Quantamental Investing: A Look Under the Hood
The PRMIA New York Chapter invites you to an evening to learn about Quantamental Investing. Over the summer, PRMIA organized two private gatherings of CROs to discuss the challenges and opportunities of alternative data in hybrid "quantamental" investing. Quantamental investing, which combines quantitative and fundamental approaches to the investment process, has garnered significant attention, from a wide range of investment management firms, including well-established asset managers, hedge funds, funds of funds, and prop trading firms.
Event Overview
Alternative data includes a broad spectrum of data, from the well-known (e.g., satellite data, web data) to the highly proprietary (I could tell you but...). It is all the rage, as it ties together quantamental investing with big data, machine learning, and fintech more broadly considered.
The two gatherings produced in a lively discussion, moderated by Marc Groz, Regional Director of the Stamford chapter of PRMIA. Now PRMIA is bringing this hot topic into a larger setting, to broaden and deepen the discussion.
Join us for a cutting edge discussion on the following themes:
- interpretation of factor data is highly regime-specific
- some alternative data does not add value as the information is already reflected in standard factors
- teasing out these issues is time-consuming but can be rewarding
- non-stationarity of time series data further complicates analysis
- double counting of data can be particularly difficult to adjust for in an alternative data context
Feedback from the discussions this summer was very positive and we look forward to sharing a thought-provoking evening with you!
Presenters
Panelists
- Michael Ho, CFA - Founder, CEO, Quantavista Research
- Rob Reider - Senior Advisor, Quantopian and Adjunct Professor, Courant Institute, NYU
- Damien Weldon - Managing Director, Business Development, Vichara Technologies, Inc.
Moderator
- Marc Groz - Regional Director, PRMIA Stamford chapter
Agenda
Date: September 27, 2017
- 5:30 Registration
- 6:00 Welcome & Panel Discussion
- 7:30 Networking Reception
- 8:30 Adjourn
This event has been made possible by the generous support of our sponsor Bloomberg
** Photo ID must be presented upon arrival to the building **
Registration
This event is FREE for members and non-members. Click "Register Myself" below to reserve your spot. Make sure to click "Proceed to Checkout" to finalize your registration.