Work Like a Quant

Scale your investment process in a systematic way to drive efficiency

An increased desire for scalable investment processes, combined with a desire to operate efficiently in a cost-constrained environment, means that there is an increasing focus on Quantitative investment processes. One challenge is that many firms lack the in-house infrastructure and desire to perform complicated content integration work to enable quant workflow.

Thomson Reuters is delighted to invite you to an exclusive event for the investment professionals. Join us to discover a new way to easily engage quant workflow in your investment process.

Reasons to attend:

  • Are you interested in leveraging quantitative tools for building factor models and backtesting?
  • Are you interested in the opportunity to scale your investment process?
  • Are you interested in adding factor-based insights to your investment process?
With Thomson Reuters QA Point you don’t need to be a highly skilled developer or ‘Quant’ to take advantage of advanced investment techniques and data science. 
 

Event Information:

Date Thursday, June 22 2017

Time 4:30 - 8:00pm

Location Thomson Reuters Building

 3 Times Square, 30th Floor

 (7th Ave between 42nd & 43rd St)

 New York, NY 10036

TopicScale your investment process in a systematic way to drive efficiency

Speakers Paul Rowady, Tim Gaumer, Zac Sheffer

Agenda
4:30 - 5:00pmRegistration
5:00 - 5:15pmWelcome and introduction
5:15 - 5:45pmNew Quantitative Tools, Paul Rowady
5:45 - 6:15pmDiversifying Across Factors to Outperform Globally, Tim Gaumer
6:15 - 6:45pmQA Point: Helping Drive Efficiency and Systematic Workflow
                       in the Investment Process, Zac Sheffer
6:45 - 8:00pmReception


About the speakers

Paul Rowady, Director of Research, Alphacution Research Conservatory, LLC

Paul Rowady is the founder and director of research for Alphacution Research Conservatory, the first digitally-oriented research and strategic advisory business model focused on providing data, analytics, and technical infrastructure intelligence within the global financial services industry. Most recently the founding principal of TABB Group’s technology, analytics, and data advisory practice, Paul has 28 years of senior-level research, technology, capital markets, and proprietary trading experience with firms like O’Connor & Associates, Quantlab Financial, and Ritchie Capital Management. He has a background in trading strategy research, risk analytics systems, and technology development. He also has specific expertise in derivatives, highly automated trading systems, and numerous data management initiatives. Paul’s most recent research and consulting focus has related primarily to TCO modeling and benchmarking, navigational intelligence for digital transformation, and related techno-operational analysis of financial industry participants. He earned a Master of Management from the J. L. Kellogg Graduate School of Management at Northwestern University and a B.S. in Business Administration from Valparaiso University. He was also awarded a patent related to an event-driven financial analysis interface and system in 2009. 

Presentation topic: New Quantitative Tools: Impacts on trading strategy design, performance and theoretical capacity

Summary: The persistent march of automation is influencing all processes along the financial services spectrum. True to this assertion, quantitative tools and methods have evolved beyond the trade execution function; now becoming more pervasive within the traditionally manual research (or ‘signal generation’) components of more investment strategies. In this presentation, Paul Rowady illustrates the concept of ‘technical leverage,’ how it is indicative of the increasing use of quantitative tools for asset management, and why its application is becoming a competitive imperative for success in the current market landscape.

Tim Gaumer, CFA, Director of Fundamental Research, Thomson Reuters

Tim is the global Director of Fundamental Research at Thomson Reuters. He held the same position at StarMine, a company acquired by Thomson Reuters in 2008.With more than 20 years of experience conducting fundamental analysis, Tim is widely regarded as an expert helping fundamental investors apply StarMine's innovative quantitative research in their investment process. Tim previously worked at several buy-side firms, most recently at Transamerica Investment Management as an equity analyst and portfolio manager.
Tim is a Chartered Financial Analyst and holds an undergraduate degree in Electrical Engineering and graduate degree in Business Administration.

Tim Gaumer is included in the CFA Institute Approved Speaker List.

Presentation topic: Diversifying Across Factors to Outperform Globally

Summary: Diversification may be the last free lunch on “Wall Street”. Most approaches diversify by position size, geography, sectors, market cap or asset classes. In this presentation, Mr. Gaumer will show the benefits of diversifying by market factors such as value, momentum, quality, etc., rather than tilting a portfolio toward just one. He will also show which factors work best in your region and how best to combine them into a single, alpha-generating, multi-factor model. This presentation will also share some of Thomson Reuters research findings on they’ve learned so far about factor momentum and factor timing.

Zac Sheffer, CEO of Elsen

Zac Sheffer is the CEO and founder of Elsen. Zac is a mechanical engineer with a passion for finance. Zac is a 2016 FinTech Sandbox Award winner, an active member of the Boston startup community and the holder of several patents. Previously, Zac held various roles at Credit Suisse.

Presentation topic: QA Point: Helping Drive Efficiency and Systematic Workflow in the Investment Process

Summary: For decades, asset managers tended to be in one of two camps - fundamental and quantitative. Now the “quantamental” approach has gained traction, and it’s already redefining how asset managers manage their portfolios. The sheer quantity of data available to investors today is making it possible to gain greater insights on investment strategies than ever before. In order to stay ahead of the curve, asset managers will need to find ways to harness and use vast quantities of data efficiently. In this presentation, Zac Sheffer will showcase QA Point powered by Elsen, a cloud-based platform that revolutionizes backtesting systematic investment models allowing professional investors to significantly improve productivity.

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