‌
PEER ENGAGEMENT
Systematic Strategies: Today and Tomorrow
Systematic strategies are in vogue. Cheap, unlimited computing power and vast databases of historical data have started a technological revolution in investment management. Firms are increasingly able to teach a computer to automatically make investments and to invest via rule-based systematic strategies.

Get an overview of systematic strategies, how managers build them and what makes them more robust than discretionary approaches. Consider the current and longer-term impact of investing in a fund with a systematic manager.

According to Dr Linda Gruendken, there are many benefits of a systematic investment approach, and also pitfalls to be avoided. Take a deeper dive into the field, including the use of artificial intelligence.

Bring your questions to gain insights into systematic strategies for your firm and your clients. Share your views with colleagues and build new connections as you network over drinks and hors d’oeuvres, following the discussion.
DATE
16 September 2019
TIME
12:00 PM Registration
12:30 PM Event Begins
The program will begin promptly at 12:30 PM ; please allow time to get through building security and to register before the event begins. Those arriving after registration has closed may not be admitted.
Lunch will be served.
LOCATION
Citigroup
2 Park St
Sydney , 2000, Australia
PARTICIPANTS
Dr Jack Gray
Brookvine

Dr Linda Gruendken
GAM Systematic Cantab

Alicia Vidler
Moderator
HOST
Citigroup

If you have any questions about this event, please contact the Sydney committee.

Visit your  Member Profile RSVPs  to confirm your event registration.  If you have no-show fees or access fees due, the system cannot register you for an event. You can view and pay for any outstanding fees on your  Member Profile . If you have any membership questions, please contact the  Membership Committee .

Click here to view global  upcoming events. 

BIOGRAPHIES
Dr Jack Gray
Director, Brookvine

Jack Gray joined Brookvine as a Director and Special Advisor in 2008. Jack was previously Co-Head of Asset Allocation at GMO Boston, having worked with GMO between 2005 and 2008, and prior to that between 1998 and 2003. GMO is a privately held global investment management firm with in excess of $80 billion in client assets using a blend of traditional judgments with quantitative methods to find undervalued securities and markets. Jack was previously Chief Investment Officer at SunSuper, one of Australia’s largest Superannuation funds, and an Executive Director at AMP Asset Management. He has published widely in both academic and practitioner journals, and is currently an Adjunct Professor of Finance at the Centre for Investment Management Research at the University of Technology, Sydney.

Dr Linda Gruendken
Lead Scientist, GAM Systematic Cantab

Dr Linda Gruendken is a Senior Scientist across a number of products at GAM Systematic Cantab and is leading the research effort into the firm’s credit strategies. Linda covers the entire spectrum of quantitative credit research, including building infrastructure for robust back testing, new strategy prototyping and design, as well as monitoring trading and performance of live strategies. Linda’s background is in the field of Arithmetic Algebraic Geometry and Algebraic Number Theory. She obtained her PhD in 2011 from the University of Pennsylvania in “Higher Dimensional Class Field Theory of Varieties over Finite Fields”. Linda also holds a Masters of Advanced Study in Mathematics (Hons) from Cambridge University as well as a ScB in Mathematics (Highest Honours) from Brown University. She is based in Cambridge.

Alicia Vidler
Co-Chair, 100 Women in Finance Sydney

Alicia has over 18 years of trading and finance experience across the globe. She co-founded a London based Artificial Intelligence hedge fund working as its CIO for over 5 years. Previously a Director in Proprietary trading at Merrill Lynch she also held senior roles at Bank of America and RiskMetrics Group. She began her career at Deutsche Bank in Sydney and has a BSc in Mathematics and Finance and studied for a PhD in Mathematics at Imperial College London. Alicia has a keen interest in applied AI to trading and FinTech more broadly. She is a founding member of 100 Women in Finance, Sydney branch and serves as there Co-Chairperson.
ABOUT
Citi
Citi, the leading global bank, has approximately 200 million customer accounts and does business in more than 160 countries and jurisdictions. Citi provides consumers, corporations, governments and institutions with a broad range of financial products and services, including consumer banking and credit, corporate and investment banking, securities brokerages, transaction services, and wealth management.
 
Additional information may be found at www.citigroup.com | Twitter: @Citi | YouTube: www.youtube.com/citi | Blog: http://blog.citigroup.com | Facebook: www.facebook.com/citi | LinkedIn www.linkedin.com/company/citi

Citi is a proud member of 100 Women in Finance’s Leadership Council . 100WF Leadership Council is a select group of international banks, alternative investment firms, asset management firms and others in the industry who support the mission of 100 Women in Finance.
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.
This event is  NOT FOR ATTRIBUTION . All 100WF events are private events and we require that no one reports publicly on any aspect of them .

Space is limited. No walk-ins will be permitted.

100WF Profile Update
Is your profile up to date? If not, we encourage you to update your Member Profile to ensure that you are receiving By Invite Only event invitations and job opportunities, among other targeted and special emails.

100WF Access Fee
Have you paid your access fee? If not please go to  100WF Member Payment . We appreciate your continued support!
Please do not reply to this email. 
If you have any questions about this event, please contact us at the link shown above or visit our website at  www.100women.org 
You received this email because of your interest in 100 Women in Finance. You can update your email preferences and unsubscribe using the SafeUnsubscribe link below. If you are registered as a 100WF Member or Supporter you can update your  registration details , change your  email preferences  or  unsubscribe  by logging into your  Member Profile .