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Next Boston QWAFAFEW Meeting: Tuesday, 16 Oct 2018  

October 16 @ 6:00 pm - 8:00 pm

| $30

Raising Kane! 

David Kane is back with another panel:

Deep Learning: Savior or Snake Oil?

A QWAFAFEW discussion led by:

David Kane, moderator
Luke Anderson
Adoito Haroon
Sri Krishnamurthy

Abstract
Deep learning is either one of the most important innovations in finance in the last two decades, or it is (mostly? completely?) a marketing ploy. Let’s have a debate on that question.

Bios

David Kane is the Preceptor in Statistical Methods and Mathematics in the Department of Government at Harvard University. He served as an officer in the United States Marine Corps from 1988 to 1991. Prior to returning to Harvard in 2018, he worked in quantitative finance for two decades, mostly as an equity portfolio manager at firms including Numeric, Geode, Millenium, Point72 (formerly SAC), Acadian and Hutchin Hill. In 2016 he was a Professor of the Practice at Middlebury College.

Luke Anderson is a Quantitative Researcher at Walleye Trading working on equity market neutral and volatility arbitrage strategies. Prior to joining Walleye, Luke was an analyst at Bluecrest Capital. Previously, Luke was a developer at Numeric Investors and Geode Capital. Luke has a BS in Computer Systems Engineering from Boston University and an MBA from Boston College.

Adoito Haroon is a portfolio manager and researcher and member of Acadian’s Long/Short Team. Prior to joining Acadian in 2011, Adoito worked as a trading desk quant at Citigroup, where he conducted research in equity derivatives, credit, and commercial mortgage securities. His work there covered asset allocation, Black-Litterman approaches, and single-stock, index, and ETF volatility trades. Prior to Citigroup, Adoito worked at Goldman Sachs on the market risk technology team, where he contributed to improvements in the risk simulation platform. He is a CFA charterholder and a member of the CFA Society Boston.
Education: Master’s in finance from Princeton University, M.B.A from the Stern School of Business, New York University, B.S. in computer science from Brown University. While at Brown, Adoito received scientific research award for work at the Machine Vision laboratory (a subset of the field of Machine Learning). He was also a teaching assistant for a number of computer science courses including A.I.

Sri Krishnamurthy, CFA, CAP is the founder of QuantUniversity.com, a data and Quantitative Analysis Company and the creator of the Analytics Certificate program and Fintech Certificate program. Sri has more than 15 years of experience in analytics, quantitative analysis, statistical modeling and designing large-scale applications. Prior to starting QuantUniversity, Sri has worked at Citigroup, Endeca, MathWorks and with more than 25 customers in the financial services and energy industries. He has trained more than 1000 students in quantitative methods, analytics and big data in the industry and at Babson College, Northeastern University and Hult International Business School. Sri is leading development efforts in creating a platform called QuSandbox for adopting open source and analytics solutions within regulated industries.
Time: 6:15 PM sharpe
3rd Floor of the Tennis & Racquet Club
939 Boylston Street

RSVP to hugh@QWAFAFEW.org
Mailing List and Payment Link: http://boston.qwafafew.org/

All annual dues ($150) should be paid to Boston QWAFAFEW by credit card, Bitcoin or check.

By credit card (PayPal)
http://qwafafew.org/BostonPayDues.html

By Bitcoin
Send us Bitcoin, our address is:
153GtwqHHxdHaTh8i1SC1UmZUuFpXN6wye
Please send a separate email identifying your anonymous payment.

By check:
Executive Management Associates
12 Academy Avenue
Atkinson, NH  03811
bostonqwafafewbilling@gmail.com

Please RSVP for all meetings you plan to attend: hugh@QWAFAFEW.org
Guests who do not RSVP may have to wait to enter the meeting, due to space constraints (capacity=100, BFD).

Guest fees ($30) can be paid through EMA (check or PayPal, bring receipt) or bitcoin (at address above).  The $30 guest fee can be paid by bitcoin, cash or check at the door, no credit cards at the meeting.

Please bring exact change (eg: two twenties = $40 Guest Fee).

As always, if you have names or discussion topics, please forward them to any member of the Steerage Committee

Questions, comments:
bostonqwafafewbilling@gmail.com
hugh@QWAFAFEW.org

Steerage Committee:
Hugh Crowther
Dan diBartolomeo
Mike Dunn
Steve Gaudette
Sri Krishnamurthy
Mark Kritzman
John Minahan
Donna Cool Murphy (Dinners)
Larry Pohlman
Dan Potter
Dan Rie
Evan Schulman
Michael Wilcox

The members of the Steerage Committee are responsible for coordinating the program content.

Program suggestions from members are always welcome.

RSVP to: hugh@QWAFAFEW.org

Mailing List and Payment Link: http://boston.qwafafew.org/

 

Details

Date:
October 16
Time:
6:00 pm - 8:00 pm
Cost:
$30

Organizer

Hugh
Email:
hugh@QWAFAFEW.org

Venue

Tennis & Racquet Club
3rd Floor of the Tennis & Racquet Club, 939 Boylston Street
Boston, MA,
+ Google Map