News & Updates
Rational Factor Rotation A QWAFAFEW discussion led by, Lawrence Pohlman, PhD Abstract: We study a Factor Rotation investment strategy that provides a substantially higher annualized return than that of the aggregate market. We start by showing that the optimal investment strategy for rational investors is factor rotation. We…
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EXPLO: A Unified Model of Investor Utility, Valuation, and Liquidity A QWAFAFEW discussion led by, Emilian Belev, CFA, ARPM Abstract: This presentation demonstrates a model of investor utility that builds on key principles of investor behavior that derives an intuitive mathematical result with direct real-world applications. It recognizes ideas…
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Next Boston QWAFAFEW Meeting: Tuesday, 19 Jan 2016 Time: 6:15 PM sharpe 3rd Floor of the Tennis & Racquet Club, 939 Boylston Street RSVP to hugh@QWAFAFEW.org QWAFAFEW Mailing List FLEXIBLE INDETERMINATE FACTOR-BASED ASSET ALLOCATION A QWAFAFEW discussion led by: Mark C. Szigety Abstract Asset allocation…
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Next Boston QWAFAFEW Meeting: Tuesday, 15 Dec 2015 Time: 6:15 PM sharpe 3rd Floor of the Tennis & Racquet Club, 939 Boylston Street RSVP to hugh@QWAFAFEW.org QWAFAFEW Mailing List Business Perspectives on Blockchain: Update, Trends, Insights and What Really Matters A QWAFAFEW discussion led by: Dushyant Shahrawat,…
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Next Boston QWAFAFEW Meeting: Tuesday, 17 Nov 2015 Time: 6:15 PM sharpe 3rd Floor of the Tennis & Racquet Club, 939 Boylston Street RSVP to hugh@QWAFAFEW.org QWAFAFEW Mailing List Incorporating Commodities into a Multi-Asset Class Risk Model A QWAFAFEW discussion led by: T.J Blackburn Abstract…
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Next Boston QWAFAFEW Meeting: Tuesday, 20 Oct 2015 Time: 6:15 PM sharpe 3rd Floor of the Tennis & Racquet Club, 939 Boylston Street RSVP to hugh@QWAFAFEW.org QWAFAFEW Mailing List Scaling Financial Analytics and Forecasting with Apache Spark A QWAFAFEW discussion led by: Sri Krishnamurthy Abstract Since its debut…
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St. Patrick’s Day Boston QWAFAFEW Meeting: Tuesday, 17 Mar 2015 “They use statistics as a drunk uses lamp posts – for support rather than illumination.” Time: 6:15 PM sharpe 3rd Floor of the Tennis & Racquet Club, 939 Boylston Street RSVP to hugh@QWAFAFEW.org Mailing List The Rise…
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