Data scientists: the bright hope of investment management - DataBites Seminar

Research Centre: Research Centre for Machine Learning

Speaker: Dan Philps

Abstract:

The investment business in 2019 is ripe for disruption which will throw open huge opportunities for gifted, market savvy data scientists. Financial markets are a representation of all global economic, geopolitical, commercial and non-commercial realities at a moment in time; perhaps the greatest expression of human consciousness imaginable. The intellectual challenges of making sense of this are, arguably, second to none. The next generation of data scientists now have the data and tools to provide deeper insights.

My talk covers an introduction to the quant investment business with an example of a disruptor AI strategy, I touch on our cutting edge research at City in this domain (some of it presented at NeurIPS in December 2018) and conclude by giving an overview of the job spec of a “next generation” quant fund manager, finally giving some examples of open research questions.

Bio:

Dan Philps is head of Rothko Investment Strategies and is an artificial intelligence (AI) researcher. He has 20 years of quantitative investment experience. Prior to Rothko, he was a senior portfolio manager at Mondrian Investment Partners. Before 1998, Philps worked as an analyst/programmer at a number of investment banks, specializing in trading and risk models. He has a BSc (Hons) from King’s College London, is a CFA charterholder, a member of CFA Society of the UK, is completing a PhD in AI at City, University of London and is a member of the AAAI.