TradeTech Europe 2020

19 - 21 October, 2020

Palais des Congrès de Paris

Chafic Merhy, Head, Quantitative Research at Ostrum Asset Management
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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

Day One - 20 October 2020

Tuesday, October 20th, 2020


3:25 PM Panel - How to get the most value from alternative data sources and translate it into actionable information

(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 Leveraging machine learning models for sovereign risk assessment using economic and extra financial data sets

  • 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?