Yuying gao | Banyan Alpha Investment

Dr. Yuying Gao is Founder, Managing Partner & CIO of Banyan Alpha Investment LP and has over 14 years of experience in investments. Prior to founding Banyan, she was a Portfolio Manager at Millennium Management where she managed market neutral strategies in emerging markets/China equity. Prior to that, she was a Portfolio Manager at Nipun Capital LLP, an Asia-focused asset manager where she co-managed a China A shares fund and an EM fund. She started her career as a Researcher at BGI/BlackRock on quantitative strategies.

Dr. Gao holds a Ph.D. in Electrical Engineering specializing in Artificial Intelligence from the University of California, Riverside and a BS in Advanced Engineering and Control Science from Zhejiang University China. She was also named in the 50 Leading Women in Hedge Funds 2019 and is a CFA charter holder.

Sivan Gamliel | blackrock

Sivan Gamliel, Managing Director, is a member of BlackRock Alternative Advisors (BAA), the firm's Hedge Fund Solutions team, where she also serves as a member of the BAA Investment Committee. As the Global Head of Quantitative Investing, she oversees sourcing, evaluating and monitoring of hedge fund managers that utilize quantitative trading strategies such as statistical arbitrage and algorithmic trading. Ms. Gamliel authored a section on Machine Learning in Financial Modelling for the book 30 Second Data Science, which was published in September 2020. Prior to joining Blackrock in 2012, Ms. Gamliel was a research analyst at Hudson Capital Group, LLC, an energy derivatives hedge fund focused on the oil and gas industry. Ms. Gamliel earned a B.S. in Physics from the Massachusetts Institute of Technology.

Kenneth A. Froot | FDO Partners

Kenneth A. Froot is André R. Jakurski Professor of Business Administration Emeritus at Harvard University's Graduate School of Business Administration, where he began teaching in 1991.  He is also a co-founder of MKT MediaStats, Health Data Analytics Institute, State Street Associates and FDO Partners.  

At Harvard, Ken has taught courses in Capital Markets, International Finance, and Risk Management. Previously, he served as Director of Research, and held the Industrial Bank of Japan Professorship in Finance and the Thomas Henry Carroll-Ford Foundation Visitor's Chair at Harvard. At MIT, he held the Ford International Development Chair. 

Professor Froot received his B.A. from Stanford University and his Ph.D. from the University of California at Berkeley. He spent the 1988-1989 academic year as an Olin Fellow at the National Bureau of Economic Research, where he is a Research Associate. His research on a wide range of topics in finance, risk management, and international markets has been published in many journals and books. Professor Froot has also worked with companies, countries, and official institutions, including the International Monetary Fund, the World Bank, and the Board of Governors of the Federal Reserve on international financial risk and investment management issues. He has also acted as a Financial Adviser to the Prime Minister of the Republic of Slovenia and to the Finance Minister of Poland, and served on the staff of the US President's Council of Economic Advisers and the Economic Advisory Board of the Export-Import Bank of the US.

moderator: Matthew Rothman | MIT sloan & Millenium

Matthew Rothman is a member of the senior management team of the Quantitative Strategies business unit at Millennium Management functioning as the deputy head of the team and the Head of Quantitative Services. He is on the finance faculty at the MIT Sloan School of Management.

Matthew has held a variety of positions both in academia and industry. Prior to joining Millennium, Matthew was a Managing Director at Goldman Sachs where he was the global head of Quantitative Strategies and Solutions for the Securities Division. Immediately prior to that position, Matthew was the global head of Quantitative Equity Research at Credit Suisse. Previously, Matthew was the director of Global Quantitative Macro research at Acadian Asset Management in Boston, a purely quantitative asset management firm with approximately $100 billion in assets under management. He was also the global head of quantitative research at Lehman Brothers and then Barclays Capital, post the Lehman bankruptcy. He has also held senior research positions at Sanford C. Bernstein and Goldman Sachs Asset Management.

Matthew has served on the faculty in the Economics Department at Brown University and in the Finance Department at the Samuel Curtis Johnson Graduate School of Management at Cornell University.

Matthew is involved with a number of philanthropic institutions, including having served for over a decade on the Board of Directors of the Innocence Project, a not-for-profit committed to the exoneration of the wrongfully convicted through DNA evidence. He also is deeply committed to funding and working with photographers documenting social conflict and civil unrest both domestically and globally. 

Matthew earned a BA in philosophy from Brown University, an MA in statistics from Columbia University, and a Ph.D. in finance from the University of Chicago Booth School of Business.