WHY QWAFAxNEW?


PREVIOUS EVENTS

12/5 – Joint Holiday Party with Society of Quantitative Analysts (SQA) and CFA


11/21 – Gains and Losses Revisited: Implications for Skill Detection


09/21/2022 – new developments in the mortgage and mbs markets


08/17/2022 – fixing ALPHA in private equity


07/12/2022 – Book Launch- The Bond King: How One Man Made a Market, Built an Empire, and Lost It All


06/14/2022 – Joint Summer Social Event with Society of Quantitative Analysts (SQA)


05/23/2022 – The Long & Rather Curious History of Model Risk


04/18/2022 – A History of ALT Data


03/16/22 – Measuring & Managing Portfolio Inefficiency


2/15/22 – Book launch: A shot to save the world


1/19/22 – Risk and Reward in the Fixed-Income Market: Where are we now?



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


6/2 – qwafax Cyber launch – Factor double header @ 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