MIT Algorithmic Trading Conference 2022

MIT Algorithmic Trading Conference 2022 : December 15

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Kresge Auditorium 183 Amherst Street, Cambridge, MA 02139

December 15, 2022: To buy tickets

07.00 – Registration

07:45 – Opening remarks by the presidents: director, MIT Sloan Quant Finance Club, Samson Qian and host of the Rebellion Research CEO Conference, Alexandre Fleiss

07:50 – Keynote: Ai & Data Science In Context, Dr. Alfred SpectorMathematician, MIT Visiting Scholar & fmr CTO Two Sigma

08.05 ROUND TABLE: Machine learning versus optimal control

Moderator: Amal Moussa, Managing Director, Head of Exotic Derivatives Trading in US Single Stocks at Goldman Sachs, Adjunct Professor, Masters Program in Mathematics of Finance at Columbia University

Jeff AdamsInventor of Amazon Alexa, Peng ChengHead of Machine Learning Strategies, JPMorgan, Tony BerkmanManaging Director, Two Sigma, Carson BoneckChief Data Officer, Balyasny Asset Management LP

08:40 ROUND TABLE: AI, data and investment

Moderator: Sahana AthreyaForbes 30 Under 30, Data Scientist/QR – Investment Research, Millennium

Dr Ruchir PuriChief Scientist, IBM Research, Lisa Huangresponsible for managing and planning investments in AI, Fidelity, Dr Ernest Chanfounder of and chairman of QTS Capital, Tony BerkmanManaging Director, Two Sigma

9:15 a.m. – To break

9:30 a.m. ROUND TABLE: Improving Quantitative Strategies with Fundamental Data

Moderator: Gilbert HaddadHead of Investment Decision Science at Fidelity Investments

Cetin Karakus Global Head of Quantitative and Analytical Solutions at BP (British Petroleum), Swagato Acharjee, Director, Algorithmic Trading at Citi, Arun VermaHead of Quantitative Research Solutions at Bloomberg, LP, Zacharie MeesSenior Director, Portfolio Manager, Carnegie Corporation of New York

10.05 ROUND TABLE: Changing Landscape of Algorithms and Quantitative Engineering

Moderator: Catherine ZhaoGlobal Head of E-Commerce, Cantor Fitzgerald

Nancy DavisPortfolio manager for The Quadratic Interest Rate Volatility and Inflation Hedge ETF (symbol: IVOL) and The Quadratic Deflation ETF (symbol: BNDD), Riti SamantaSystematic Multi-Sector Fixed Income Portfolio Manager and Chief Strategist, GMO, Arik Ben DorHead of Quantitative Equity Research, Barclays

10:40 a.m. ROUND TABLE: The future of alternative investments and artificial intelligence

Moderator: William J. KellyPresident and CEO of the CAIA Association

mike chenHead of Alternative Alpha Research at Robeco, Dr. Roberto CroceHead of Liquid Alternatives, Senior Portfolio Manager, Newton Investment Management Group, Lisa Huangresponsible for managing and planning investments in AI, Fidelity, Catherine KaminskyChief Research Strategist and Portfolio Manager, AlphaSimplex Group and MIT Sloan Lecturer

11:15 a.m.Main debate: Reinforcement Learning Vs. Deep Learning

Raphael Douadyteacher-researcher, Sorbonne Vs. Gordon RitterQuant of the Year 2019, Adjunct Professor, Cornell Financial Engineering Manhattan, Adjunct Professor, Baruch College, NYU Courant Institute, Columbia Mathematics of Finance, Booth UChicago

11:50 a.m. Lunch

12:20 p.m.Main debate: Artificial Intelligence Vs. Sensitive Artificial Intelligence

Quant of the year 2022 Dr Matthew Dixon Versus. Quant of the year 2022 Dr. Igor Halperin

12:55 p.m. MAIN CONFERENCE: Restarting Ai, Gary Marcusscientist, professor, New York Times bestselling author and founder of Geometric Intelligence, a machine learning company acquired by Uber in 2016.

1h30 ROUND TABLE: Understanding Data and AI in the 21st Century

Moderator: Yevgeny VahlisCo-founder and CEO of Shakudo, Fmr Head Quant, Bank of Montreal

Joseph Simoniansenior investment strategist, beta scientist, editor of the Journal of Portfolio Management, editor of the Journal of Financial Data Science, Sudip GuptaProfessor, Johns Hopkins University, dr. Gregory SkinsDirector, Global Analytics and Financial Engineering, Scotiabank, Christina QiDatabento CEO

2.05 To break

3:20 ROUND TABLE: Digital Asset / Crypto / Quantum Computing / Defi / Web3 / Blockchain / Smart Contracts

Moderator: Professor of Finance Jim LiewProfessor, Johns Hopkins University

Matt LangionePartner, BCG, amit gandhiprofessor, Wharton Business School, technical researcher, Airbnb, Divya NarendraFounder of SumZero, ConnectU (Major Motion Picture, THE SOCIAL NETWORK is based on Divya’s work with Mark Zuckerberg and Cameron & Tyler Winklevoss)

3.55 ROUND TABLE: The Coming Robotic World, Data, Twitter, Natural Language Processing, Retail Trading, Meme Stocks & Brokerage

Moderator: Larry TabHead of Market Structure Research, Bloomberg Intelligence

Daniel J. RosengartenCFA, Head of Quantitative Treasury Development, Barclays Investment Bank, Urvashi BatraHead of Equities Electronic Trading, Americas at Barclays, david murdockVP of Data, Visible Alpha

4:30ROUND TABLE: Limits of Ai a prediction machine : How to predict the future of rates and savings?

Moderator: Mika Kastenholz Global Head Structured Macro Credit Suisse

Abhi KaneManaging Director, Angel Oak Capital Advisors, LLC, Fmr Head of Investment Research, Skybridge Capital, Charmel-MaynardChief Investment Officer and Treasurer, University of Miami, Nancy DavisPortfolio manager for The Quadratic Interest Rate Volatility and Inflation Hedge ETF (symbol: IVOL) and The Quadratic Deflation ETF (symbol: BNDD), Ben SteinerLecturer, Columbia University, GM for Asset Management, CausaLens, Fmr Head of Model Development, CIT

5.05 – Concluding speech : Build Amazon Alexa, Jeff AdamsInventor of Amazon Alexa

5:30 p.m. – Conclusion of the conference

no registration / no press



MIT Algorithmic Trading Conference 2022 : December 15

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