First 2019 speakers announced

Join us in April

The Time Summit is an alternative investment conference promoting long-term thinking, thoughtful discourse and new ideas

 

April 30th to May 1st

Pinehurst, North Carolina 

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Style

Blending in-depth research sessions and private meetings in an academic, relaxed setting

Topics

Managed futures, Macro, Commodities, Digital Assets, Behavioral Science, Machine Learning, Statistics

Attendees

Institutional investors, consultants and managers

The Time Summit is an annual event, owned and organized by Bridge Alternatives

Speakers

Ewan Kirk

CIO, GAM Systematic’s Cantab Capital Partners

Dr Ewan Kirk is Chief Investment Officer of GAM Systematic’s Cantab team. He co-founded Cantab Capital Partners in 2006, which became part of GAM Systematic in October 2016. His daily focus is research and development, risk management and managing the quantitative team. Prior to founding Cantab, Ewan Kirk ran the 120-strong Goldman Sachs Strategies Group in Europe, where he was responsible for all of Goldman Sachs’ quantitative technology. Ewan Kirk holds a PhD in Mathematics (General Relativity) from the University of Southampton, a Certificate in Advanced Study in Applied Mathematics from the University of Cambridge and achieved a First Class degree in Natural Philosophy and Astronomy at the University of Glasgow. He is based in Cambridge.

Michael Brandt

Co-Founder and CIO, QMS Capital

Michael Brandt is a co-founder and chief investment officer for QMS Capital, where he heads the Investment Committee and is responsible for overseeing the research and investment process. Michael is also a non-active faculty member at Duke University’s Fuqua School of Business and is a faculty research associate of the National Bureau of Economic Research. Prior to founding QMS Capital, Michael consulted for large financial institutions, served as an editor and on editorial boards of academic journals, and was a faculty member at the Wharton School of the University of Pennsylvania. He began his career at J.P. Morgan Futures and J.P. Morgan Securities. Michael holds a Ph.D. and MBA in finance from the University of Chicago and an MSc in economics from the London School of Economics. He serves on several academic advisory boards.

Marcos López de Prado

Principal and Head of Machine Learning, AQR Capital Management

Marcos López de Prado is a Principal and Head of Machine Learning at AQR Capital Management. In this role, he leads a team responsible for analyzing complex data for strategy development and a variety of applications across the firm. Prior to joining AQR, he founded and led Guggenheim Partners’ Quantitative Investment Strategies (QIS) business, where he developed high-capacity machine learning strategies, receiving up to $13 billion in assets. Concurrently with the management of investments, between 2011 and 2018, Marcos was also a research fellow at Lawrence Berkeley National Laboratory (U.S. Department of Energy, Office of Science). He has published dozens of scientific articles on machine learning and supercomputing in the leading academic journals, and SSRN ranks him as one of the most-read authors in Economics. Among several monographs, he is the author of the graduate textbook Advances in Financial Machine Learning (Wiley, 2018). In 2019, Marcos received the “Quant of the Year Award” from The Journal of Portfolio Management. Marcos earned a B.Sc. and M.Sc. in econometrics and quantitative economics from Universidad de Santiago de Compostela, a Ph.D. in financial economics and a Ph.D. in mathematical finance, both from Universidad Complutense de Madrid, and was a recipient of Spain’s National Award for Academic Excellence in 1999. He completed his post-doctoral research at Harvard University and Cornell University, where he teaches a financial machine learning course at the School of Engineering.

Past speakers

Agenda

Forward

Monday (4/29)

2:30pm – 6:00pm

Cradle Golf Outing

The Cradle is a nine-hole short course that even the newest to the game can enjoy. The Golf Channel calls The Cradle, “the most fun 10 acres in all of golf.”  Bridge Alternatives will be organizing foursomes, pairing attendees to create a great afternoon of pre-conference networking. (Complimentary event with clubs provided onsite.)

6:00pm – 10:00pm

Welcome Reception and Dinner

A relaxing, evening of casual conversation, drinks and dinner with fellow Summit attendees.

Chapter One

Tuesday (4/30)

7:00am – 8:00am

Rise and Shine

Enjoy an energizing start to the day with a guided hike or morning yoga

8:00am – 9:30am

Breakfast and Meetings

Breakfast buffet and an opportunity for attendee scheduled meetings

9:30am – 11:30am

Research Session #1

What we’re getting wrong with data-driven strategies

  • Ewan Kirk, CIO (GAM Systematic’s Cantab)
  • Michael Brandt, Co-Founder & CIO (QMS Capital Management)
  • Marcos López de Prado, Principal & Head of Machine Learning (AQR Capital Management)
  • Panel leader to be announced

Active strategies need data, even discretionary ones, because data is where learning an edge or pattern begins.  Whether the process is systematized or not, data is crucial and it’s where successful firms differentiate themselves.  At the Time Summit, we’ve enlisted some of the industry’s best to illuminate aspects of data and process including: the multiple testing problem, forward testing and the idea that we have less data than we think.  A panel will follow.

11:30am – 1:30pm

Lunch and Meetings

Lunch buffet and an opportunity for attendee scheduled meetings

1:30pm – 3:30pm

Research Session #2

Featuring keynote presentations and/or panel

3:30pm – 6:00pm

Meetings and Group Activity

Scheduled attendee meetings as well as an organized group activity

6:00pm – 7:30pm

Cocktail Reception

Guests will enjoy cocktails with an interactive putting game at Thistle Dhu outside the Donald Ross Veranda

7:30pm – 9:30pm

Dinner

Southern BBQ and guest speaker

9:30pm – 11:00pm

Nightcaps and Conversation

Post dinner reception

Chapter Two

Wednesday (5/1)

7:00am – 8:00am

Rise and Shine

Enjoy an energizing start to the day with a guided hike or morning yoga

8:00am – 9:30am

Breakfast and Meetings

Breakfast buffet and an opportunity for attendee scheduled meetings

9:30am – 11:30am

Research Session #3

Featuring keynote presentations and/or panel

11:30am – 1:30pm

Lunch and Meetings

Lunch buffet and an opportunity for attendee scheduled meetings

1:30pm – 3:30pm

Research Session #4

Featuring keynote presentations and/or panel

3:30pm – 5:30pm

Meetings & Group Activity

Scheduled attendee meetings as well as an organized group activity

5:30pm – 9:00pm

Closing Reception and Dinner

A casual evening of networking.

Epilogue

Thursday (5/2)

7:00am- 10:00am

Pinehurst No. 2 Outing

Pinehurst No. 2, the centerpiece of Pinehurst Resort, remains one of the world’s most celebrated golf courses. It has served as the site of more single golf championships than any course in America, and The U.S. Open will return in 2024. Bridge Alternatives has reserved a block of tee times and will organize an event for those who would like to join us.

Sponsors

Thank you to our 2018 sponsors for making the Time Summit a memorable one.  2019 partners and sponsors to be announced.

Video Library

Selected videos from past Time Summits.  To view the full library visit BridgeAlternatives.com.