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BIG DATA FINANCE 2016

May 19th – 20th 2016

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

RESERVE MY SEAT

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.

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OUR SPEAKERS AND PANELISTS

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John Regino

Executive Director, MSCI

JohnRegino

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.

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Ranjan Bhaduri

PhD, Chief Research Officer, Sigma Analytics

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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.

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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.

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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.

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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 SentimentNews.com. 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.

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Harry Mendell

Chief Data Scientist, Tapestry Data

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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.

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Ambrose Paxson

Chief Operating Officer at Global Sigma Group

AmbrosePaxson

 

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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

 

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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. Alumni.

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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.

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Jim Strugger

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

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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.

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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.

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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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Ranjit Tinaiker

Managing Director, Thomson Reuters

Ranjit

Ranjit is Global Head of Thomson Reuters business unit focused on market data solutions for Asset Management, Investment Banking, and Wealth Managers across 7000 global accounts. Ranjit turned around performance trajectory of business through a combination of product simplification, commercial pricing and focused go-to-market execution.  Ranjit holds Doctor of Philosophy (Ph.D.), Business Administration, Management and Operations from the University of Pittsburgh.

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Graham Giller

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

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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.

 

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Morgan Downey

CEO of Money.net

Morgan-Downey

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.

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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.

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Lex Coors

Chief Data Center Technology, InterXion

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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.

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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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THE SCHEDULE

Breakfast

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 Money.net

– 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

Coffee Break

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

Lunch

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

How to Build a Data Center

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.

1:45 PM

Coffee Break

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

Panelists:

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

Coffee Break

3:45 PM

Capabilities of Data Analytics: What Tomorrow Holds

by Sebastian Ceria, CEO, Axioma

4:00 PM

Closing Remarks Day 1

4:45 PM

Networking Reception

5 PM

VIP Dinner

6:00 PM

Breakfast

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

Panelists:

Scott Reamer, Founder and Chief Investment Officer at Chora Capital

TBA

10:00 AM

Coffee Break

11:00 AM

Big Data in Regulation

by Lori Walsh, SEC

11:15 AM

Lunch

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

Big Data Strategy in Large Organizations

by Ranjit Tinaiker, Managing Director, Thomson Reuters

1:45 PM

Coffee Break

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

Coffee Break

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

WHAT TO EXPECT

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.

Accommodation

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

WHAT PEOPLE SAY

They love it. Read what the previous attendees had to say!

Where to stay

Finding a good hotel can be tricky. So here are some of our favorite hotels nearby event location

PRICING

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

One Day Pass (May 19, 2016, OR May 20, 2016, ONLY)
$199
  • Full Access to One Day of the Event
  • Free Meals/Drinks
  • Custom Swags
  • Free T-Shirt

Choose One Day Pass

Two Day Pass (May 19, 2016, AND May 20, 2016)
$349
  • Full Access to Both Days of the Event
  • Free Meals/Drinks
  • Custom Swags
  • Free T-Shirt

Choose Two-Day Pass

VIP Pass
$469
  • Full Access to Two Days of Programming
  • Free Meals/Drinks on Both Days
  • Custom Swags
  • Free T-Shirt
  • VIP DINNER on May 19, 2016

Choose VIP Pass

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.

OUR SPONSORS

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

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ADDRESS

NYU Courant

251 Mercer Street

New York, NY 10003

 

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