Fintech Thought Leadership Group, Other Industry Events, Quantitative Investing

6th Annual Data Science in Finance Conference: Theory to Application

Thursday, January 12 | 8:30 AM - 4:30 PM

Share Event

Loading Events

Wait! A Note on Registration:

We’ve launched Cvent—our new events platform!

Registration for any event with a start date after Sept. 28 now requires a CFA Institute account.

I don’t have a CFA Institute account

  • No problem! You’ll have the chance to create one prior to registration.

I already have a CFA Institute account

  • Great! Be sure to use your existing credentials at registration.
Cvent Transition Guide
Global Passport Icon
Global Passport Program Eligible

Overview

Co-Hosted by: CFA Society New York &  SQA
In Partnership with Quantitative Investing Group

We are thrilled to bring you the sixth installation of our popular Annual Data Science conference. The theme this year will look at applications of data science across many different asset classes and industries. Join us to hear from senior leaders from both academia and industry present the latest, cutting-edge research and techniques within this exciting field.

Agenda

8:30 AM | REGISTRATION


9:00 AM | FORECASTING PROJECTS AT META AND M6 COMPETITION

Slawek Smyl, Quantitative Engineer, Meta


10:00 AM | THE VIRTUE OF COMPLEXITY IN RETURN PREDICTION

Bryan Kelly, Ph.D., Professor of Finance, Yale School of Management, Head of Machine Learning, AQR Capital Management


11:00 AM | BREAK


11:15 AM | INFLATION HEDGING: A DYNAMIC APPROACH USING ONLINE PRICES

David Turkington, CFA, Senior Managing Director, Head of State Street Associates, State Street Global Markets


12:15 PM | LUNCH


1:00 PM | EMERGING BIOTECH: THE WILD WEST OF PUBLIC EQUITY

George D. Mussalli, CFA, Chief Investment Officer, Equity Investments, PanAgora


2:00 PM | BREAK


2:15 PM | PANEL: “DATA SCIENCE IN ASSET MANAGEMENT: BUILDING A FIRM FOR THE FUTURE”

Moderator

Deepika Sharma, CFA, Global Head of Manager Selection, BlackRock

Panelists

Bryan Kelly, Ph.D., Professor of Finance, Yale School of Management, Head of Machine Learning, AQR Capital Management

George D. Mussalli, CFA, Chief Investment Officer, Equity Investments, PanAgora

David Turkington, CFA, Senior Managing Director, Head of State Street Associates, State Street Global Markets


3:00 PM |  (ALMOST) 200 YEARS OF NEWS-BASED ECONOMIC SENTIMENT

Jules van Binsbergen, Ph.D., The Nippon Life Professor in Finance, The Wharton School, Professor of Finance, University of Pennsylvania


4:00 PM | NETWORKING  RECEPTION

Additional Details

Learning Outcomes

  • Quantitative Techniques
  • Alternative Data
  • AI

About SQA

The Society of Quantitative Analysts (SQA) is a not-for-profit organization that focuses on education and communication to support members of the quantitative investment community. SQA has hosted educational events in NYC since 1965. The principal mission of SQA is to encourage the dissemination and discussion of leading-edge ideas and innovations, including analytical techniques and technologies for investment research and management. There is more information about SQA and its history on our website: www.sqa-us.org