TradeTech Europe 2020

21 - 23 April, 2020

Palais des Congrès de Paris


Chafic Merhy, Head, Quantitative Research at Ostrum Asset Management
Ostrum Asset Management Logo

Chafic Merhy

Head, Quantitative Research
Ostrum Asset Management

Check out the incredible speaker line-up to see who will be joining Chafic.

Download The Latest Agenda


Wednesday, April 22nd, 2020

3:25 PM Panel - How can you derive the most value from alternative data sources to deliver in-depth and actionable insights?

(run under Chatham House rules)

  • How to best find the risk angle in new data sources
  • How to best catch this data then build an effective machine model through effective signals
  • What are the best strategies for tweaking base point data patterns to get more from your data?
  • How to build signals around current asset markets
  • How to best work with alternative data providers and assess the quality of the data
  • How to look around the noise and find value from more granular information

5:05 PM Case Study – How to use economic and financial data alongside machine learning models to better assess your sovereign risk

  • What can a machine learning approach improve on traditional modelling techniques?                 
  • How to mix economic variables and ESG considerations in order to enhance sovereign risk assessment
  • How to gain insight into the interpretability of variables?
  • What are the true benefits of such an approach compared to more traditional alpha generation techniques?