ICE Quant Event
Seeking New Factors in a Volatile Macro Environment
Join us on Thursday, September 25, as we bring together the Singapore quantitative community — including quant fund managers, systematic traders, researchers, and developers — for an engaging knowledge sharing session and networking.
During the event, a panel of industry leaders will delve into the critical factors behind developing and executing quant strategies amid today’s volatile macroeconomic landscape.
Thursday, Sept. 25
4:30 p.m. - 8 p.m. SGT
Mandarin Oriental
Garden Suite Level 5, 5 Raffles Ave, Singapore 039797
Registration is closed.
Agenda
4:30 p.m. - 4:50 p.m. - Registration
4:50 p.m. - 5 p.m. – Opening Remarks
Leon Liang, Director, Feeds Business Development, ICE
5 p.m. - 5:15 p.m. - Are Factors Apolitical?
Olivier d’Assier, Head of investment Decision Research SimCorp
5:15 p.m. - 5:30 p.m. – India Options Market
Rajat Bansal, Senior Quant Trader, Hetu Investment
5:30 p.m. - 5:45 p.m. – Factor Modeling in Quant Strategies
Kun Chen, Lead Market Solution, Kpler
5:45 p.m. - 6 p.m. – Extracting market insights from government policy data with NLP tools
Stephen Enright-Ward, CTO, Bilby AI
6 p.m. - 6:15 p.m. - Spotting Market Leadership with Technical and Quantitative Analysis: A Multi-Dimensional Approach to Smarter Portfolio Allocation
Jake Chow, Director, Portfolio Management, CGS International Securities Singapore
6:15 p.m. - 6:20 p.m. - Closing Remarks
Claire Gailey, Director, Sales - South Asia and Pacific, ICE
6:15 p.m. - 8 p.m. - Drink Reception
*Agenda subject to change
Featured Speakers
Leon Liang
Director, Feeds Business Development, ICE
Olivier d'Assier
Head of Investment Decision Research, SimCorp
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Rajat Bansal
Senior Quant Trader, Hetu Investment
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Kun Chen
Lead Market Solutions, Kpler
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Stephen Enright-Ward
CTO, Bilby AI
Jack Chow
Director, Portfolio Management, CGS International Securities Singapore
Claire Gailey
Director, Sales - South Asia and Pacific, ICE