8:30 am poster session & prota challenge set up, light breakfast
9:00 – 9:30 am introduction & Welcoming Remarks
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- Rudy Guerra, Professor and Chair, Department of Statistics, Rice University
- Katherine Ensor, Noah G. Harding Professor of Statistics and Director, CoFES
9:30 am Keynote Lecture (35 min with 10 min q&a)
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- Dexter Senft, Managing Director (Retired), Morgan Stanley
My Life on Wall Street: Stone Knives and Bearskins to Blockchain
10:45 – 11:45 am Session I: Fintech trends & technologies in systematic trading (25 min talks with 5 min Q&A)
SESSION CHAIR: Philip Ernst, Associate Professor of Statistics, Rice University
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- Lada Kyj, Head of Investment Management Fintech Quant Strategies, Vanguard Fintech Ventures
Iceberg Tracking: Detecting Order Imbalance
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- Michael Reed, Senior Quantitative Researcher and Portfolio Manager, Zebra Capital Management
Popularity Characteristics in ESG Investing
11:45 am – 1:00 pm lunch with poster session & prota challenge, martel hall
1:00 – 2:30 pm Session II: blockchain techniques, crypto & trends in investing (25 min talks with 5 min Q&A)
SESSION CHAIR: Michael D. Jackson, Department of Statistics, Rice University
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- Manolo Sánchez, Adjunct Professor of Management, Operations Management, Jones Graduate School of Business, Rice University
Decentralized Finance and the Infrastructure of Programmable Money
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- Joseph Egbulefu, Founder, Meritic
Price Discovery for Non-Fungible Tokens (NFT)
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- Xifan Wang, Quantitative Research Analyst, Salient Partners
A Look at Special Purpose Acquisition Companies (SPACs): Past, Present, and Future
3:00 – 3:15 break
3:15 – 4:15 pm Session III: fixed income & commodities (25 min talks with 5 min Q&A)
SESSION CHAIR: Leticia Velazquez, Director of Operations, Tapia Center and Daniel Kowal, Dobelman Family Assistant Professor of Statistics, Rice University
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- Max Lee, Director of Commodity and FX Systematic Strategy and Index Trading, Bank of America Securities
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- Tommy Huie, Independent Financial Advisor; Alumni Trustee, Rice University
4:15 – 5:00 pm Panel Discussion, The Next Decade in Quantitative Finance
MODERATOR: Kim Raath, CoFES Advisory Board Member
PANELISTS: Dexter Senft, Michael Reed, Manolo Sánchez, Joseph Egbulefu, Xifan Wang, Max Lee, and William Wojciechowski
5:00 – 5:15 pm CoFES Prize, Closing Remarks
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- Katherine Ensor, Noah G. Harding Professor of Statistics and Director, CoFES
- John Dobelman, Professor in the Practice of Statistics and Associate Director, CoFES
- 5:15- 6:00 pm poster session & prota challenge conclusion