J.P. Morgan Macro Quantitative Conference 2019

Accrete were cordially invited by J.P. Morgan to participate in the 'Data Discovery Sessions' hosted by J.P. Morgan at the Macro Quantitative Conference, "Risk Premia & Alternative Data Investing" in Hong Kong, March 11th, 2019.

AGENDA

7:45am - Registration and breakfast

8:15am - Welcome remarks

8:30am - Is risk premia investing broken? PIMCO, Ryan Korinke MBA, Global Head of Quantitative Strategies

9:00am - Great Expectations: Unpacking Expected Returns Capital Fund Management, Steve Shepherd, Managing Director, Head of Asia Pacific

9:30am - When Market Betas Fail – A Diversified Multi-Asset Approach Acadian, Ilya Figelman CFA, Head of Multi-Asset Class Strategies

10:00am - Polling Questions and Morning Break

10:30am - Quality and ESG Elements as a Spanning Factor in Credit and Equity Portfolios GMO, Riti Samanta PhD, Head of Systematic Fixed Income and Currency Strategy

11:00am - Alternative Risk Premia: Navigating Uncertain Markets with Sound Research Practices Mizuho Alternative Investments, Kazuhiro Shimbo PhD, CIO

11:30am - Capital Market Assumptions for Asian markets and their Applications Invesco, Chang Hwan Sung PhD, Director, Solutions Research APAC

12:00pm - Polling Questions and Buffet Lunch

1:00pm - The Use Case for Risk Parity in a Low Return and Negative Cash Yield Environment PanAgora, Jesse Huang, CFA, Head of Asia Pacific

1:30pm - Local Data Application, China and Beyond Zentific, Christopher Lee, CIO

2:00pm - Natural Language Processing and Factor Investing Allianz Global Investors, Kuang-Ting Chen PhD, Portfolio Manager

2:30pm - Data Discovery Sessions Accrete, Prashant B. Bhuyan, Founder and CEO Eagle Alpha, Niall Hurley, Head of Business Development ExtractAlpha, Vinesh Jha, Founder and CEO Quant Cube, Thanh-Long Huynh, Founder and CEO Ravenpack, Peter Hafez, Chief Data Scientist

4:00pm - Closing Remarks and Cocktail Reception

Accrete

Accrete was formed in May 2017. Our team consists of world class technologists, AI scientists and industry veterans. Backed by a strategic partnership with IBM that provides enterprise distribution and secure cloud computing infrastructure, our products are helping investors generate alpha by helping them identify and rank sources most likely to publish market moving M&A rumors; monitor important shifts in topical nuance based on the interplay between management commentary and analyst questions in earnings transcripts; and monitor patient chatter on the efficacy and safety of clinical drug trials.

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