EDUCATION SESSION #750
Perspective on Quant Investing – The Rise of the Machines
It is estimated that systematic strategies account for $500 billion plus in hedge fund AUM, a number that has tripled since 2005. What is the role of scale as it relates to growth, product offering, and investment in data and analytics? Big data and machine learning techniques are now commonplace, but how do managers, allocators and service providers measure value and utility, and what are the risk and challenges to bear in mind? How are managers grappling with talent acquisition and talent retention, and what is the optimal mix of man vs. machine? What expectations should investors have around transparency in quant investing and how has investor sentiment changed with regards to these strategies? Our panel of portfolio managers, allocators, and industry professionals will offer a 360 degree industry perspective and introduce new insights on these topics as the hedge fund industry faces the rise of the machines.
DATE
12 July 2017
TIME
5:00 PM Registration
6:00 PM Event Begins
We will begin promptly at 6:00 PM; please arrive early. Since it is disruptive to everyone when latecomers enter the session, those arriving after the event has begun will only be admitted at the discretion of 100WF and the host. Please note the start time on this invite and plan to arrive early.
Networking and cocktails will follow.
LOCATION
Barclays
745 Seventh Avenue
New York, NY 10019


You are welcome to bring your daughter, niece, or intern as a guest to the event. Email [email protected] if your guest is under 21 years of age. Space is Limited.
PARTICIPANTS

Irene Aldridge
AbleMarkets.com

Sivan Gamliel
BlackRock Alternative Advisors

Asha Mehta
Acadian Asset Management

Judy Posnikoff
PAAMCO

Betty Gee
Moderator
Barclays
HOST
Barclays



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BIOGRAPHIES
Irene Aldridge
President and Managing Director, AbleMarkets.com

Irene Aldridge is an American/Canadian businesswoman, quantitative Big Data researcher and author. Aldridge is presently President and Managing Director, Research, of AbleMarkets.com, a Big Data for Capital Markets company. Previously, Aldridge designed and ran high-frequency trading strategies in a $20-million cross-asset portfolio. Still previously, Aldridge was, in reverse order, a quant on a trading floor; in charge of risk quantification of commercial loans; Basel regulation team lead; technology equities researcher; lead systems architect on large integration projects, including web security and trading floor globalization. Aldridge started her career as software engineer in financial services. 

Aldridge holds a BE in Electrical Engineering from Cooper Union, and MS in Financial Engineering from Columbia University, and an MBA from INSEAD. In addition, Aldridge studied in two PhD programs: Operations Research at Columbia University (ABD) and FInance (ABD). Aldridge is the author of multiple academic papers and several books. Most notable titles include “Real-Time Risk: What Investors Should Know About Fintech, High-Frequency Trading, Flash Crashes” (co-authored with Steve Krawciw, Wiley, 2017), “High-Frequency Trading: A Practical Guide to Algorithmic Strategies and Trading Systems” (2nd edition, translated into Chinese, Wiley 2013), and “The Quant Investor’s Almanac 2011: A Road Map to Investing” (Wiley, 2010). Her recent academic publications include “ETFs, High-Frequency Trading and Flash Crashes” (Journal of Portfolio Management, 2016), and “High-Frequency Runs and Flash Crash Predictability” (Journal of Portfolio Management, 2014).

Sivan Gamliel
Vice President, BlackRock Alternative Advisors

Sivan Gamliel is a member of the Manager Research Group within BlackRock Alternative Advisors, the firm's Hedge Fund Solutions team. She is responsible for sourcing, performing due diligence on, and monitoring hedge fund managers. Prior to joining BlackRock in 2012, Ms. Gamliel was an analyst at Hudson Capital Group, LLC. Ms. Gamliel earned a B.S. in Physics from the Massachusetts Institute of Technology.

Asha Mehta
Director and Lead Portfolio Manager, Acadian Asset Management

Asha Mehta, CFA, is a Director and Lead Portfolio Manager on Acadian's quantitatively managed strategies. Prior to joining Acadian, Asha worked as an investment banker at Goldman Sachs and at Centocor in a strategy role. She is a frequent speaker at industry conferences, and her work has been featured in various industry publications. Asha is an active advocate of financial literacy and financial empowerment, supporting related organizations such as Girls Who Invest, Compass Working Capital, and 100 Women in Finance. Asha holds an MBA with Honors from The Wharton School (University of Pennsylvania) and a B.S., Biological Sciences and A.B., Anthropology, from Stanford University. Asha was named one of the Top 10 Women in Asset Management by Money Management Executive in 2016.

Judy Posnikoff
Managing Director, Founding Partner, PAAMCO

Judith Posnikoff, PhD is a Managing Director and one of the founding partners of PAAMCO. From PAAMCO’S inception in 2000, Judy has been involved in all aspects of the firm’s investment process, having served as a Sector Specialist for Equity Market Neutral and Merger Arbitrage and Chair of the Investment Oversight Committee. She is currently focused on portfolio construction as a member of the firm’s Portfolio Construction Group, setting strategy and asset allocation for the firm’s flagship moderate multi-strategy portfolios. Judy has authored numerous publications in the area of alternative investments and has taught at the University of California, Riverside and Irvine and at California State University, Fullerton. Judy was a member of the founding board of directors of the Association of Women in Alternative Investing (AWAI) and is on the global board of 100 Women in Finance and the CAIA Foundation. Judy also chairs the scholarship committee of the 100 Women in Finance Institute.


Betty Gee
Director, US Head of Strategic Consulting, Barclays

Ms. Gee is a Director and US Head of Strategic Consulting at Barclays.

Based in New York, Ms. Gee is responsible for managing the US Strategic Consulting team, which is part of Capital Solutions within Prime Services Distribution.

Ms. Gee joined Barclays in 2016 from BlackRock, where she served in various roles including Chief Marketing Officer and Interim Chief Operating Officer for the global Financial Markets Advisory business. Prior to that, Ms. Gee was also a portfolio research analyst at Serengeti Asset Management and a consultant at McKinsey & Company.

Ms. Gee was recognized as one of "50 Leading Women in Hedge Funds" in 2017 by The Hedge Fund Journal in association with EY. She holds a JD from Harvard Law School and a BA from Yale University.

ABOUT
Barclays
Barclays is a transatlantic consumer, corporate and investment bank offering products and services across personal, corporate and investment banking, credit cards and wealth management, with a strong presence in our two home markets of the UK and the US. 

With over 325 years of history and expertise in banking, Barclays operates in over 40 countries and employs approximately 120,000 people. Barclays moves, lends, invests and protects money for customers and clients worldwide. 

For further information about Barclays Investment Bank, please visit our website barclays.com/ib


100 Women in Finance
100 Women in Finance is a global network of professionals in the finance and alternative investment industries working together to empower women at every stage of their careers. Through peer engagement, philanthropic, and educational initiatives, our more than 15,000 members are making connections and creating opportunities that help to advance careers and strengthen our field.
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