May 19th – 20th 2016

Courant Institute, New York University, New York, NY, USA


Now in its fourth year, Big Data Finance conference provides hundreds of government, academia and financial industry professionals with unforgettable exchanges of ideas in a collaborative setting and experiences that help unlock limitless creativity, problem-solving and innovation. All Big Data Finance events are open to the public.

Attending the conference is an excellent way to keep plugged into the innovations that matter to significant players in the industry.

Click here to download the conference program in PDF.

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Peter Nowicki

Management Consultant

Peter Nowicki is a management consultant to financial institutions and IT firms looking to improve their collateral management capabilities. He is a proven Treasury funding and liquidity SME with a deep level of understanding and extensive experience in risk management, repo financing, and unsecured funding.  He has 30+ years of experience in trading and managing complex balance sheet positions for a number of global financial institutions across a number of product lines. He began his career at the Federal Reserve Bank of NY where he gained a unique understanding of the financing markets and their surrounding regulatory environment that has changed so rapidly in recent years. Currently, he has been engaged as a consultant for major financial institutions focusing on the impact of developing regulations on their business model in a global environment. In addition, he has acted as an expert witness and SME in a number of significant legal cases examining the unwind of crisis era bankruptcies. Prior to consulting, Peter was a managing director and head of the collateral management and matched book trading desk at Societe Generale in NY where he was responsible for the bank’s daily liquidity requirements and the management of number of distressed positions during the credit crisis. In addition, Peter is developing a Central Clearing Platform for the repo market in order to address the need for structural reform in light of recent regulations. Peter holds a BS degree from NYU Stern School of Business. Peter also held senior positions in the Treasury groups at HSBC, WAMU, CDC IXIS, EF Hutton, Paine Webber and Citibank.



Stuart Farr

President of Deltix

Stuart Farr is President of Deltix, the provider of technology for quantitative research & trading. He manages the firm’s finances and business development. Stuart has 20 years experience in financial technology. Previously he was CEO and co-founder of hedge fund software provider Beauchamp Financial Technology. Prior to Beauchamp, he was Head of Credit Risk Technology at Credit Suisse First Boston. Stuart holds a BSc in Agriculture and an MSc in Intelligent Management Systems.


Justin Zhen

Co-founder, ThinkNum

Justin is the co-founder of Thinknum, a technology company that indexes alternative web data for thousands of companies, capturing relevant information for analysts to use in their investment process. Alternative data has become critical for analysts to understand value drivers for companies as their business models become more web-based. Thinknum has hundreds of institutional clients across hedge funds, investment banks and corporations.


Irene Aldridge

Managing Director, R&D, and AbleAlpha

Irene Aldridge is the Managing Director, Research and Development, and ABLE Alpha Trading, LTD where she designs and deploys real-time market microstructure strategies and analytics. Prior to joining ABLE Alpha, Ms. Aldridge worked in various functions and capacity at top financial institutions and taught graduate quantitative finance courses at several U.S. universities including NYU Poly. She has been called to contribute to numerous government regulatory panels, including the U.K. Government Foresight Committee for Future of Computer Trading and the U.S. Commodity Futures Trading Commission’s Subcommittee on High-Frequency Trading. Ms. Aldridge holds a BE in Electrical Engineering from Cooper Union, MS in Financial Engineering from Columbia University, an MBA from INSEAD, and has worked toward a PhD at IEOR at Columbia University.  Ms. Aldridge is the author of High-Frequency Trading: A Practical Guide to Algorithmic Strategies and Trading Systems (2nd edition, Wiley, 2013) and co-author of Real-Time Risk: What Investors Should Know About FinTech, High-Frequency Trading and Flash Crashes (forthcoming 2016).


Greg Gould

Vice President of Solution Management for Return Path's Consumer Insight business

Greg Gould is Vice President of Solution Management for Return Path’s Consumer Insight business, which focuses on providing structured data feeds of email receipt data. In the 8 years that Greg has been at Return Path he’s lead a series of innovation projects with a consistent focus on leveraging unique insights from consumer inboxes. Greg has run services and operations groups for multiple technology startups, and is a graduate of the University of Colorado at Boulder.


Matt Ober

Co-Head of Data Strategy at WorldQuant LLC

Matt Ober, CAIA, is the Co-Head of Data Strategy at WorldQuant LLC.  Before joining WorldQuant LLC, Matt worked at Bloomberg in the analytics department focusing on equity and derivatives. Matt is a CAIA (Chartered Alternative Investment Association) holder and a contributing author to the book ‘Options for Volatile Markets: Managing Volatility and Protecting Against Catastrophic Risk’. Matt earned his Bachelors of Science degree in Finance at California State University Chico while also studying in the Netherlands and Guadalajara, Mexico.


John Regino

Executive Director, MSCI


John Regino is responsible for Product Strategy for MSCI’s Analytics division in the Americas. John has been with MSCI since 2008 when he joined MSCI Coverage organization. Most recently, John had been focused on Equity Analytics business development into the hedge fund segment. Before joining MSCI, John was a sell-side equity research strategist at Bear Stearns. Prior to this he was a product specialist for FactSet Research System’s Market Analysis software application. He also spent five years as a business cycle economist at The Conference Board, an economic think-tank. John has a BA from Rutgers College and MA from Columbia University.


Ranjan Bhaduri

PhD, Chief Research Officer, Sigma Analytics



Dr. Ranjan Bhaduri is the Chief Research Officer at Sigma Analysis & Management Ltd. Dr. Bhaduri’s role includes serving on a joint investment committee of a large institutional investor’s liquid alpha portfolio. Dr. Bhaduri conducts origination, due diligence, and hedge fund research. In addition, Dr. Bhaduri is part of the executive management team at Sigma Analysis.  Dr. Ranjan Bhaduri was previously the Chief Research Officer at AlphaMetrix Alternative Investment Advisors. At AlphaMetrix, Dr. Bhaduri designed, implemented, and led an institutional due diligence and research program. Dr. Bhaduri worked closely with institutional clients on portfolio matters.  Prior to joining AlphaMetrix, he was a Vice President and on an Investment Committee at Morgan Stanley where he conducted due diligence and helped design customized portfolios of Alternatives. Earlier, he was at a Canadian Fund of Funds, and at a multi- billion dollar capital management firm where he was involved in all aspects of its fund of hedge funds and structured finance business. He has also worked with two major Canadian investment banks in the Financial Strategy Consulting Group and in Global Risk Management & Control, respectively.   Dr. Bhaduri has held advisory roles at the East-West Center, a leading think tank on the Asia-Pacific region, and at ClassMouse, an early stage software company. He has taught finance and mathematics at several universities and lectured on Derivatives for the Montreal Exchange.  Dr. Bhaduri has done free-lance consulting, where his clients included hedge funds and institutional investors. Dr. Bhaduri has published papers on, and been invited to speak worldwide regarding hedge fund issues, and advanced portfolio and risk management techniques. Dr. Bhaduri was invited by the CME to be part of a special delegation that met with regulators in Beijing and Taipei to discuss hedge fund issues.  Dr. Bhaduri holds both the CFA and CAIA charters. He is a member of the American Mathematical Society, the Mathematical Association of America, the Toronto CFA Society, and the Global Association of Risk Professionals (GARP). Dr. Bhaduri previously served as a member of the All About Alpha Editorial Board, and has previously served on the CAIA Chicago Chapter Executive. Dr. Bhaduri currently serves on various committees of AIMA Canada.


Min Li

Quantitative Strategist/Trader at KCG Americas LLC

Min Li is a Quantitative Strategist/Trader at KCG Americas LLC, where he specializes in systematic trading on equities and futures. Before joining KCG, Mr. Li was trading global equities in algorithmic & portfolio trading group at AllianceBernstein L.P. Prior to AB, he worked at Citadel LLC in New York office focusing on systematic trading & market making on corporate bond and credit products. In addition, Mr. Li has worked at Goldman Sachs & Co, Bloomberg L.P. and Citigroup in his earlier years. Mr. Li received his Ph.D. in Physics from Columbia University and B.S. in China from University of Science and Technology of China.


Leigh Drogen

CEO, Estimize

Leigh is the founder and CEO of Estimize. Prior to founding Estimize, Leigh ran Surfview Capital, a New York based quantitative investment management firm trading medium frequency momentum strategies.


Peter Hafez

Chief Data Scientist, Ravenpack

Peter is an award-winning expert in the field of applied news analytics and has consulted numerous leading trading and investment firms on how to take advantage of news analytics in financial markets. Peter has more than 10 years of experience in quantitative finance with companies such as Standard & Poor’s, Credit Suisse First Boston, and Saxo Bank. He is a recognized speaker at conferences on behavioral finance and algorithmic trading, and a regular contributor to the blog Peter holds a Master’s degree in Quantitative Finance from City University’s Cass Business School along with an undergraduate degree in Economics from Copenhagen University.


Harry Mendell

Chief Data Scientist, Tapestry Data



Harry Mendell is an inventor and computer scientist. He began his career working in real-time computer systems with human interfaces, specifically with computers and music where he invented the digital sampling music synthesizer which was first used by Stevie Wonder. While at Bell Labs, he was on the team that developed the first microprocessor Unix system and personally developed the chip for managing memory which operated under the the same principles that are used to date.

He later moved into conceptualizing and designing computer algorithms in finance, and became an expert on global risk management, option trading and volatility research, as well as machine learning and natural language processing while working at Morgan Stanley, Carlyle Blue Wave and Citigroup.

At Citigroup he used natural language processing to detect and classify operational risk.

Currently he is Chief Data Scientist at Tapestry Data where he has developed a big data analytics tool that is able to take qualitative unstructured data such as use of language on the internet and provide psychological profiles either individually or on a specific population such as those within an organization or geographic region.


Ambrose Paxson

Chief Operating Officer at Global Sigma Group



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Mr. Paxson is the Chief Operating Officer at Global Sigma Group where he manages business aspects of the firm.  Prior to joining Global Sigma Group in March 2015, Mr. Paxson was the Chief Operating Officer and Chief Financial Officer for PING Capital Management Ltd. Prior to co-founding PING Capital in 2008, Mr. Paxson served as global macro trader/analyst at SAC Capital. Prior to joining SAC in 2006, Mr. Paxson served as Vice-President at Lehman Brothers where he was a proprietary trader focusing on the Latin American currency, futures, and derivatives markets. Mr. Paxson began his career at Lehman Brothers in 1992, in the Foreign Exchange Operations Department. Mr. Paxson holds a B.A in Economics from Duke University.


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Peter Andes, CFA

Senior Director of Investment Strategies



Peter Andes serves as Motif Capital’s Senior Director of Investment Strategies and is a member of Motif Capital’s investment committee. Peter manages the fundamental research process for the development of our unique thematic investment strategies and serves as the key point person for investment strategies for Motif Capital’s institutional partners. Since 2013, Peter has also been responsible for architecting our state-of-the-art portfolio management system that powers the firm’s thematic research, risk analytics and reporting capabilities. Peter brings in over a decade of experience at top tier firms in both financial services and technology. Prior to Motif, Peter was involved in investment management including managing proprietary options trading strategies for Goldman Sachs and building risk models, analytics for their $2Bln Residential Whole Loan portfolio. Peter was an integral part of the acquisitions team for a multi-billion dollar commercial real estate fund in Los Angeles. Early in his career, Peter applied machine-learning techniques in big data analytics roles at Google Inc. and Microsoft Corp. Peter earned his Bachelors of Science degree with a major in Computer Science from the University of British Columbia. He holds the Charter Financial Analyst (CFA) designation and the Series 7 and 63 licenses. Peter is a firm believer that education and entrepreneurship are empowering tools to help underprivileged communities and to that end co-founded a non-profit consulting group focused on helping micro-lenders in South East Asia. Peter is also a B.O.S.S. Alumnus.


Jean-Francois “Jeff” Collard

New York Life Investment Management




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Jean-Francois “Jeff” Collard is a director in the Investment Consulting Group of New York Life Investment Management, a $500bn investment group. His interests include well-grounded quantitative methods to enhance both the stability and the returns of portfolios, or to create new products that help achieve that goal. He is a CFA charterholder and a Ph.D. in Computer Science — in a prior life, he was a scientist at HP Labs in Palo Alto, designing supercomputers.


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Scott Reamer

Founder & CIO, Portfolio Manager, Chora Capital LLC

Mr. Reamer has more than 20 years of experience in the asset management industry and presently is the founder and Chief Investment Officer at Chora Capital where he manages the firm’s Cascadia Fund. Previously he was the Chief Investment Officer of a joint venture with Rotella Capital Management where he managed a volatility futures portfolio. Prior to the founding of Chora Capital, institutional research departments of Société Générale, Cowen & Co, Donaldson, Lufkin, & Jenrette, and Bear Stearns during his career. Mr. Reamer holds a Bachelor of Science degree, with high honors, in Chemical Engineering from Lafayette College.


Jim Strugger

Managing Director, Derivatives Strategist and Head of Derivative Products, MKM Partners


Jim Strugger joined MKM Partners in August 2009. Jim was the Equity Derivatives Strategist at Société Générale and a derivative salesperson at Susquehanna International Group prior to joining MKM. He also spent eight years at Morgan Stanley in economics, international equities and domestic equity sales. Jim’s derivatives strategy work has been featured in Barron’s – where he has been a guest columnist and highlighted as “an increasingly influential volatility strategist” – Bloomberg, The Wall Street Journal and Derivatives Week. He has a weekly derivatives segment on Bloomberg TV and has appeared on CNBC, BNN, Yahoo! Finance and TheStreet. Jim received his B.S. in mechanical engineering from Rutgers University and an MBA from Columbia Business School.

James Lubin - Photo

Jim Lubin

Senior Managing Director, CBOE Futures Exchange

Jim serves as Senior Managing Director of the CBOE Futures Exchange (CFE) where he is involved with leading the exchange and setting the strategic direction for the CFE. Previously, Jim served as COO, Head of Business Development and a Principal of Hyman Beck & Co., an alternative investment management firm. In this capacity Jim was responsible for product development, strategic planning, and investment strategy as well as business development.  Prior to joining Hyman Beck, Jim was a Senior Vice President within the Fixed Income Division of Lehman Brothers, where he was responsible for establishing the foreign exchange business with Alternative Investment Managers.  Jim began his career at Merrill Lynch, positions of increasing responsibility. During his tenure with Merrill Lynch, he was employed in the Futures, Foreign Exchange and Alternative Investment divisions. At the time of his departure, Jim was managing the Foreign Exchange business with Alternative Investment Managers and was a member of the Investment Committee of MLFIP, the sponsor of Merrill Lynch’s Alternative Investment funds. Jim holds degrees of M.B.A. – Finance and B.A. – Economics from Adelphi University.


Anatoli Olkhovets

Vice President, Product Management, Opera Solutions

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Anatoli Olkhovets is a Vice President, Product Management, at Opera Solutions, a global provider of advanced Big Data analytics software platform and solutions.  He is responsible for understanding user needs, defining product roadmap, competitive positioning, technology partnerships, and enabling sales and delivery teams.

Prior to Opera, Anatoli was a Director, Product Management for Watson Solutions at IBM, where he led solution definition and development across Financial Services and Healthcare industries.  Prior to Watson, Anatoli had several roles at IBM in Corporate Strategy and Enterprise Transformation, focusing on business analytics and business process optimization. One of his initiatives resulted in the biggest IBM reorganization in 50 years – the move from technology to solutions-focused business units.  Prior to IBM, Anatoli was an Engagement Manager with McKinsey and Company.

Anatoli holds a M.S. and Ph.D. in Physics from Cornell University.  He started his career as a Nanotechnology researcher at Bell Laboratories.  His research has appeared in in such prestigious journals as Science, as well as featured in the popular press including Business Week, The New York Times, and BBC News.  He holds 6 patents in the field of nanotechnology and business analytics, 18 journal publications and numerous conference presentations.  Anatoli is a two time Silver medal winner in International Physics Olympiads.

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Lori Walsh

Chief of the Center for Risk and Quantitative Analytics, SEC


Lori Walsh is the Chief of the Center for Risk and Quantitative Analytics in the Division of Enforcement at the Securities and Exchange Commission. She joined the SEC in 2000 as a financial economist, first in the Office of Economic Analysis and later in the Office of Risk Assessment.  In her role as an economist, she worked on a wide range of issues including securities offerings, foreign private issuers, offering document disclosure, mutual funds, hedge funds and credit rating agencies.  Lori has had her research published in academic journals and trade publications.

In 2010, she joined the Division of Enforcement as the Deputy Chief of the Office of Market Intelligence (OMI) where she helped design the first centralized Tips, Complaints and Referrals system for the Commission. In July 2013 she created and currently leads the Center for Risk and Quantitative Analytics (CRQA).  CRQA staff includes PhDs, quants, data scientists, attorneys, and analysts and provides the Division with enhanced data analytic capabilities to proactively identify as yet undetected violations and to support faster, more effective cases.   This is done by developing new analytical techniques, providing basic and complex analytical services and educating Enforcement staff on the power of big data in enforcing securities laws.

Lori received a bachelor’s degree in Accounting, an MBA and a PhD in Finance from the Pennsylvania State University.


Graham Giller

Office of Chief Data Science Officer, J.P. Morgan



Dr. Graham Giller manages the data scientists team within the Office of the Chief Data Science Officer at JPMorgan and has 20 years experience exploiting predictive analytics (mostly) within finance, having started his career in proprietary trading within the PDT group at Morgan Stanley (working for Peter Muller) and run trading systems based on quantitative analytics through LTCM, 9/11 and 2008. Dr. Giller was most recently Chief Data Scientist for Bloomberg’s Global Data division and moved to JPMorgan and Co. in November last year to build out the data science effort there.  Dr. Giller received his PhD in in Experimental Elementary Particle Physics from Oxford University.



Morgan Downey

CEO of


Morgan Downey is the CEO of Money.Net. Prior to Money.Net, Morgan was Global Head of commodities at Bloomberg, LP. Morgan managed development of the Bloomberg Professional terminal. At Bloomberg, Morgan used his market experience to build a suite of revolutionary, unique, and innovative products. Before Bloomberg, Morgan spent 15 years running trading desks, as manager and head trader, for banks including Citibank, Bank of America and Standard Chartered, in the US, UK, Australia, and Singapore. Morgan is the author of the book ‘Oil 101‘, a best-seller explaining the oil industry.


Marco Avellaneda

Professor, NYU Courant, Chairman of Big Data Finance 2016 Conference
Professor Marco Avellaneda

Professor Marco Avellaneda

Professor Marco Avellaneda (PhD Univ. of Minnesota, 1985) specializes in applied mathematics, probability and statistics. Most of his research of the last 10-15 years involves applications of mathematics and statistics to financial markets, derivatives, portfolio management and risk management. His work gets published in specialized journals such as Quantitative Finance , Risk Magazine, International Journal of Theoretical and Applied Finance, and other publications read by practitioners as well as theoreticians. He was named *Quant of the Year 2010* by Risk Magazine, for an article on hard-to-borrow stocks and their effect on equity options pricing. Marco is associated with the consulting firm Finance Concepts, which he founded in 2003. His current interests are in internet-delivered financial risk-management systems for buy-side firms.


Lex Coors

Chief Data Center Technology, InterXion


Over the past 25 years of his career, Lex has built exceptionally strong credentials in the design of versatile, cost-effective and energy-efficient data centre infrastructure. As Interxion’s Chief Datacenter Technology & Engineering Officer, Lex has supervised the design, build and upgrade of 46 sites over 125,000m² of data centre space in 13 locations in 11 countries. During his time with Interxion he has pioneered several new approaches to data centre design and management, including the improvement of power ratio efficiency between server load and transformer load, and the industry’s first ever modular approach to data centre architecture. Lex is a founding member of the EMEA Uptime Institute. Lex also holds a position at the Green Grid’s Advisory Council, Vice Chair position for the GEC (Governmental Engagement Committee), The Technical Committee, works as a stakeholder for the European Commission DG Joint Research Committee on Sustainability and the European Data Centre Code of Conduct Metrics Group and is an associate of ASHRAE TC 9.9. Lex has also received the 2010 Personal Judges Award in Nice for Outstanding Contribution to the Datacenter Sector over the last 10 years. He studied Mechanical Engineering and Management and Economics in Rotterdam.


Bud Mishra

Professor, NYU Courant




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Professor Bud Mishra is a professor of computer science and mathematics at NYU’s Courant Institute of Mathematical Sciences, professor of computer science and engineering at NYU’s Tandon School of Engineering, professor of human genetics at Mt. Sinai School of Medicine, and a professor of cell biology at NYU School of Medicine. Prof. Mishra has a degree in Physics from Utkal University, in Electronics and Communication Engineering from IIT, Kharagpur, and MS and PhD degrees in Computer Science from Carnegie-Mellon University. He has industrial experience in Computer and Data Science (brainiad, Genesis Media, Pypestream, Tartan Laboratories, and ATTAP), Finance (Instadat, Tudor Investment and PRF, LLC), Robotics and Bio- and Nanotechnologies (Bioarrays, InSilico, Seqster, Abraxis, MRTech, and OpGen). He is the author of a textbook on algorithmic algebra and more than two hundred archived publications. He has advised and mentored more than 35 graduate students and post-docs in the areas of computer science, robotics and control engineering, applied mathematics, finance, biology and medicine. He is a fellow of IEEE, ACM and AAAS, a Distinguished Alumnus of IIT-Kharagpur, and a NYSTAR Distinguished Professor. From 2003-2006, he held adjunct professorship at Tata Institute of Fundamental Research in Mumbai, India. From 2001-04, he was a professor at the Watson School of Biological Sciences, Cold Spring Harbor Lab; currently he is a QB visiting scholar at Simons Center for Quantitative Biology, Cold Spring Harbor Lab.


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Sebastian Ceria

CEO, Axioma

Sebastian Ceria is Chief Executive Officer of Axioma and founded the company in 1998. Prior to Axioma, Sebastian was an Associate Professor of Decision, Risk and Operations at Columbia Business School from 1993 to 1998.

Sebastian has worked extensively in the area of optimization and its application to portfolio management. He is the author of many articles in publications including Management Science, Mathematical Programming, Optima and Operations Research. Most recently, Sebastian’s work has focused on the area of robust optimization in portfolio management. He has co-authored numerous papers on the topic, including, “Incorporating Estimation Errors into Portfolio Selection: Robust Portfolio Construction,” published in the Journal of Asset Management, “To Optimize or Not to Optimize: Is That the Question?” published in the Oxford Handbook of Quantitative Management, and “Factor Alignment Problems and Quantitative Portfolio Management,” published in the Journal of Portfolio Management. He is a recipient of the Career Award for Operations Research from the National Science Foundation.

Sebastian completed his PhD in Operations Research at Carnegie Mellon University’s Tepper School of Business, and his undergraduate degree in Applied Math at the University of Buenos Aires, Argentina.



08:00 AM

Gathering & Welcome Speech

by Marco Avellaneda, Prof. of NYU Courant, Conference Chair

09:00 AM

How Big Data Disrupts Finance As Usual

by Morgan Downey, CEO of

– Historical perspective: Wall Street has always been operating in the big data world, the data has just been offline

– Recent: What has changed in the past 5 years

– What’s happening now

– Next five years: Who will no longer exist, What areas are going to be disrupted the most

9:15 AM

Panel: Big Data, Markets and Volatility

by Jim Lubin, Senior Managing Director, CBOE Futures Exchange

Moderator: Jim Lubin, Senior Managing Director, CBOE Futures Exchange

Panelists: Prof. Marco Avellaneda, NYU Courant

Jim Strugger, Managing Director, Derivatives Strategist and Head of Derivative Products, MKM Partners

Scott Reamer, Founder & CIO, Portfolio Manager, Chora Capital LL

Ranjat Bhanduri, Chief Research Officer, Sigma Analytics

Ambrose Paxson, COO, Global Sigma Group

10:00 AM


11:00 AM

Big Data and Risk Management of Large Option Portfolios via Monte Carlo Simulation

by Marco Avellaneda, Prof. of NYU Courant, Conference Chair

Abstract: We present a risk new system (ICEBERG) built by NYU staff in a collaboration with Finance Concepts. The system processes portfolios consisting of arbitrary exchange-traded US equity/etf/futures & options. It is based on large-scale Monte Carlo simulation of underlying prices and implied volatilities. ICEBERG delivers to its users a file with daily “scenarios” of T+2 price changes for all US-traded contracts with non-zero open interest (approximately 10^6 contracts, in 10,000 scenarios). Such scenarios are used to generate a profit-loss distribution for a portfolio and the corresponding risk measures. This talk will cover the architecture of ICEBERG and the mathematical description of the Monte Carlo system, which uses Big-data techniques.

11:15 AM


12:00 PM

Making Data Smarter: Moving from Data Layer to Signal Layer

by Anatoli Olkhovets, PhD, Vice President, Product Management, at Opera Solutions

For advanced data analytics to become more than a sideshow, we need to reverse the current split of 80% effort on data management vs 20% effort on data science. Moving the data from the Data Layer to the “Signal Layer” enables scalability, flexibility and fast execution across the business.

1:00 PM

Datacenter design in a world of conflicting demands and is this changing?

by Lex Coors, CTO, InterXion

Lex Coors, CTO of InterXion, brings his experience in a powerful perspective of what it actually takes to build and run a state-of-the-art data center.

  • Governments are internationally working together to push back the energy usage of datacenters and pushing for the use of sustainable energy sources
  • Local authorities are demanding low noise equipment in a nice looking shell with all equipment inside
  • Customers are demanding high availability of the datacenter related to the current standards
  • Datacenter owner is under pressure to design and build at reasonable price
  • How do we handle this today and what will we do in future?
1:45 PM


2:30 PM

How Data Is Changing Quantitative Investing

by John Regino, Executive Director, MSCI

Big Data is transforming quantitative investing.  Vanilla statistical arbitrage (Stat arb) no longer generates formerly-considerable returns.

  • What is next on the horizon?
  • How do next-generation quantitative investors use data to increase their profitability?
  • What models and tools are exploding in popularity and why?

Moderator: John Regino, Executive Director, MSCI


Peter Andes, CFA, Motif Investing

Min Li, PhD, Knight Capital Group (KCG) Americas

Matt Ober, Co-Head of Data Strategy at WorldQuant LLC


2:45 PM


3:45 PM

Big Data in the Clouds: What Tomorrow Holds

by Sebastian Ceria, CEO, Axioma

* Leveraging the Cloud to process Big Data: A Risk Management Use Case

* Increased computational requirements will lead to a new a paradigm shift: From Software as a Service (SaaS) to Hardware as a Service (HaaS). The role of the Cloud.

* Big data and the Cloud: Bringing data closer to the computational power in the Cloud.

4:00 PM

Closing Remarks Day 1

4:45 PM

Networking Reception

5 PM

VIP Dinner

6:00 PM


8:00 AM

Opening Remarks Day 2

by Marco Avellaneda, Prof. of NYU Courant, Conference Chair

9:00 AM

Creating and Using Information through Predictive Analytics in Finance

by Graham Giller, Office of Chief Data Science Officer, JP Morgan

  • Background
  • What is a Data Scientist?
  • Defining Business Intelligence, Descriptive Statistics, Predictive Analytics
  • Statistical Reasoning, Predicting the Future
  • Benchmarks, Performance Statistics
  • Working only where there is an Information Advantage
  • Financial Data is Different to Retail Data
  • Everything is Correlated
  • Power Laws are Everywhere
  • Outliers and Contaminants are Different, Imputation Impacts Inference
  • Why Big Data is actually different
  • If I remove Storage and Computation constraints, how should my behavior change
  • Data has Increasing Returns if you have an Enterprise Data Model
9:15 AM

Data in Portfolio Management, Risk Management and Surveillance

by Marco Avellaneda, Prof. of NYU Courant, Conference Chair

Moderator: Prof. Marco Avellaneda


Scott Reamer, Founder and Chief Investment Officer at Chora Capital

Graham Giller, Office of Chief Data Science Officer, J.P. Morgan

Justin Zhen, Co-Founder ThinkNum

Stuart Farr, President, Deltix

10:00 AM


11:00 AM

Data Analytics at the SEC

by Lori Walsh, PhD, U.S. Securities and Exchange Commission

  • Tying data analysis to the mission
  • Organization of data analytic resources
  • Turning data into knowledge
  • Examples of successful implementations
11:15 AM


12:00 PM

Future Directions of Big Data in Finance

by Prof. Bud Mishra, NYU Courant

This talk will focus on Bit-Coins and BlockChain Technologies and their implications for Privacy, Anonymity, Data Science, Finance and Market Micro-structure.

  • Information Asymmetry, Signaling Games, Risks and Deception
  • Signaling Games On the Internet (& Biology)
  • Costly Signaling, Block Chains, Verifiers and Recommenders
  • Circulating Money via Signaling Games
  • Value-Storing Money via Signaling Games
  • Case Studies: Bit-Coins, Dark Web, Silk Road and MtGox
  • Data Science and Finance
1:00 PM


2:30 PM

Uncommon Data Sources in Investing

Greg Gould, VP Consumer Insights at ReturnPath

Leigh Drogen, CEO of Estimize

Peter Hafez, Chief Data Scientist, RavenPack

Moderator: Irene Aldridge, Managing Director Able Alpha Trading and AbleMarkets

2:45 PM


3:45 PM

Data-mining natural language

by Harry Mendell, Chief Data Scientist, Tapestry Data

  • People’s psychology, traits, and emotions are revealed by the way they express themselves.
  • An organization’s psychology, traits, and emotions are revealed by the way their employees express themselves
  • Deriving alternative Alpha from employee trait and emotional shifts
  • Reducing risk of bad actions by monitoring employee traits and shifts
  • Optimizing teams and organizations
4:00 PM

Closing Remarks Day 2

4:45 PM

Networking Reception Day 2

5:00 PM

Fixed Income: Data in Regulation of Collateral Management

by Peter Nowicki, Management Consultant

  • Credit crisis  proved  lack of data prevented regulatory response
  • What changes have been made to date?
  • What is the current state of data in that space?
  • What needs to be done to ensure system stability?
1:45 PM


Great Two Days -- Think Cutting Edge Data Finance

We’re honored to have amazing experts in the field to present at our event!

Convenient Downtown Manhattan Location

Come for the conference, stay for the weekend!  We are in New York City proper.

Food and Drink Included!

In addition to food for thought, we take care of all food and drink.


Special rates at great hotels — acquire knowledge, enjoy your stay!


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Where to stay

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Choose your favorite pass for the event.  All current NYU students and faculty may register free of charge — please email to claim your free ticket.

One Day Pass (May 19, 2016, OR May 20, 2016, ONLY)
  • Full Access to One Day of the Event
  • Free Meals/Drinks
  • Custom Swags
  • Free T-Shirt


Two Day Pass (May 19, 2016, AND May 20, 2016)
  • Full Access to Both Days of the Event
  • Free Meals/Drinks
  • Custom Swags
  • Free T-Shirt


VIP Pass
  • Full Access to Two Days of Programming
  • Free Meals/Drinks on Both Days
  • Custom Swags
  • Free T-Shirt
  • VIP DINNER on May 19, 2016


Frequently Asked Questions
How can I get to the venue?

The map and Contact details are listed within the contact information.You will also receive a confirmation email with location map.

What about accommodation?

The cost of the hotel accommodation and travel is not included in the event fee. For corporate accommodation rate, please contact us directly.

What payment types do you accept?

All payments are processed via Eventbrite. You may also pay at the time of event. But please reserve your seat by contacting us directly.

Can I get a refund on my tickets?

All tickets are non-refundable unless the event is cancelled by us, in which case we will always make a full refund.


Event is supported by easily recognisable companies and products which we use everyday.


Fill the form below to get directions to our event location

Enter Direction from and Travel Mode from the left form to see directions.



NYU Courant

251 Mercer Street

New York, NY 10003



If you have any questions about the event, please contact us directly. We will respond for sure.



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