CFASI Quantitative Forum 2019 Milan

Fully Booked
  • Tuesday 14 May 2019
  • 10:30 - 14:15
  • Refinitiv
  • Via Dogana, 1
  • 20123 - Milan
  • Eligible for 2 credits

Join us in our discussion on some highly topical subjects of Quantitative Finance.
We will consider how technologies and new data analyses techniques can be applied to implement investments' strategies.
Theoretical and practical approaches will be presented, together with next challenges.

10:30 Registration
11:00 Welcome speeches
11:15 Dispelling myths about machine learning in Systematic Investments (Italian) Tony Guida, Senior Quantitative Researcher, RAM Active Investments

Tony Guida

Senior Quantitative Researcher, RAM Active Investments

Tony Guida works together with the equity Portfolio Managers to develop systematic investment strategies. Tony's work is focused primarily on extracting market inefficiencies from different sources from traditional fundamentals, market signals, alternative data, and machine learning. His expertise is in mid to low frequency in equities. Tony started his career at Unigestion in 2006 where he joined the quantitative equity low volatility team to work as a research analyst. He evolved into a member of the research and investment committee for Minimum Variance Strategies, where he led the factor investing research group for institutional clients. In 2015, he moved to Edhec Risk Scientific Beta as a Senior Consultant for Risk allocation and factor strategies before going to a major UK pension fund in 2016 to build the in-house systematic equity, co-managing 6 billion GBP as a senior quantitative portfolio manager. He joined RAM-Active Investments in January 2019. Tony holds a Bachelor and Master degrees in Econometry and Finance from the University of Savoy France. Tony is editor-in-chief for the Journal of Machine Learning in Finance and he is chair of the EMEA machineByte Think Tank.

11:45 Data in AI: Finding the Signal and avoiding the Noise (English) Douglas McKinley, Enterprise Market Development EMEA, Refinitiv

Douglas McKinley

Enterprise Market Development EMEA, Refinitiv

Based out of Milan and working for Refinitiv, Douglas McKinley drives the use of the industry’s most powerful software for distributing and managing structured data to help customers connect all enterprise workflows. Refinitiv data and technology improves how customers find, extract and tag data; Semantic Analysis and Learning Machines to generate Sentiment on News and Social Media; Machine-Learning algorithms to spot suspicious trading patterns and potential fraud. A coder by trade, with a degree in Applied Computing he previously ran and managed his own company, dealing with startups and in innovative areas like Predictive Analytics, Natural Language Processing, Text Mining and High Performance Computing, Additive Manufacturing and 3d printing to name a few.

12:10 Round Table (Italian)
  • The perspective of a markets' practitioner - Davide Bulgarelli, SIAT
  • An eye-tracking study - Prof. Vincenzo Farina, Università di Roma Tor Vergata
  • How media and social media influence the investment activity - Mirko Vairo, Socialbeat
Moderator, Morya Longo, Il Sole 24 Ore

Morya Longo

Il Sole 24 Ore

Morya Longo, 43 years old, is journalist at Sole 24 Ore since 2000 dealing with financial markets and macroeconomics. He worked on the most important Italian and intenational financial events, from Cirio and Parmalat cracks to the most recent 2007-2008 financial crisis.

Davide Bulgarelli, CSTA, President, SIAT

Davide Bulgarelli

CSTA, President, SIAT

SIAT President and QuanTech 2018 and 2019 Chairman. Technical Analyst and Asset Manager in BNL -BNP Paribas. Nominated Top Fund Selector Italy 2014 – 2015 -2016 by the FundsPeople Magazine and Personality of the year 2016 by the Investment Europe Magazine. He managed over 1200 million with a proprietary non-parametric quant model. SIAT member since 1996, Davide Bulgarelli was one of the first AIFINC (Italian Behavioural Finance Association) members. SIAT Master lecturer. Areas of interest: quant-technical analysis, behavioural and experimental finance, artificial intelligence. He was one of the first Italian pioneers in technical analysis applied to mutual funds, tool that he uses for over 30 years. He gave lessons on this matter at the Siena University. Collector of technical analysis books, Davide has got original copies of “The stock market barometer”, 1922 edition, and the “Dow Theory”, 1929 edition.

Vincenzo Farina, Università di Roma Tor Vergata

Vincenzo Farina

Università di Roma Tor Vergata

Vincenzo Farina is Professor of Financial Markets and Institutions in the Department of Management and law at the University of Rome Tor Vergata and Adjunct Professor of Financial Management and Financial Markets in the Department of Finance at Bocconi University. He is member of scientific board of PhD in “Economia Aziendale”, University of Rome Tor Vergata. His research has been published in Journal of Banking & Finance, European Financial Management, European Management Review, Applied Financial Economics, and Corporate Governance, among others.

Mirko Vairo, Co-founder, Socialbeat

Mirko Vairo

Co-founder, Socialbeat

Mirko Vairo (30 yo), born in Naples, graduated in 2012 with a Master of Science in Marketing Management at Luigi Bocconi University of Milan. From the very beginning he developed vertical skills in IT and Tech, working first as Sales Analyst in the Enterprise Solution division of Microsoft and then as Consultant in Jakala (former ValueLab), a company that provides business consulting and systems integration services. In 2015 he joined Deloitte Financial Advisory in Milan and worked as a Manager in the team focused on Business Strategy, Business Planning and Commercial Due Diligence projects. In 2017, with Marco Sangalli and Antonio Santoro, he founded Socialbeat, a tech company that develops solutions for Big Data, Artificial Intelligence & Media Monitoring.

13:10 Buffet lunch