ICE Events
2025年3月6日(木)、東京のクオンティタティブ・コミュニティ(学術研究者、クオンツ・ファンドマネージャー、システマティック・トレーダー、研究者、開発者)を集め、知識共有セッションとネットワーキングを行います。このイベントでは、幾つかのプレゼンテーションとその後にパネル・ディスカッションを行い、以下のトピックについて議論します。
(日英双方の同時通訳有り)
共同開催
講演者
垣崎 和久、執行役員、株式会社大阪取引所
1993年に大阪証券取引所(現大阪取引所)に入所。その後、デリバティブ市場に関する運営企画や経営企画など幅広い業務を担当。2013年の東京証券取引所と大阪証券取引所の統合後は、東京証券取引所ITサービス部長や大阪取引所市場企画部長を経て、2021年に執行役員。現在は大阪取引所と東京商品取引所の執行役員としてデリバティブ市場全般を担当。
ルフェーブル・マーク, Senior Quant at Top-Tier US and Japanese Investment Bank
ターリー・キャット, 創業者兼CEO, ExeQution Analytics
With extensive experience in Tier 1 financial institutions across key global financial centers, including London, Tokyo, and New York, Mark serves as an international managing consultant specializing in delivering strategic, data-driven solutions for the finance, technology, intelligence, and defense sectors. Leading a team that focuses on automated trading algorithms, data science, and predictive analytics, Mark leverages advanced technologies such as artificial intelligence (AI), machine learning (ML), and natural language processing (NLP) to optimize decision-making and deliver on mission-critical initiatives. Through the application of cutting-edge quantitative techniques to real-world challenges, Mark consistently drives impactful solutions across multiple industries.
Over 20+ years, Cat has established a reputation as an expert in the use of data and analytics for algorithmic trading, trading performance and market microstructure analysis. ExeQution Analytics is a boutique consultancy founded to help trading organisations optimise their use of data and technology to drive genuine insight into market behaviour and trading trends to empower better trading decision making.
著名な専門家グループが以下のテーマについて探求し、議論します:
Mr. Leon Liang is the Director of Business Development for Real Time and Historical Market Data Feeds at ICE Data Service. With 17-years of experience in the financial market, Leon serves as the domain expert across areas of market data feed, data analytics, and trading systems. Leon also has rich knowledge in the areas of cloud computing and LLM. Leon holds a Master’s in Electronic Engineering and an MBA in Finance and Consulting. Leon is also a Certified Financial Risk Manager (FRM).
Vinesh founded ExtractAlpha in 2013 to bring analytical rigor to evaluating and marketing new datasets for capital markets. Since ExtractAlpha’s merger with Estimize in 2021, he has led both entities as CEO. Previously, he was Director of Quantitative Research at StarMine, developing industry-leading analyst performance metrics and alpha signals. He later built systematic trading strategies at Merrill Lynch and Morgan Stanley before joining PDT Partners as Executive Director. Vinesh holds mathematics degrees from the University of Chicago and the University of Cambridge.
デリバティブを含む多数の金融商品に精通したエンジニア。複数の金融機関にて幅広い業務に従事「リスク管理、デリバティブ、データ分析を用いた投資銀行業務」「アクチュアリエンジニアとして生命保険会社のシステム開発業務」「資産運用会社での顧客アドバイザリー業務の経験」。2012年には、教育アプリサービスの開発・立ち上げをした経験も。経済学修士 (ウィスコンシン大学マディソン校、2006)
フランクフレータスはKainoa Group社の創業者兼CEO。アメリカ合衆国登記の同社は日本企業に関するオルタナティブデータ及び派生シグナルを配信する会社です。Kainoa Group社に先立ち、フレータスはPluribus LabsのCEOでした。この会社はマシンラーニングとデータサイエンスをアメリカのオルタナティブデータソースに応用するアプリケーションにフォーカスした会社で、2017年にプライベートエクイティーの会社に買収され、ヘッジファンドでのシグナルとして活用されました。
フレータスの職歴は30年以上に渡りクオンツファイナンスに携わり、Barra社(現在MSCI社)でのリスク分析アプリケーションチーム、Moody’s Analytics及び野村證券での各社にてリーダーポジションを歴任。フレータスは金融及び地理地球に関する観測データにおけるオルタナティブデータの分析に高い関心を注いできました。
Alex is responsible for the alternative data business development activities at Nowcast for hedge funds and asset managers including sales, product strategy and data sourcing.
閉会の挨拶:
ツドラン・アナマリア、ディレクター、ストラテジック・パートナーシップ、 ICE
アナマリアは、2014年ICEデータサービスに入社以来、ストラテジック・パートナーとの関わりを通じて、APAC地域におけるICEデータサービスのビジネ ス推進に注力してきました。また、ICEグループ内の関連各署と連携して顧客サービスの向上に尽力、特に問題可決のためにはICE社内外を問わず必要なリソースの連携を率先して推し進めました。前職では、東京、ロンドン、香港でCantor FitzgeraldおよびMorgan Stanleyで株式のリサーチセールスに従事、スタンフォード大学で経済学の学士号を取得しています。
Nick Shindo has a long career in capital markets spanning roles initially as an FX derivatives trader and eTrader before moving into technology. Over the last 20 years Nick has worked for various leading global software firms both in London and Tokyo in leadership roles. In 2014 he established the Tokyo office for KX and over the subsequent 10 years has expanded the use of KX's high performance real-time streaming data analytics and AI platform to all major Japanese financial institutions for utilization in mission critical trading and risk systems.
Join us on Thursday, March 6, as we bring together the Tokyo quantitative community, including academic researchers, quant fund managers, systematic traders, researchers, and developers for an engaging knowledge sharing session and networking. This event will feature presentations followed by an insightful panel discussion, exploring topics such as:
(Live English and Japanese translations are available)
Co-hosts
Featured speakers
4:30 - 8:30 p.m. JST
6:30 - 8:30 p.m. – Networking
2-1, Nihonbashi Kabutocho, Chuo-ku, Tokyo
*Please enter TSE from the West Entrance, located opposite from The K5 Hotel.
Invitations are non-transferable. Spaces are limited.
Kazuhisa Kakizaki, Executive Officer, Osaka Exchange
In 1993, he joined the Osaka Securities Exchange (now Osaka Exchange). He subsequently held various positions in operational planning and management planning related to the derivatives market. After the integration of the Tokyo Stock Exchange and the Osaka Securities Exchange in 2013, he served as the IT Services Department Manager of the Tokyo Stock Exchange and the Market Planning Department Manager of the Osaka Exchange before becoming Executive Officer in 2021. Currently, he is Executive Officer of the Osaka Exchange and the Tokyo Commodity Exchange, responsible for the overall derivatives market.
Mark LeFevre, Vice President, Quantitative Finance & AI Specialist
With extensive experience in Tier 1 financial institutions across key global financial centers, including London, Tokyo, and New York, Mark serves as an international managing consultant specializing in delivering strategic, data-driven solutions for the finance, technology, intelligence, and defense sectors. Leading a team that focuses on automated trading algorithms, data science, and predictive analytics, Mark leverages advanced technologies such as artificial intelligence (AI), machine learning (ML), and natural language processing (NLP) to optimize decision-making and deliver on mission-critical initiatives. Through the application of cutting-edge quantitative techniques to real-world challenges, Mark consistently drives impactful solutions across multiple industries.
Over 20+ years, Cat has established a reputation as an expert in the use of data and analytics for algorithmic trading, trading performance and market microstructure analysis. ExeQution Analytics is a boutique consultancy founded to help trading organisations optimise their use of data and technology to drive genuine insight into market behaviour and trading trends to empower better trading decision making.
An esteemed group of experts will explore and discuss the following:
Mr. Leon Liang is the Director of Business Development for Real Time and Historical Market Data Feeds at ICE Data Service. With 17-years of experience in the financial market, Leon serves as the domain expert across areas of market data feed, data analytics, and trading systems. Leon also has rich knowledge in the areas of cloud computing and LLM. Leon holds a Master’s in Electronic Engineering and an MBA in Finance and Consulting. Leon is also a Certified Financial Risk Manager (FRM).
Vinesh founded ExtractAlpha in 2013 to bring analytical rigor to evaluating and marketing new datasets for capital markets. Since ExtractAlpha’s merger with Estimize in 2021, he has led both entities as CEO. Previously, he was Director of Quantitative Research at StarMine, developing industry-leading analyst performance metrics and alpha signals. He later built systematic trading strategies at Merrill Lynch and Morgan Stanley before joining PDT Partners as Executive Director. Vinesh holds mathematics degrees from the University of Chicago and the University of Cambridge.
Financial Engineer with expertise in numerous financial instruments including derivatives. He has taken on diverse responsibilities across various financial institutions, including roles in investment banking utilising risk management, derivatives, and data analysis. Additionally, he has worked on system development as an actuarial engineer for a life insurance company and gained experience in client advisory at an asset management firm. In 2012, he developed and launched an educational app service. M.A. in Economics (University of Wisconsin-Madison, 2006)
Frank Freitas is the Founder and CEO of Kainoa Group, a US-based firm focused on the delivery of alternative data and derived signals for Japanese companies. Prior to Kainoa Group, Mr. Freitas was the CEO of Pluribus Labs, a company focused on the application of machine learning and data science to alternative data sources in the US; Pluribus Labs was sold to a private equity firm in 2017 and leveraged its signals as a hedge fund. Mr. Freitas' career spans over thirty years in quantitative finance, including leadership roles at Barra (now MSCI), Moody's Analytics and Nomura Securities. Mr. Freitas' passion for alternative data includes both financial sources and geospatial/earth observation data.
Alex is responsible for the alternative data business development activities at Nowcast for hedge funds and asset managers including sales, product strategy and data sourcing.
Since joining in 2014, Anamaria has been focused on driving business for ICE Data Services in APAC through engagements with strategic partners and working with all the ICE internal business lines in helping them find ways to better service clients. She is passionate about fostering collaboration in resolving problems, internally within ICE or externally. Prior to ICE, Anamaria worked in Equities Research Sales at Cantor Fitzgerald and Morgan Stanley in Tokyo, London and Hong Kong. She holds a B.A. in Economics from Stanford University.
Nick Shindo has a long career in capital markets spanning roles initially as an FX derivatives trader and eTrader before moving into technology. Over the last 20 years Nick has worked for various leading global software firms both in London and Tokyo in leadership roles. In 2014 he established the Tokyo office for KX and over the subsequent 10 years has expanded the use of KX's high performance real-time streaming data analytics and AI platform to all major Japanese financial institutions for utilization in mission critical trading and risk systems.