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WHY QWAFAxNEW?
PREVIOUS EVENTS
11/17 – FEATURE SELECTION FOR REGIME DETECTION USING JUMP MODELS
10/26 – ROBUST FACTOR MODELS & FAMA-FRENCH 1992 redux
9/22 – CRYPTOS and defi
8/25 – Reconciling kelly and samuelson
7/21 QWAFAX – Deep Learning for Asset Pricing
High-Frequency Kelly Criterion and Fat Tails
6/16 QWAFAX – Beyond Machine Learning: Big Data Models as a Profitable Paradigm in Finance
04/27 qwafax – How the pandemic taught us to turn Smart Beta into Real Alpha
03/23 qwafax – Risk under Uncertainty & Price Movement+
Regime Shifting Compared to Conditional Factor Risk Models
02/24 qwafax – mixed local volatility model for fx derivative flow business
01/28 QWAFAX – A STYLIZED HISTORY OF QUANTITATIVE FINANCE
10/26 QWAFAX – Diffusion LIMITOF A LIMIT-ORDER BOOK MODEL
9/8 QWAFAX – Leveraged Trading, Kelly Betting and Out-of-Sample Testing
8/11 QWAFAX – Vol managed portfolios + Book Launch: Advanced Positioning, Flow, and Sentiment Analysis in Commodity Markets
7/7 qwafax – ml book launch + financial markets @ e-event
2/11 – QWAFAX BOOK SIGNING EVENT @ FRAUNCES TAVERN
1/14 – QWAFAx NEW Educational Event @ Fordham Univ
QWAFAx NEW 2019 Holiday Party @ Fraunces Tavern
QWAFAx NEW ML Speaker + Panel @ Stevens Tech
QWAFAx NEW Re-Launch Party @ The Mayfair
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