PRESENTATIONS
EVENT | TOPIC | SPEAKER | LINKS |
Dec 03, 2019 | It was Fifty Years Ago Today | Dr. Peter Carr | Click HERE to view the presentation |
Jan 14, 2020 | Risk and Optimization with Higher Moments MRM for Deep Learning & Alpha Strategies | Dan diBartolomeo Ben Steiner | Click HERE to view the 1st presentation Click HERE to view the 2nd presentation |
Mar 11, 2020 | Aggregate Alpha in the Hedge Fund Industry | Andrew Papanicolaou | Click HERE to view the presentation |
Apr 01, 2020 | Leveraged Trading, Kelly Betting and Out-of-Sample Testing | Robert Carver | Click HERE to view the presentation |
Jul 07, 2020 | Financial Markets and News about the Coronavirus | Harry Mamaysky Igor Halperin | Click HERE to view the presentation |
Oct 06, 2020 | Diffusion Limit of a Limit-Order Book Model | Steven Shreve | Click HERE to view the presentation |
Feb 24, 2021 | Mixed Local Volatility Model for FX Derivatives Flow Business | Uwe Wystup | Click HERE to view the presentation |
March 23, 2021 | Risk under Uncertainty & Price Movement | Anish R. Shah | Click HERE to view the presentation |
March 23, 2021 | Regime Shifting Compared to Conditional Factor Risk Models | Dan diBartolomeo | Click HERE to view the presentation |
April 27, 2021 | How the pandemic taught us to turn Smart Beta into Real Alpha | Dan diBartolomeo | Click HERE to view the presentation |
July 21, 2021 | Deep Learning for Asset Pricing | Stefan Jansen | Click HERE to view the presentation |
July 21, 2021 | High-Frequency Kelly Criterion and Fat Tails | Austin Pollok | Click HERE to view the presentation |
May 23, 2022 | The Long & Rather Curious History of Model Risk | Jon Hill | Click HERE to view the presentation |
Aug 17, 2022 | Fixing Alpha in Private Equity | Ken Winston | Click HERE to view the presentation |
Sept 21, 2022 | New Developments in the Mortgage and MBS Markets | William Berliner | Click HERE to view the presentation |
Feb 13, 2023 | Credit Information in Earnings Calls | Harry Mamaysky | Click HERE to view the presentation |
March 27,2023 | The Dynamics of Disagreement & Momentum crashes | Kent Daniel | Member Access Only |