Overview

Organised by LFIS and the Quantitative Management Initiative

New Date Pending for 2021

Content

An educational afternoon at the #Cloud Business Center, featuring leading quant researchers and practitioners to discuss and debate the fast changing world of quantitative investing.

Followed by a private evening at the Rodin Museum, with exclusive guided tours of the museum and its famous gardens.  Attendees will also have the opportunity to participate in sculpture workshops and discover a hidden cocktail bar in a secret space in the museum’s foundations.

The Quant Vision Summit will begin at noon with lunch at the #Cloud Business Center.

Musée Rodin

77 Rue de Varenne
75007 Paris

#Cloud Business Center

10 bis Rue du 4 septembre
75002 Paris

Hosted by LFIS & QMI

Sofiene Haj-Taieb

Co-Founder and CEO, LFIS

Sofiene Haj-Taieb is co-founder and CEO of LFIS. Prior to founding LFIS in 2013, Sofiène spent over 16 years with Société Générale Corporate & Investment Banking (“SGCIB”) where he was Deputy Head of Global Markets and a member of the Executive Committee. Sofiène developed a number of financial innovations that contributed to SGCIB's position as a global leader in equity derivatives markets. Sofiène graduated from École Polytechnique and École Nationale des Statistiques et de l’Administration Economique (ENSAE).

ARNAUD SARFATI

Co-Founder, LFIS

Arnaud Sarfati is co-founder of LFIS. Prior to founding LFIS in 2013, Arnaud spent 15 years with Société Générale Corporate & Investment Banking (“SGCIB”) where his last position was Co-Head of the Cross Asset Solutions division. During his tenure, Arnaud developed a number of financial innovations that contributed to SGCIB's position as a global leader in equity derivatives. Arnaud graduated from ESSEC. He also holds a Master’s degree in Probability and Finance from Paris VI.

Gaëlle Le Fol

Scientific Director, QMI & Professor of Finance, Université Paris – Dauphine

Gaëlle Le Fol is full Professor of Finance at Université Paris – Dauphine and Research Fellow at the CREST (Center for Research in Economics and Statictics). She is the Scientific Director of the QMI. Professor Le Fol’s research focuses on the liquidity in Financial markets, the modelling of stock prices and fund flows as well as the modelling and forecasting of volume. Gaëlle’s recent research has included investor behavior and the impact on trading characteristics, market liquidity, contagion and systemic risk. Her work has appeared in various international academic journals. Gaëlle is an economics and econometrics graduate from Paris 1 University Panthéon – Sorbonne and holds a Ph. D. in Economics from the same university.

Agenda

Agenda Coming Shortly

COMMON SPACE

12:00

Buffet Lunch

THE HUB

1:15

Opening Remarks: LFIS & QMI

1:30

Keynote: Ten Applications of Financial Machine Learning

Marcos López de Prado - CIO of True Positive Technologies, and Professor of Practice at Cornell University

2:15

Harnessing Big Data for Multi Asset Strategies

Dr. Markus Ebner - Senior Associate Partner, Team Manager Multi Asset – Quoniam Asset Management

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Transforming unstructured data into systematic Global Macro strategies

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2:45

Implementation Challenges: Forecasting Portfolio Weights

Hughes Langlois – Assistant Professor of Finance - HEC Paris

3:15

Investor Panel: Liquidity & Diversification - Is Quant the Answer for Uncorrelated Returns?

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Moderated by :

  • Karen Gabay - Director, Business Development - LFIS

Speakers:

  • Dr. Ranjan Bhaduri - CEO Bodhi of Research Group
  • Christian Jost - CFA, Senior Investment Analyst at Zurich Invest AG
  • Saumil Desai - CFA, Associate Portfolio Manager at OPTrust

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COMMON SPACE

4:00

Coffee Break

THE HUB

4:45

Derivatives in Asset Management – LFIS’ Perspective

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Speakers:

  • Oualid Saidi - Head of Managed Futures - LFIS
  • Yann Le Her - Senior Portfolio Manager - LFIS
  • Benjamin Jacot - Quantitative Risk Manager - La Française Group

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5:15

QMI Keynote: Human Behavior and (Ethical) Expectations – The Limits to Using AI?

Dr. Andrea Weihrauch - Assistant Professor in Marketing: Faculty of Economics and Business, University of Amsterdam

5:45

Closing Panel: ESG Visions – From Big Data to Better Data

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Moderated by :

  • Giselle Comissiong - Director, Head of Marketing & Communications - LFIS

Participants:

  • Guillaume Garchery - Head of Quantitative Research & Development - LFIS
  • Sylvain Forté - Co-Founder and CEO of SESAMm
  • Pierre Lenders - Head of ESG - Capital Fund Management
  • Michael Weinberg, CFA - Managing Director, Head of Hedge Funds and Alternative Alpha at APG

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6:45

Event Concludes

Rodin Museum

7:30

Private Evening at the Rodin Museum

Keynote Speaker

Marcos López de Prado

CIO of True Positive Technologies, and Professor of Practice at Cornell University

Marcos López de Prado has over 20 years of experience developing investment strategies with the help of machine learning algorithms and supercomputers. He has recently sold his patents to AQR Capital Management, where he was a principal and AQR’s first head of machine learning. Marcos also founded and led Guggenheim Partners’ Quantitative Investment Strategies business, where he developed high-capacity investment algorithms that consistently delivered superior risk-adjusted returns, receiving up to $13 billion in assets. Concurrently with the management of investments, between 2011 and 2018 Marcos was a research fellow at Lawrence Berkeley National Laboratory (U.S. Department of Energy, Office of Science). He has published dozens of scientific articles on machine learning and supercomputing in the leading academic journals, and SSRN ranks him as the most-read author in economics.

Speakers Include