Past events

DateTopicSpeakerAffiliationLocation
Mar 11, 2020ML for Stock Selection
Aggregate Alpha in the Hedge Fund Industry		Keywan Rasekhschaffe 
Andrew Papanicolaou		QuantBot
NYU		Fraunces Tavern
April 01, 2020Book 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, 2020ML vs Traditional Factor Investing
Ensemble Learners, RORO Regimes & the 2020 Factor Landscape		Tony Guida
Milind Sharma		RAM AI
QMIT		Online
Jul 07, 2020Financial 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, 2020Book Launch: Machine Learning for Asset Managers
Leveraged Trading, Kelly Betting and Out-of-Sample Testing		Marcos Lopez de Prado
Rob Carver		TPTOnline
Oct 06, 2020Diffusion Limit of a Limit-Order Book ModelSteven ShreveCMUOnline
Nov 10, 2020Book Launch: Fun Q – A Functional Introduction to Machine Learning in QNick PsarisBAMLOnline
Dec 08, 2020Introduction to NLPSaeed AmenCuemacroOnline
Jan 28, 2021A Stylized History of Quantitative FinanceEmanuel DermanColumbiaOnline
Feb 24, 2021Mixed Local Volatility Model for FX Derivatives Flow BusinessUwe WystupMathFinance AGOnline
Mar 23, 2021Risk under Uncertainty & Price Movement
Regime Shifting Compared to Conditional Factor Risk Models		Anish R. Shah
Dan diBartolomeo		Brown University
Northfield		Online
Apr 27, 2021How the pandemic taught us to turn Smart Beta into Real AlphaDan diBartolomeoNorthfieldOnline
May 11, 2021Taming the Factor Zoo & the Great Rotation of 2021Milind SharmaQMITOnline
Jun 16, 2021Beyond Machine Learning: Big Data Models as a Profitable Paradigm in FinanceIrene AldridgeABLE MarketsOnline
Jul 21, 2021Deep Learning for Asset Pricing
High-Frequency Kelly Criterion and Fat Tails		Stefan Jansen
Austin Pollok		Applied AI
USC		 Fraunces Tavern
Aug 25, 2021Reconciling Kelly and SamuelsonPeter CarrNYU Tandon Online
Sep 22, 2021Cryptos and DeFi Mark YuskoMorgan Creek CapitalOnline
Oct 26, 2021Robust Factor Models and Fama-French 1992 ReduxDoug MartinUniversity of Washington Online
Nov 17, 2021Feature Selection for regime detection using Jump ModelsPetter KolmNYU CourantFraunces Tavern/Online
Dec 14, 2021Holiday PartyHaswell Green’s
Jan 19, 2022Risk and Reward in the Fixed-Income Market: Where are we now?Leon Tatevossian
Andy Brenner		NYUOnline
Feb 15, 2022Book Launch: A Shot to Save the WorldGregory ZuckermanWSJHaswell/Online
Mar 16, 2022Measuring & Managing Portfolio InefficiencyJason MacQueenSmart Portfolio Strategies/Fordham UniversityOnline
Apr 19，2022A History of ALT DataTony BerkmanTwo SigmaHaswell/Online
May 23, 2022The Long & Rather Curious History of Model RiskJon HillNYU Tandon FREHaswell/Online
June 14, 2022Joint Summer Social Event with Society of Quantitative Analysts (SQA)Haswell Green’s
July 12, 2022Book Launch- The Bond King: How One Man Made a Market, Built an Empire, and Lost It AllMary ChildsThe 13th Storey/Online
Aug 17, 2022Fixing Alpha in Private EquityKen WinstonAdjunct Professor, NYU Courant & CalTechOnline
Sept 21, 2022New Developments in the Mortgage and MBS MarketsWilliam BerlinerManaging Director, PennyMacThe 13th Storey/Online
Nov 21, 2022Gains and Losses Revisited: Implications for Skill DetectionSid BrowneColumbia University/EntryPoint CapitalFraunces Tavern/Online
Dec 05, 2022Joint Holiday Party with Society of Quantitative Analysts (SQA) and CFAFraunces Tavern
Feb 13, 2023Credit Information in Earnings CallsHarry MamayskyColumbia UniversityFraunces Tavern/Online
Mar 27, 2023The Dynamics of Disagreement & Momentum crashesKent D DanielColumbia UniversityThe Factory 380