PREPARE FOR INNOVATION

DATA SEMINAR SERIES

ALTERNATIVE DATA FOR ALPHA GENERATION

NEW YORK CITY

JUNE 12, 2019

NOVEMBER 13, 2019

Hedge fund managers have always been looking for the informational edge in pursuit of alpha. The proliferation of big data analytics is revolutionizing the way investing used to work. If you want to understand what is going on with a restaurant chain you have an open position in, and you still limit your toolkit by company reports, investor relations calls and sell side comments, you are behind. Those who look at credit card transactions data, geo-location data, app downloads and other alternative data signals will have an edge to make more accurate and timely investment decisions.

PREPARE FOR INNOVATION

Hedge fund allocators started to include questions about data strategy in the standard Manager Due Diligence Questionnaire. Today’s innovation will be tomorrow’s must-have and now it is time to prepare.

Portfolio managers who want to succeed in the industry in the long-term and keep growing AUM, have to understand the alternative data use cases applicable to their strategies, be able to select the right data vendors and technology service providers, optimize data budget and stay on top of the cutting-edge trends and best practices.

We invited prominent buy-side experts from quantitative investment funds and data vendors to provide a well structured and comprehensive assessments and view points to alternative data capabilities as well as real-life examples of various data sets use cases relevant to fundamental portfolio managers across asset classes. 

 
 

WHAT YOU WILL LEARN

  • What alternative data categories and types are available and how to approach data discovery process

  • Application of big data in the investment process: use cases and real-life applicable case studies

  • How to take advantage of the alternative data without hiring a team of data scientists

  • Why it is not too late to start implementing alternative data: overcrowding misconception

  • Alternative data market landscape – data owners, vendors, market places and infrastructure services

  • Practical steps to start building alternative data library for your research process

  • How to negotiate the best deal for new data sets and obtain the best pricing

  • How to refine data selection and increase effectiveness and generate stronger ROI .. and much more ..

 
 
 

WHO SHOULD ATTEND THE SEMINAR

  • Hedge fund executives

  • Investment officers and portfolio managers

  • Fundamental researcher analysts

  • Quantamental researcher analysts

  • Hedge fund allocators and investors

 

FREQUENTLY ASKED QUESTIONS

Is the seminar for Quants only?

No. This is a seminar for fundamental discretionary managers. We will discuss on a high level the opportunities alternative data provides to enhance fundamental research process, extract alpha, and improve risk management. The seminar will be a solid foundation for further education on the topic of big data in investing.

Does the seminar require coding skills?

No. This program is for investment professionals and financial data programmers are welcome. Speakers may demonstrate data platform capabilities that involve basic python code, but no coding experience is required to participate in the program. Deeper company insights are helping managers spot opportunities as we as risks. The content is mainly focused on the logic behind alternative data use cases in the fundamental investment process.

Do I need a laptop or special software to participate?

No equipment is necessary, but you can bring your laptop if you would like to test data platforms discussed by the speakers.

Will the seminar cover a specific investment strategy?

At the introductory seminar we will discuss use cases relevant to a few different strategies. In general, most of the currently available alternative data sets provide the most use cases for equity strategies. In our upcoming educational events we will emphasize sector specific strategies and relevant alternative data use cases. We will also discuss global macro alternative data and use cases.

I won’t be able to attend this time, will you repeat the seminar in the future?

Beryl Elites will be organizing regular educational events on the topics of big data and technology in asset management. Please subscribe to receive our updates and we will notify you about the upcoming events.

Does Beryl Elites offer other educational programs for hedge fund managers and investors?

Yes. We plan other seminars focusing on specific sectors and use cases. Please subscribe to receive our updates.

Should we expect a strong growth in alternative data in coming years?

Yes. Our team foresees it to grow exponentially. Any business with an exhaust in their business is now in essence an alternative data source. There are aggregating platforms currently that track up to 800 data sources.

 

DATE AND TIME

June 12, 2019 [to be confirmed]

2:00 pm till 5:00 pm


VENUE

470 7th Avenue, 4th Floor, New York, NY 10018


PRICE

$500 per manager BUY NOW

Complimentary seminar ticket is available for managers that purchased tickets for Beryl Elite June 13 NYC, Nov 11-12 NYC, and July 30-31 Beijing events.

 

SEMINAR Lecturers

Full speaker lineup will be added shortly

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Olga Kokareva

is currently Head of Data Sourcing and Strategy at Quantstellation, a multi-strategy, multi-horizon quantitative trading group. In her role Olga is responsible for proactive sourcing of traditional and alternative data sets, building strategic data partnerships and managing full cycle of data acquisition.

Olga is a frequent speaker on the topics of alternative data, research automation, quantitative investment process and emerging technology in finance. Her speaking appearances include major industry events and media resources: Beryl Elites Emerging Technology Conference, Access and Alpha Conference, Altdata.tv, The Trading Show Chicago, AI and Data in Trading, TradeTech Europe. She was a guest speaker at Practical Big Data graduate course at NYU Stern School of Business and Artificial Intelligence in Finance Institute (AIFI) Certificate Program. Olga is an author of multiple articles and white papers on the topic of alternative data vendor selection, data sets evaluation and pricing.

Before joining Quantstellation, Olga spent seven years working in the hedge fund industry in different senior roles that gave her a good understanding of fundamental managers’ perspective as well as hedge fund allocator’s perspective. Olga holds MS degree in finance, MBA degree and CAIA (Chartered Alternative Investment Analyst) designation.

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ADAM BRAFF

is Chief Data Acquisition Officer at Point72, L.P., where he leads efforts to provide differentiated, compliant data to investment professionals to improve their risk-adjusted returns. He was previously Executive Vice President, Global Head of Enterprise Data, Analytics & Architecture at Zurich Insurance, leading a hybrid team of IT and business professionals to create business value from data. Before joining Zurich he was Senior Vice President, Head of Business Analytics at DIRECTV (acquired by AT&T), where he oversaw analytics in support of customer loyalty, lifetime value, programming negotiations, and the optimization of DIRECTV mobile platforms; and Head of Customer Data and Analytics at JPMorgan Chase, where he built a team responsible for optimizing the use of customer data across all of Chase’s consumer businesses to enhance marketing, risk, anti-fraud, customer experience and operations decisions. He was a partner in the DC office of McKinsey & Company, where he co-founded the Customer Experience practice, and began his career as an attorney at Hogan & Hartson (now Hogan Lovells). He has a law degree from the University of Virginia, where he served as executive editor of the law review, and an undergraduate degree in linguistics from Brown. He lives in New York City with his wife and three children.