The Fifth Elephant round the year submissions for 2019
Submit a talk on data, data science, analytics, business intelligence, data engineering and ML engineering
Chandini Jain
@chandinijain
Submitted Jul 19, 2019
Investment management is a 60 Trillion$ industry, and despite the recent advancements in data science and machine learning, still remains fairly discretionary. Untill recently, less 20% of the funds called themselves quantitative.
However, there is an absolutely massive transformation taking place right now within the discretionary investment management industry. Quantitative and systematic strategies have produced far more consistent returns over the last few years and investment assets are flowing out of discretionary funds at an alarming rate.
Discretionary managers have finally woken up, and are now scrambling to understand what’s taking place and how they must change in relation to it. Many will not survive the shift. Others, who move quickly and efficiently towards building quantitative processes will take advantage and be better off for it. The key to make success will lie in building the right infrastructure, hiring for the correct roles and have cross functional support.
We will dive into the following themes and how institutional managers can begin to effectively redirect themselves:
I am the CEO/founder of Auquan. I have 8+ years of global experience in finance with Deutsche Bank in Mumbai/New York and as a derivatives trader with Optiver in Chicago, where I was the first (and only) female trader in the company! At Optiver, I traded volatility arbitrage strategies and was involved first hand in making the shift from discretionary to automated trading. Since 2017, I have been employing new and cutting edge ML and Deep Learning techniques at Auquan to solve financial prediction problems for hedge funds and asset managers.
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