Christophe Le Lannou to star at Battle of the Quants 2011

Centrix IX Head of Quantitative Trading to discuss "Man v Machine" intelligence at prestigious London Event

The Battle of the Quants is a full day event focused on comparing and contrasting the various quantitative solutions which are increasingly influencing hedge funds. The events draw the leading minds in quantitative analysis to debate the influence and integration of quantitative tools into today's global hedge fund sector.

A graduate of Ecole Polytechnique of Paris and Ecole des Mines of Paris, Christophe began his career in 1997 working as a trader within the equity and equity derivatives departments of a number of major banks in London, most recently as a proprietary volatility trader at Swiss Re Financial Products. He has more than 10 years expertise in trading equities, equity options, convertible bonds and other structured products, and as well in arbitrage & relative value trading. Christophe joined Carrousel in 2007, to take charge of the research and the development of new systematic strategies, and has managed the Centrix IX systematic macro fund since it launched on 30th June 2010.

Above: Christophe Le Lannou will join the discussion on Man v Machine Intelligence

A glittering line up of speakers are due to attend the event, including:

Machine vs. Human Intelligence

The panel will consist of two viewpoints on how best to generate alpha in trading strategies. The intellectual discussion will examine the success of systematic strategies relative to those of human discretionary decision making. Are humans or machines best at generating superior returns? Or, perhaps, is a “Quantamental” solution the answer?

Moderator: Karsten Schroeder, CEO – Amplitude Capital
Christophe Le Lannou, Head of Quantitative Trading - Carrousel Capital
Bradford Paskewitz, CEO – Paskewitz Asset Management
Rafael Molinero, CEO – Molinero Capital Management
Stephan Lemoine, Senior Portfolio Manager – Iskandia Capital Fund

The Other side of Alpha!

Determining the right benchmark for quantitative strategies is a critical issue for investors in determining alpha. Without a clear benchmark, we cannot determine Alpha. Once determined, can we assess whether the source(s) of that alpha are sustainable.  Like fishing the oceans, is there a point at which excess alpha hurts future alpha as the source(s) decline or perish? Or is it possible that there are natural forces present in the market which produce an alpha equilibrium, limiting the harvesters and protecting the source.

Pacome Breton, Chief Risk Officer – FQS Capital Management
Claire Smith, Senior Analyst and Partner – Albourne Partners
Katherine Price, Manager, Portfolio Solutions Group, PAAMCO
Patric de Gentile-Williams, Chief Operating Officer, FRM Capital Advisors (TBD)

Systematic Quant Issue of the Day: Would you ever override your Trading System?

Five quantitative managers are asked to provide a two minute review of their strategies and then respond to the panel question. A discussion follows to determine why managers diverge on their response.

Tim Meyers, Managing Partner & Co-Founder – Coriolis Management, LLC.
Daryl Cook, Managing Director, Senior Research Portfolio Manager - Tudor Systems Trading Group
Matthew Sargaison, Chief Risk Officer – AHL
Peter Kambolin, Partner – Systematic Alpha
Suhail Shaikh, Partner and Head of Research, Fulcrum

Keynote Presentation: The Great Opportunity of Quant investing in Asia

Michel Swaak, CFA, Managing Director of Quantitative Management – QIC Dynamic Investment Solutions

High Frequency Trading Low Latency and Quantitative Strategies

This panel will approach the issue of HFT from the quantitative strategies’ perspective and how quantitative strategies can leverage the super high speeds offered by HFT methods.

Dr. Will Holt, Founding Member, JCH Capital Management
Giovanni Beliossi, Managing Partner and CEO – FGS Capital

Texts, Tweets, Twits – How is Market Sentiment Analysis of Value in Quantitative Trading

Quants are frequently reminded of the lack of a computers’ ability to interpret text news stories (as the human mind can) and have those stories reflected appropriately in the trading process. Significant capital and intelligence has been poured into developing news reading algorithms, measuring new social media interactions for sentiment and even creating information arbitrage strategies, all to gain predictive capabilities in market moves. Several solutions are generating significant success for quant funds. What is behind the technology and how can the solution enhance an existing model.

Part 1 News Analytics Panel – How do Complex Systems Analyze News and with a High Degree of Confidence Produce Effective Trading Signals

Robert Passarella, Managing Director - Dow Jones
Richard Brown, Global Business Manager - Thomson Reuters
Armando Gonzales, CEO – Ravenpack
Gautam Mitra,Ph.D, Author of “The Handbook of News Analytics,”  Research Scientist - Optirisk-Systems 

Texts, Tweets, Twits – How is Market Sentiment Analysis of Value in Quantitative Trading
Part 2 Social Media Panel – How do Hedge Funds Source, Analyze and Produce Market Sentiment from Social Media Websites

Moderator: Richard Peterson, M.D., Registered Investment Advisor - MarketPsych Capital LLC
Paul Hawtin, Founder and Managing Director – Derwent Capital Markets (Twitter Fund)
Arnaud Vincent, CEO and Founder – Mines Paris Tech
Axel Groß-Klußmann, Doctoral Candidate – Humboldt Universitaet zu Berlin
Yutaka Matsuo, “The Blog Fund,” Associate Professor – University of Tokyo “The Blog Fund”

Keynote Presentation - Quant Commodities
John Moody, Portfolio Manager – J E Moody & Company LLC

Investing in Quant Strategies; UCITS, Managed Accounts or Direct – Pros and Cons

Many avenues are available to the investor for allocations to quantitative based Hedge Funds. Experts will discuss the different vehicles and why, when buying a quant based fund, how you invest will have an impact on the control and safety of the assets. Also, the panel takes a closer look at why quant funds have a unique ability to rapidly qualify for the UCITS platform.

Richard Bibb, Chief Investment Officer – AimHedge
Jesse Redmond, Founder and Co-Portfolio Manager – Evolved Alpha
Ranjan Bhaduri, Ph.D. CFA CAIA, Managing Director Head of Research - AlphaMetrix

Unexpected and Sudden Severe Market Shocks: Which Investment Strategy is Best Equipped to Stem Losses: Quantitative or Discretionary.

Unexpected market gyrations are becoming more frequent that ever expected. Investors are increasingly asking how hedge fund managers’ strategies are prepared for these severe market moves. When considering quantitative vs. qualitative strategies, is either strategy better equipped to stem losses?

Justin B. Dew, Senior Managing Director – Welton Investment Corporation
David Nowakowski, Director of Credit Strategy – Roubini Global Economics
Denis BEAUDOIN, CEO and Founder – FINALTIS
Peter Wiesing, Ph.D., Founder and CEO – Global Arbitrage Group

Artificial Intelligence and Machine Learning in Hedge Funds

Has the promise of Artificial Intelligence made decades ago finally been achieved in hedge funds? If markets are driven by fear and greed, can AI systems incorporate emotion? Will humans be relegated to being behind the scenes programmers of trading machines? This panel explores what exactly we mean when referring to an AI system and three different ways it has been implemented.

Sonia Schulenburg, Ph.D., CEO and Founder – Level E Limited
Spencer Greenberg, CEO and Chief Software Architect – Rebellion Research
Marco Fasoli, Managing Partner, Co-Founder, Co-CIO – TITIAN Global Investments

The speaker list shown above may be subject to change.

Agenda
8:30 Registration
10:15 Morning Keynote – State of the Quants
10:45 Debate: Machine vs. Human Intelligence
11:15 Investor Panel: The Other side of Alpha!
11:45 Systematic Quant Issue of the Day: Would you ever override your Trading System?
12:15 Networking Luncheon
1:30 The Great Opportunity of Quant investing in Asia
2:00 High Frequency Trading Low Latency and Quantitative Strategies
3:15 Texts, Tweets, Twits – How is Market Sentiment Analysis of Value in Quantitative Trading
3:15 Part 1: News Analytics Panel – How do Complex Systems Analyze News and with a High Degree of Confidence Produce Effective Trading Signals
3:45 Part 2: Social Media Panel – How do Hedge Funds Source, Analyze and Produce Market Sentiment from Social Media Websites
3:45 Networking Break
4:00 Late Afternoon Keynote - Quant Commodities
4:30 Investing in Quant Strategies; UCITS, Managed Accounts or Direct – Pros and Cons
5:00 Unexpected and Sudden Severe Market Shocks: Which Investment Strategy is Best Equipped to Stem Losses: Quantitative or Discretionary.
5:30 Artificial Intelligence and Machine Learning in Hedge Funds
6:00 Cocktail Networking Party
7:30 Battle of the Quants Award Ceremony (The first Quant Awards Presentation in the Hedge Fund Industry)
8:00 End