENTAL INVESTING Read More
Marta Lopata, Chief Growth Officer, Thinknum

Marta Lopata, Chief Growth Officer, Thinknum

TBC

TBCRead More
Nick Wade, Director, Asia Pacific Marketing, Northfield Information Services Asia Ltd

Nick Wade, Director, Asia Pacific Marketing, Northfield Information Services Asia Ltd

TBC

DAILY TRADING STRATEGIESRead More
PROF GAUTAM MITRA, CEO, OptiRisk Systems/Visiting Professor, UCL

PROF GAUTAM MITRA, CEO, OptiRisk Systems/Visiting Professor, UCL

TBC

TBC

Speakers

DR. JOHN ELDER

Founder, Elder Research, Inc.

Raul Glavan

Consultant Artificial Intelligence & Asset Management | Trader | Speaker | UBI Enthusiast

Marta Lopata

Chief Growth Officer, Thinknum

PROF GAUTAM MITRA

CEO, OptiRisk Systems/Visiting Professor, UCL

Nick Wade

Director, Asia Pacific Marketing, Northfield Information Services Asia Ltd

Previous Programme

Day 1 (04 Nov)
Day 2 (05 Nov)

[09:00 GMT] 10 MIN
CHAIRMAN’S WELCOME AND INTRODUCTION
Read More
Gautam Mitra, CEO, OptiRisk

[09:10 GMT] 30 MIN
How to build a money printing machine with AI
Read More
Raul Glavan, Consultant Artificial Intelligence & Asset Management | Trader | Speaker | UBI Enthusiast

Raul Glavan, Consultant Artificial Intelligence & Asset Management | Trader | Speaker | UBI Enthusiast

I will talk about AIs earning money, while we sleep; data driven trading; the future of digital asset management; inequality in the hyper capitalistic society and unconditional basic income.

[09:40 GMT] 15 MIN
HOW MACHINE LEARNING CAN HELP IMPROVE YOUR EXISTING TRADING STRATEGY?
Read More
Dr. Ernie Chan, Founder, Predictnow.ai Inc

Dr. 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.

[09:55 GMT] 10 MIN
Q/A SESSION

[10:05 GMT] 15 MIN
NETWORKING SESSION

[10:20 GMT] 05 MIN
COMFORT BREAK

[10:25 GMT] 30 MIN
MINING NEWS TOPIC CODES WITH SENTIMENT PRESENTED IN TWO PARTS
Read More
Ivailo Dimov, Quant Research Solutions, CTO Office, Bloomberg L.P. and Michael Ang, Quantitative Researcher, Bloomberg L.P.

Ivailo Dimov, Quant Research Solutions, CTO Office, Bloomberg L.P. and Michael Ang, Quantitative Researcher, 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.

[10:55 GMT] 15 MIN
HOW TO TELL IF YOUR MARKET TIMING SYSTEM WILL WORK: A NEW MEASURE OF MODEL QUALITY
Read More
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

[11:10 GMT] 25 MIN
DAILY TRADING STRATEGIES
Read More
Prof Gautam Mitra, CEO, OptiRisk

Prof Gautam Mitra, CEO, OptiRisk

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 Prof Gautam Mitra’s video

[11:35 GMT] 15 MIN
Q/A SESSION

[11:50 GMT] 20 MIN
AI IN THE SECURITIES INDUSTRY: RISK OR OPPORTUNITY?
Read More
Dr. Dror Y. Kenett, Economist, Financial Industry Regulatory Authority (FINRA)

Dr. Dror Y. Kenett, Economist, Financial Industry Regulatory Authority (FINRA)

Is AI in the financial services industry risk or opportunity? Is the perception of risk, as outlined and defined by the regulatory and supervisory community, shared by private financial institutions? In this talk I will present some recent efforts to identify risk themes present in the public disclosures of key financial organizations and discuss similarities and differences. We find that for established (traditional) risk themes there is relatively greater consensus between regulators and industry participants. However, for emerging risk themes, such as AI and ML, we find a divergence in perspectives between industry and regulators and, at times, even within each group. I will discuss this spectrum of risk perspectives, as well as approaches to mitigate the resulting “risk-gap” between the regulators and the industry. Additionally, I will discuss some recent FINRA initiatives and outreach efforts to scope the adoption of AI in the financial services industry, and some of the related regulatory aspects.

[12:10 GMT] 5 MIN
Q/A SESSION

[12:15 GMT] 15 MIN
NETWORKING SESSION

[12:30 GMT] 05 MIN
COMFORT BREAK

[12:35 GMT] 20 MIN
THE SOURCES OF ALTERNATIVE DATA
Read More
Saeed Amen, Founder, Cuemacro and Alexander Denev, Head of AI – Financial Services Advisory, Deloitte

Saeed Amen, Founder, Cuemacro and Alexander Denev, Head of AI – Financial Services Advisory, Deloitte

Harnessing non-traditional data sources to generate alpha, analyze markets, and forecast risk is a subject of intense interest for financial professionals. A growing number of regularly-held conferences on alternative data are being established, complemented by an upsurge in new papers on the subject. Alternative data is starting to be steadily incorporated by conventional institutional investors and risk managers throughout the financial world. Methodologies to analyze and extract value from alternative data, guidance on how to source data and integrate data flows within existing systems is currently not treated in literature. Filling this significant gap in knowledge, The Book of Alternative Data is the first and only book to offer a coherent, systematic treatment of the subject.

[12:55 GMT] 40 MIN
PANEL SESSION: SOURCES OF ALTERNATIVE DATA IN FINANCE

[Saeed Amen, Alexander Denev, Ivailo Dimov, Michael Ang]
[Prof Gautam Mitra (Moderator)]

[13:35 GMT] 05 MIN
DAY 1 – CLOSING NOTE FOR THE DAY

[09:00 GMT] 05 MIN
CHAIRMAN’S INTRODUCTION
Read More
Gautam Mitra, CEO, OptiRisk

[09:05 GMT] 25 MIN
ESG IN FACTORS
Read More
Dr. Katharina Schwaiger, Investment Researcher, Blackrock

Dr. Katharina Schwaiger, Investment Researcher, Blackrock

ESG signals are an important part of factor-based investing as they can stem from the same economic rationales as general factor premiums. We explore how portfolios combining factors exposures with sustainability outcomes can be built and we show how sustainable signal can be integrated in definitions of factor themselves.

[09:30 GMT] 05 MIN
Q/A SESSION

[09:35 GMT] 20 MIN
USE OF MACHINE LEARNING & SENTIMENT ANALYSIS IN BOND TRADING
Read More
Dan diBartolomeo, President and Founder, Northfield Information Services and Christopher Kantos, Sales and Marketing Director, EMEA at Northfield Information Services

Dan diBartolomeo, President and Founder, Northfield Information Services and Christopher Kantos, Sales and Marketing Director, EMEA at Northfield Information Services

  • 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

[09:55 GMT] 25 MIN
DISCOVERING INTELLIGENCE IN UNSTRUCTURED CONTENT
Read More
Dan Joldzic, CEO and Quantitative Researcher, Alexandria Technology

Dan Joldzic, CEO and Quantitative Researcher, Alexandria Technology

TBC

[10:20 GMT] 15 MIN
Q/A SESSION

[10:35 GMT] 15 MIN
NETWORKING SESSION

[10:50 GMT] 05 MIN
COMFORT BREAK

[10:55 GMT] 25 MIN
PREDICTING INTRADAY RISK AND LIQUIDITY WITH NEWS ANALYTICS
Read More
Dr. Giuliano De Rossi, Executive Director, Goldman Sachs and Dr. Ryoko Ito, Quantitative Execution Services, Equities Execution Research Strat, Associate, Goldman Sachs

Dr. Giuliano De Rossi, Executive Director, Goldman Sachs and Dr. Ryoko Ito, Quantitative Execution Services, Equities Execution Research Strat, Associate, Goldman Sachs

  • Introducing a news-driven model to predict intraday volatility and volume with an application to stocks in Russell 1000 & STOXX 600
  • Power of news in native languages: Further application to stocks in TOPIX 500 using Nikkei news

[11:20 GMT] 20 MIN
Some applications of Natural Language Processing to 10K regulatory filings. The Brain Language Metrics on Company Filings Dataset and Brain Smart Baskets
Read More
Dr. Matteo Campellone, Executive Chairman, Brain

Dr. Matteo Campellone, Executive Chairman, Brain

In this talk we present some applications of Brain Natural Language Processing platform. Inspired by relatively recent literature we measure different metrics on the public regulatory filings of US companies. Literature works claim inefficiencies in the way the market processes the information available on these reports on quite long time scales. We illustrate how Brain dataset is used to implement these investment cases. We also show a possible application of the systematic analysis of the regulatory filings to create thematic baskets of stocks.

[11:40 GMT] 15 MIN
Eurozone Media Momentum: How News and Social Media Drive Regional Stock Prices
Read More
Richard Peterson, CEO, MarketPsych

Richard Peterson, CEO, MarketPsych

Our recent research examined the impact of news and social media sentiment on long-term Eurozone and global stock prices. There are systematic underreaction effects due to general sentiment and specific themes that generate overreaction in Eurozone stocks. We also describe the results of uncorrelated sentiment-based predictive models built on European media sentiment data.

[11:55 GMT] 10 MIN
EXPLOITATION OF ALTERNATIVE DATA IN FUND MANAGEMENT AND RISK CONTROL
Read More
Saeed Amen, Founder, Cuemacro and Alexander Denev, Head of Ai – Financial Services Advisory, Deloitte

Saeed Amen, Founder, Cuemacro and Alexander Denev, Head of Ai – Financial Services Advisory, Deloitte

Harnessing non-traditional data sources to generate alpha, analyze markets, and forecast risk is a subject of intense interest for financial professionals. A growing number of regularly-held conferences on alternative data are being established, complemented by an upsurge in new papers on the subject. Alternative data is starting to be steadily incorporated by conventional institutional investors and risk managers throughout the financial world. Methodologies to analyze and extract value from alternative data, guidance on how to source data and integrate data flows within existing systems is currently not treated in literature. Filling this significant gap in knowledge, The Book of Alternative Data is the first and only book to offer a coherent, systematic treatment of the subject.

[12:05 GMT] 15 MIN
Q/A SESSION

[12:20 GMT] 15 MIN
NETWORKING SESSION

[12:35 GMT] 05 MIN
COMFORT BREAK

[12:40 GMT] 10 MIN
APPLICATIONS OF ALTERNATIVE WEB DATA FOR QUANTAMENTAL INVESTING
Read More
Marta Lopata, Chief Growth Officer, Thinknum

Marta Lopata, Chief Growth Officer, Thinknum

TBC

[12:50 GMT] 40 MIN
PANEL SESSION: EXPLOITATION OF ALTERNATIVE DATA IN FUND MANAGEMENT AND RISK CONTROL

[Saeed Amen, Alexander Denev, Dan Joldzic, Dr. Giuliano De Rossi, Marta Lopata]
[Prof Gautam Mitra (Moderator)]

[13:30 GMT] 10 MIN
VALEDICTORY SESSION

Previous Speakers

Saeed Amin

Founder, Cuemacro

MICHAEL ANG

Quantitative Researcher, Bloomberg LP

Dr. MATTEO CAMPELLONE

Executive Chairman, Brain

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.

Dr. GIULIANO DE ROSSI

Executive Director, Goldman Sachs

Raul Glavan

Consultant Artificial Intelligence & Asset Management | Trader | Speaker | UBI Enthusiast

DR. RYOKO ITO

Quantitative Execution Services, Equities Execution Research Strat, Associate, Goldman Sachs

DAN JOLDZIC

CEO and Quantitative Researcher, Alexandria Technology

Christopher Kantos

Sales and Marketing Director, EMEA at Northfield Information Services

Marta Lopata

Chief Growth Officer, Thinknum

Gautam Mitra

CEO, OptiRisk Systems/Visiting Professor, UCL

Richard Peterson

CEO, MarketPsych

Dr. Katharina Schwaiger

Investment Researcher, BlackRock

Dr. Dror Y. Kenett

Economist, Financial Industry Regulatory Authority (FINRA)

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