TradeTech Europe 2020

21 - 23 April, 2020

Palais des Congrès de Paris

+44(0)2073689836

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

MAIN DAY 1- APRIL 22

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?