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Axioma Quant Forum
FactSet is pleased to support our partner, Axioma, at their quant forum where leading sell-side quants will present their latest research on effective risk management, superior portfolio construction, and optimal portfolio trading.
Join Axioma for an unprecedented opportunity to hear a stellar group of sell-side professionals discuss their latest research on how to successfully overcome the challenges in today's quantitative portfolio management and trading.
A sampling from the agenda....
Focus on Quantitative Trading
- Goldman Sachs Electronic Trading, Ingrid Tierens, PhD, CFA & Oliver Hansch, PhD - Optimizing Portfolio Trading
- JP Morgan, Daniel Nehren - Systematic Inventory Management: Where Execution Meets Risk
- Mismi and Columbia University, Costis Maglaras, PhD - Dynamic models of market microstructure and their impact of trade execution
Focus on Quantitative Portfolio Management
- Barclays Capital, Matthew Rothman, PhD - The Value of Uncorrelated Alpha
- Deutsche Bank Securities, Yin Luo, CFA - Robust Alpha Models
- Macquarie Securities, Gurvinder Brar - Adapting the investment process for Macro risk
- Nomura Securities, Joseph Mezrich - Factor constraints for a world of unintended bets
Visit the registration page for speakers bios and other useful information. Registration is free but space is limited.
| Location | Date | Time | Contact | Add to Calendar | Register |
|---|---|---|---|---|---|
|
Princeton Club
15 W 43rd Street New York, NY |
Mar 15 |
8:00 a.m
EST
|
|
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