- Joined
- 7/24/12
- Messages
- 2
- Points
- 11
SQA Half Day Conference: Quantitative Modeling: New Trends in the Post-Financial Crisis Era
Friday, November 15, 2013 (8:00 AM - 2:00 PM)
A lot has changed in the economy and the financial sector since the crisis five years back. Quantitative models have also changed in response….Join us in exploring some of these major changes. Our speakers touch upon the need for models to be more dynamic, equity return signals that have worked over the long-run and the changes since the crisis, how manager crowding is a major issue to be considered, the need to integrate different types of risks, and lastly the whole new world of Big Data Models and their applications in the financial sector.
See full registration details:
https://m360.sqa-us.org/event.aspx?eventID=89376
Sign up for SQA membership for $200 and get the member HD rate of $325
YES - $525 you get [SQA membership + Half-Day] versus $500 for ONLY Half-Day!
This event qualifies for 5.0 CE credit for CFA and GARP.
A Dynamic Future for Active Quant Investing
Rodney N. Sullivan, CFA Institute
The Supraview of U.S. Equity Return Predictive Signals – Last 40 Years and Changes in Last 5 Years
Prof John Hand, H. Allen Andrew Distinguished Professor
Kenan-Flagler Business School, University of North Carolina-Chapel Hill
Manager Crowding and Portfolio Construction
Oleg Ruban, MSCI
Fully Integrated Liquidity & Market Risk Model
Attilio Meucci, SYMMYS
Big Data Models in the Financial Sector
Afshin Goodarzi, VP-Analytics, 1010Data
Early Registration Fees
SQA Members $325
SQA Professional Courtesy* $400
Non-members $500
Full time Students $100 (limit 10, must present student ID).
*Professional courtesy discounts available to members of CQA, QWAFAFEW, London Quant Group, GARP, IAFE, PRMIA Sustaining, and NYSSA.
Friday, November 15, 2013 (8:00 AM - 2:00 PM)
A lot has changed in the economy and the financial sector since the crisis five years back. Quantitative models have also changed in response….Join us in exploring some of these major changes. Our speakers touch upon the need for models to be more dynamic, equity return signals that have worked over the long-run and the changes since the crisis, how manager crowding is a major issue to be considered, the need to integrate different types of risks, and lastly the whole new world of Big Data Models and their applications in the financial sector.
See full registration details:
https://m360.sqa-us.org/event.aspx?eventID=89376
Sign up for SQA membership for $200 and get the member HD rate of $325
YES - $525 you get [SQA membership + Half-Day] versus $500 for ONLY Half-Day!
This event qualifies for 5.0 CE credit for CFA and GARP.
A Dynamic Future for Active Quant Investing
Rodney N. Sullivan, CFA Institute
The Supraview of U.S. Equity Return Predictive Signals – Last 40 Years and Changes in Last 5 Years
Prof John Hand, H. Allen Andrew Distinguished Professor
Kenan-Flagler Business School, University of North Carolina-Chapel Hill
Manager Crowding and Portfolio Construction
Oleg Ruban, MSCI
Fully Integrated Liquidity & Market Risk Model
Attilio Meucci, SYMMYS
Big Data Models in the Financial Sector
Afshin Goodarzi, VP-Analytics, 1010Data
Early Registration Fees
SQA Members $325
SQA Professional Courtesy* $400
Non-members $500
Full time Students $100 (limit 10, must present student ID).
*Professional courtesy discounts available to members of CQA, QWAFAFEW, London Quant Group, GARP, IAFE, PRMIA Sustaining, and NYSSA.