Panel: Alexander Denev and Saeed Amen: The Book of Alternative Data
Webinar
Wednesday, September 2, 2020 - 06:30 PM
Until: Wednesday, September 2, 2020 - 08:30 PM
(Adjusted for timezone: Europe/London)
Categories
Details
PLEASE NOTE THAT THIS WEBINAR WILL START ON WEDNESDAY, 2 SEPTEMBER, 2020, AT 6:30 PM ***BST (LONDON TIME)*** (1.30 PM ***EDT (NEW YORK TIME)***)
TITLE: The Book of Alternative Data
ABSTRACT:
The first and only book to systematically address methodologies and processes of leveraging non-traditional information sources in the context of investing and risk management Harnessing non-traditional data sources to generate alpha, analyze markets, and forecast risk is a subject of intense interest for financial professionals. A growing number of regularly-held conferences on alternative data are being established, complemented by an upsurge in new papers on the subject. Alternative data is starting to be steadily incorporated by conventional institutional investors and risk managers throughout the financial world. Methodologies to analyze and extract value from alternative data, guidance on how to source data and integrate data flows within existing systems is currently not treated in literature. Filling this significant gap in knowledge, The Book of Alternative Data is the first and only book to offer a coherent, systematic treatment of the subject.
BIOGRAPHIES
ALEXANDER DENEV leads AI and Data Science team for Financial Services - Risk Advisory. His responsibilities include development of AI products and advisory around risks and ethical implementation of AI. He also focusses on Alternative Data, AI for Data Quality and AI for Retail Banking.
Alexander is a former Head of Quantitative Research & Advanced Analytics at IHS Markit. Prior to that, Alexander has worked in Risk Dynamics (McKinsey & Company), The Royal Bank of Scotland, European Investment Bank (EIB) and European Investment Fund (EIF), National Bank of Greece and Societe Generale.
Alexander holds a degree in Mathematical Finance from University of Oxford where he is a Visiting Lecturer on Bayesian Risk Management and Alternative Data.
He wrote several papers and books on quantitative topics, ranging from stress testing and scenario analysis to asset allocation through Machine Learning techniques and alternative data.
Alexander has often thought leadership engagements in conferences, journals and global fora.
SAEED AMEN is the founder of Cuemacro and co-founder of Thalesians. Over the past fifteen years, Saeed Amen has developed systematic trading strategies at major investment banks including Lehman Brothers and Nomura. He is also the author of Trading Thalesians: What the ancient world can teach us about trading today (Palgrave Macmillan) and is the coauthor of The Book of Alternative Data (Wiley), due in 2020.
Through Cuemacro, he now consults and publishes research for clients in the area of systematic trading. He has developed many Python libraries including finmarketpy and tcapy for transaction cost analysis. His clients have included major quant funds and data companies such as Bloomberg. He has presented his work at many conferences and institutions which include the ECB, IMF, Bank of England, and Federal Reserve Board.
For more information, visit https://www.meetup.com/thalesians/events/272294816/
PLEASE NOTE THAT THIS WEBINAR WILL START ON WEDNESDAY, 2 SEPTEMBER, 2020, AT 6:30 PM ***BST (LONDON TIME)*** (1.30 PM ***EDT (NEW YORK TIME)***)
TITLE: The Book of Alternative Data
ABSTRACT:
The first and only book to systematically address methodologies and processes of leveraging non-traditional information sources in the context of investing and risk management Harnessing non-traditional data sources to generate alpha, analyze markets, and forecast risk is a subject of intense interest for financial professionals. A growing number of regularly-held conferences on alternative data are being established, complemented by an upsurge in new papers on the subject. Alternative data is starting to be steadily incorporated by conventional institutional investors and risk managers throughout the financial world. Methodologies to analyze and extract value from alternative data, guidance on how to source data and integrate data flows within existing systems is currently not treated in literature. Filling this significant gap in knowledge, The Book of Alternative Data is the first and only book to offer a coherent, systematic treatment of the subject.
BIOGRAPHIES
ALEXANDER DENEV leads AI and Data Science team for Financial Services - Risk Advisory. His responsibilities include development of AI products and advisory around risks and ethical implementation of AI. He also focusses on Alternative Data, AI for Data Quality and AI for Retail Banking.
Alexander is a former Head of Quantitative Research & Advanced Analytics at IHS Markit. Prior to that, Alexander has worked in Risk Dynamics (McKinsey & Company), The Royal Bank of Scotland, European Investment Bank (EIB) and European Investment Fund (EIF), National Bank of Greece and Societe Generale.
Alexander holds a degree in Mathematical Finance from University of Oxford where he is a Visiting Lecturer on Bayesian Risk Management and Alternative Data.
He wrote several papers and books on quantitative topics, ranging from stress testing and scenario analysis to asset allocation through Machine Learning techniques and alternative data.
Alexander has often thought leadership engagements in conferences, journals and global fora.
SAEED AMEN is the founder of Cuemacro and co-founder of Thalesians. Over the past fifteen years, Saeed Amen has developed systematic trading strategies at major investment banks including Lehman Brothers and Nomura. He is also the author of Trading Thalesians: What the ancient world can teach us about trading today (Palgrave Macmillan) and is the coauthor of The Book of Alternative Data (Wiley), due in 2020.
Through Cuemacro, he now consults and publishes research for clients in the area of systematic trading. He has developed many Python libraries including finmarketpy and tcapy for transaction cost analysis. His clients have included major quant funds and data companies such as Bloomberg. He has presented his work at many conferences and institutions which include the ECB, IMF, Bank of England, and Federal Reserve Board.
For more information, visit https://www.meetup.com/thalesians/events/272294816/