Overview
Organised by LFIS and the Quantitative Management Initiative
Regrettably, due to the continuation of the current public health climate surrounding COVID-19, this event remains postponed
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.
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
ARNAUD SARFATI
Co-Founder, LFIS
Gaëlle Le Fol
Scientific Director, QMI & Professor of Finance, Université Paris – Dauphine
Agenda
Agenda Coming Shortly
12:00
Buffet Lunch
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
Learn moreTransforming unstructured data into systematic Global Macro strategies
Back2:45
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?
Learn moreModerated 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
4:00
Coffee Break
4:45
Derivatives in Asset Management – LFIS’ Perspective
Learn More
Speakers:
- Oualid Saidi - Head of Managed Futures - LFIS
- Yann Le Her - Senior Portfolio Manager - LFIS
- Benjamin Jacot - Quantitative Risk Manager - La Française Group
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
Learn moreModerated 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
6:45
Event Concludes
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
