UPCOMING EVENTS*
*RSVPs usually max out for events very quickly – MEMBERS WILL BE GIVEN PREFERENCE. We urge you to sign up as a member & avail the deep discount on monthly meetings so that we can continue qwaffing a few together!
| Date | Topic | Speaker | Affiliation | Location |
| Mar 11, 2020 | ML for Stock Selection Aggregate Alpha in the Hedge Fund Industry | Keywan Rasekhschaffe Andrew Papanicolaou | QuantBot NYU | Fraunces Tavern |
| April 01, 2020 | Book Launch: Leveraged Trading, Kelly Betting and Out-of-Sample Testing Constructing Equity Portfolios from SEC 13f Data | Rob Carver Alexander Fleiss | Systematic Money Rebellion Research | Fraunces Tavern |
| Jun 02, 2020 | ML vs Traditional Factor Investing Ensemble Learners, RORO Regimes & the 2020 Factor Landscape | Tony Guida Milind Sharma | RAM AI QMIT | Online |
| Jul 07, 2020 | Financial Markets and News about the Coronavirus Book Launch: Machine Learning in Finance | Harry Mamaysky Igor Halperin Matthew Dixon | Columbia Fidelity AI Illinois Tech | Online |
| Aug 11, 2020 | Book Launch: Advanced Positioning, Flow, and Sentiment Analysis in Commodity Markets Volatility-Managed Portfolio: Does It Really Work? | Mark Keenan Fang Liu | ECTP Cornell | Online |
| Sep 08, 2020 | Book Launch: Machine Learning for Asset Managers Leveraged Trading, Kelly Betting and Out-of-Sample Testing | Marcos Lopez de Prado Rob Carver | TPT | Online |
| Oct 06, 2020 | Diffusion Limit of a Limit-Order Book Model | Steven Shreve | CMU | Online |
| Nov 10, 2020 | Book Launch: Fun Q – A Functional Introduction to Machine Learning in Q | Nick Psaris | BAML | Online |
| Dec 08, 2020 | Introduction to NLP | Saeed Amen | Cuemacro | Online |
| Jan 28, 2021 | A Stylized History of Quantitative Finance | Emanuel Derman | Columbia | Online |
| Feb 24, 2021 | Mixed Local Volatility Model for FX Derivatives Flow Business | Uwe Wystup | MathFinance AG | Online |
| Mar 23, 2021 | Risk under Uncertainty & Price Movement Regime Shifting Compared to Conditional Factor Risk Models | Anish R. Shah Dan diBartolomeo | Brown University Northfield | Online |
| Apr 27, 2021 | How the pandemic taught us to turn Smart Beta into Real Alpha | Dan diBartolomeo | Northfield | Online |
| May 11, 2021 | Taming the Factor Zoo & the Great Rotation of 2021 | Milind Sharma | QMIT | Online |
| Jun 16, 2021 | Beyond Machine Learning: Big Data Models as a Profitable Paradigm in Finance | Irene Aldridge | ABLE Markets | Online |
| Jul 21, 2021 | Deep Learning for Asset Pricing High-Frequency Kelly Criterion and Fat Tails | Stefan Jansen Austin Pollok | Applied AI USC | Fraunces Tavern |
| Aug 25, 2021 | Reconciling Kelly and Samuelson | Peter Carr | NYU Tandon | Online |
| Sep 22, 2021 | Cryptos and DeFi | Mark Yusko | Morgan Creek Capital | Online |
| Oct 26, 2021 | Robust Factor Models and Fama-French 1992 Redux | Doug Martin | University of Washington | Online |
| Nov 17, 2021 | Feature Selection for regime detection using Jump Models | Petter Kolm | NYU Courant | Fraunces Tavern/Online |
| Dec 14, 2021 | Holiday Party | Haswell Green’s | ||
| Jan 19, 2022 | Risk and Reward in the Fixed-Income Market: Where are we now? | Leon Tatevossian Andy Brenner | NYU | Online |
| Feb 15, 2022 | Book Launch: A Shot to Save the World | Gregory Zuckerman | WSJ | Haswell/Online |
| Mar 15, 2022 | Measuring & Managing Portfolio Inefficiency | Jason MacQueen | Smart Portfolio Strategies/Fordham University | Online |