TradeTech Europe 2020

19 - 21 October, 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

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?