What impacts a Quant Strategy? [Panel Discussion] - Sep 24, 2020 скачать в хорошем качестве

What impacts a Quant Strategy? [Panel Discussion] - Sep 24, 2020

Compared to discretionary choices that an old-school trader/investor makes, quant trading is based on, ostensibly, more objective criteria. Are they systematically better than traditional ones? How do we evaluate when to deploy a strategy and when it's time to retire it? Our panellists for the event will dwell on some of these questions and provide valuable insights to appraise the effectiveness of a quant strategy. This is the first Panel Discussion of our #10YearsOfQuantInsti series. ----------------------------------------- The Panel Vivek Krishnamoorthy (Head of Content & Research at QuantInsti) Vivek leads the content & research division at QuantInsti. He has worked as a Credit Analyst in Corporate & Institutional Banking with ICICI Bank in Singapore and India. Vivek has also taught Economics and Finance courses to undergraduate and graduate students in McMaster University, Canada. He has conducted numerous corporate training sessions for mid and senior-level executives in corporate finance, financial modeling and portfolio theory at Larsen & Toubro, Credit Suisse and other organizations. Vivek's rich professional experience in finance and academia makes him a proficient instructor on market microstructure, programming in quantitative finance, and statistical techniques used in quantitative trading. Nicolas Rabener (Founder & CEO FactorResearch) Nicolas Rabener is the founder & CEO of FactorResearch. Previously he created Jackdaw Capital, an award-winning quantitative hedge fund, and worked at GIC (Government of Singapore Investment Corporation) and Citigroup in London and New York. Nicolas holds a Master of Finance from HHL Leipzig Graduate School of Management, is a CAIA charter holder and enjoys endurance sports (100km Ultramarathon). Laurent Bernut (Founder & CEO ASC) Laurent Bernut has worked in the alternative investment space at Fidelity Investments, Rockhampton, and Ward Ferry. At Fidelity, his mandate as a dedicated short seller was to underperform the longest bear market in modern history: Japan equities. Laurent’s research to generate alpha in the alternative space has been built on his expertise in universally tested systematic trading processes. Radovan Vojtko (CEO, Quantpedia) Radovan Vojtko is CEO and Head of Research at Quantpedia. He is a former Quantitative Portfolio Manager and has spent over five years managing over 300+ million EUR in several quantitative funds. These funds were focused on multi-asset managed futures and trend-following strategies, market timing, and volatility trading. ----------------------------------------- Most useful links: Join EPAT – Executive Programme in Algorithmic Trading: https://goo.gl/3Oyf2B Visit us at: https://www.quantinsti.com/ ----------------------------------------- Like and Follow us on: Facebook:   / quantinsti   Twitter:   / quantinsti   LinkedIn:   / quantinsti   Instagram:   / quantinstian   -----------------------------------------