Top Questions: Battle of The Quants, Hong Kong, December 2024
Sharing questions for the speakers and panelists at the Battle of the Quants event in Hong Kong on 4th December, 2024
Battle of the Quants is hosting an event on December 4th in Hong Kong. I share my key questions for the speakers, panelists and participants. If these questions would be helpful for anyone in attendance, please feel free to forward it on!
Themes from my questions:
Differentiation and Competitive Advantage
Integration of Advanced Technologies
Adaptation to Market, Geopolitical, and Regulatory Challenge
https://battleofthequants.com/hong-kong-2024/
Welcome to the Data Score newsletter, composed by DataChorus LLC. The newsletter is your source for insights into the world of data-driven decision-making. Whether you're an insight seeker, a unique data company, a software-as-a-service provider, or an investor, this newsletter is for you. I'm Jason DeRise, a seasoned expert in the field of data-driven insights. As one of the first 10 members of UBS Evidence Lab, I was at the forefront of pioneering new ways to generate actionable insights from alternative data. Before that, I successfully built a sell-side equity research franchise based on proprietary data and non-consensus insights. After moving on from UBS Evidence Lab, I’ve remained active in the intersection of data, technology, and financial insights. Through my extensive experience as a purchaser, user, and creator of data, I have gained a unique perspective, which I am sharing through the newsletter.
4:00PM Quantitative Allocator Roundtables
Quantitative hedge fund managers will pitch their strategies to tables of allocators over a one-hour period in a 'speed dating' format with table rotations taking place every 15 - 20 minutes. This provides an efficient means of allowing allocators to conduct initial due diligence through a combination of hedge fund presentations and interactive sessions while allocators gain valuable insight into the hedge fund's strategies.
Questions for the allocator round table participants:
How does your quantitative strategy differentiate itself in the current market landscape, and what unique edge does it offer to investors?
In what ways are you incorporating alternative data sources or advanced analytics to enhance your strategy's performance?
How do you build trust with investors regarding the “black box” nature of quantitative strategies through transparency or education?
What do you see as the primary challenges for quantitative strategies in the near future, and how are you preparing to address them?
4:00PM Data Roundtables
Data providers will present their datasets to tables of quantitative managers and data buyers over a one-hour period in a 'speed dating' format with table rotations taking place every 15 minutes. This provides an efficient means of allowing data buyers to conduct initial due diligence through a combination of data provider presentations and interactive sessions while data buyers gain valuable insight into the data provider's datasets and how their data relates to quantitative finance.
Questions for the data provider round table participants:
Who are your primary competitors and what makes your dataset unique, and how can it provide a competitive advantage to quantitative managers?
How do you ensure the accuracy, completeness, and reliability of your data?
Are there any regulatory considerations associated with using your data, especially concerning privacy or proprietary information?
Beyond data provision, what additional services do you offer, such as analytics tools or consulting support?
5:15PM From LLM's to ML - Does Artificial Intelligence have the Potential to Greatly Enhance the Returns of Quantitative Hedge Fund Managers?
As the use of Artificial Intelligence in quantitative trading grows, managers and investors express increasing confidence in its potential. How are quants using the various AI tools today and how will AI be first employed in the future of data analytics, trading or signal generation?
Questions for speakers/panelists:
How might widespread adoption of AI in trading impact areas like talent acquisition, technology investment, or market share?
How do you decide the allocation of resources between developing traditional quantitative models and investing in new AI techniques?
How do you handle issues related to data quality, bias, and overfitting in AI-driven models?
5:45PM Asian Market Gyrations and the Future of Quants: Institutional Investors Views on the New Reality
From the unwinding of the Japanese carry trade to short-selling restrictions in South Korea and a market rebound in China, recent market gyrations have posed significant challenges for Asia-focused quantitative strategies. Which strategies have thrived in this environment, and who are the emerging stars leveraging AI and innovative approaches to navigate these shifts successfully?
Questions for speakers/panelists:
How are geopolitical tensions and policy changes in Asia impacting quantitative investment strategies?
How have recent regulatory shifts in Asian markets affected quantitative strategies, and how are firms adapting?
What specific challenges, such as regulatory hurdles or data granularity, exist in accessing and using data in Asian markets, and how are firms addressing them?
Have other questions to share? Feel free to add them to the comments.
Would this be useful to others attending the event? Feel free to share it!
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- Jason DeRise, CFA
