Name: MachineLearning for Factor Investing By Tony Guida
Start: 2020-08-12T12:00:00-04:00
End: 2020-08-12T13:00:00-04:00
Location: Online

MachineLearning for Factor Investing By Tony Guida

Thursday

,

April

09

at

2:00pm

RSVP here

QU Speaker Series - Session 4

A conversation with Quants, Thinkers and Innovators all challenged to innovate in turbulent times!

Join QuantUniversity for a complimentary summer speaker series where you will hear from Quants, innovators, startups and Fintech experts on various topics in Quant Investing, Machine Learning, Optimization, Fintech, AI etc.

Topic: Machine Learning for Factor Investing: case study on "Trees"

In this presentation, Tony will first introduce the concept of supervised learning. Then he will cover the practitioner angle for constructing non linear multi factor signals using stock characteristics. He will show the added value of ML based signals over traditional linear stale factors blend in equity.

This master class is derived from Guillaume Coqueret and Tony Guida's latest book "Machine Learning for Factor Investing"

available at:

http://www.mlfactor.com/

The mobile advertising revolution is here.

This year, 3DAYS hit the road to educate every media buyer in America about how mobile is changing everything – from how we shop, to how we eat, to how we learn.

So far, we’ve spread the good word in New York City, DC, Philadelphia and Boston. And now we’re coming to you, Atlanta.

Join us for a day of killer keynotes, presentations and networking with peers and industry leaders who are shaking up the mobile advertising game. We’ve carefully crafted an incredible lineup of presenters who are prepared to arm you with new strategies, insights and know-how to take your mobile game to the next level.

Schedule

12.00 - 12.05 PM

Welcome Remarks - Sri Krishnamurthy, QuantUniversity

‎Sri Krishnamurthy, QuantUniversity

12.05 - 12.40 PM

Machine Learning for Factor Investing: case study on "Trees"

Tony Guida, Ram Investments

12.40 - 1.00 PM

Fireside Chat + Q&A

D Shahrawat,CFA

FinTech Investment Banking, Rosenblatt Securities

D is responsible for identifying and generating ideas for FinTech companies to grow and connecting them to investors or strategic partners. In this role, he engages with cutting-edge FinTechs, helping them with strategic advice, M&A and capital raising from VCs, PE or institutional investors. D has 20+ years of experience advising financial institutions, tech firms, service providers and regulators on market trends, emerging technology and innovation.

Sri Krishnamurthy,CFA

President

QuantUniversity

Sri is the Founder and CEO of QuantUniversity, a data and quantitative analysis company. Prior to starting QuantUniversity, Sri has worked at Citigroup, Endeca, MathWorks and with more than 25 customers in the financial services and energy industries. Sri is leading development efforts in creating a platform called QuSandbox for adopting open source and analytics solutions within corporations.

Speakers

Tony Guida

Tony Guida is a Quantitative Portfolio Manager and researcher. Tony’s work is focused primarily on extracting market inefficiencies from different sources from traditional fundamentals, market signals, alternative data, and machine learning. His expertise is in mid to low frequency in equities. Tony started his career at Unigestion in 2006 where he joined the quantitative equity low volatility team to work as a research analyst. He evolved into a member of the research and investment committee for Minimum Variance Strategies, where he led the factor investing research group for institutional clients.

Tony holds a Bachelor and Master degrees in Econometry and Finance from the University of Savoy France, is the editor-in-chief for the Journal of Machine Learning in Finance and he is chair of the EMEA machineByte Think Tank.

Sri Krishnamurthy, CFA

Sri Krishnamurthy, CFA is the Founder and CEO of QuantUniversity. Prior to that, Sri has worked at Citigroup, Endeca, MathWorks and with more than 25 customers in the financial services. Sri is the creator of QuSandbox, a platform for experimenting analytical and machine learning solutions for enterprises prior to adoption.

Sri teaches classes at QuAcademy (www.qu.academy) and teaches graduate courses in Machine Learning and AI at Northeastern University.

Sri earned an MS in Computer Systems Engineering and another MS in Computer Science, both from Northeastern University and an MBA from Babson College.

QuantUniversity Summer School 2020

www.qu.academy

The QuantUniversity Summer School 2020

A conversation with Quants, Thinkers and Innovators all challenged to innovate in turbulent times!

Join QuantUniversity for a complimentary summer speaker series where you will hear from Quants, innovators, startups and Fintech experts on various topics in Quant Investing, Machine Learning, Optimization, Fintech, AI etc.

Optimization Methods in Finance

^_Authors:

^{_{Gérard Cornuéjols, Carnegie Mellon University, Pennsylvania}}

^{_{Javier Peña, Carnegie Mellon University, Pennsylvania}}

^{_{Reha Tütüncü, Point72}}

^{_{Cambridge University press}}

One lucky attendee will have the opportunity to win Reha's popular book!

Organizer

QuantUniversity is a quantitative analytics and machine learning advisory based in Boston, Massachusetts. QuantUniversity runs various programs and workshops in Boston, New York, Chicago, and online. The company offers online programs in Machine Learning and AI for Financial services

Contact us at info@qusandbox.com to know more.

Checkout our upcoming courses at www.qu.academy