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May 2016
$30

Next Boston QWAFAFEW Meeting: Tuesday, 17 May 2016

May 17, 2016 @ 6:00 pm - 8:00 pm
Tennis & Racquet Club,
3rd Floor of the Tennis & Racquet Club, 939 Boylston Street
Boston, MA,
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Next Boston QWAFAFEW Meeting: Tuesday, 17 May 2016   Time: 6:15 PM sharpe 3rd Floor of the Tennis & Racquet Club, 939 Boylston Street RSVP to hugh@QWAFAFEW.org   QWAFAFEW Mailing List     Volatility Control as a Keystone Strategy in Asset Markets     A QWAFAFEW discussion led by:       Blake LeBaron   Abstract   Volatility control strategies, or strategies which attempt to control risk through dynamic portfolio rebalancing have a long history. They have recently gathered more attention, and several…

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June 2016
$30

Next Boston QWAFAFEW Meeting: Tuesday, 21 Jun 2016

June 21, 2016 @ 6:00 pm - 8:00 pm
Tennis & Racquet Club,
3rd Floor of the Tennis & Racquet Club, 939 Boylston Street
Boston, MA,
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Download:  QWAFAFEW - Stability-Adjusted Portfolios     Next Boston QWAFAFEW Meeting: Tuesday, 21 Jun 2016   Time: 6:15 PM sharpe 3rd Floor of the Tennis & Racquet Club, 939 Boylston Street RSVP to hugh@QWAFAFEW.org   QWAFAFEW Mailing List     Stability-adjusted Portfolios A QWAFAFEW discussion led by: Mark Kritzman, CFA David Turkington, CFA Abstract The conventional approach for addressing estimation error in portfolio construction is to devise techniques for reducing the errors, such as compressing all of the estimates toward a cross-sectional average or…

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July 2016
$30

Next Boston QWAFAFEW Meeting: Tuesday, 19 Jul 2016

July 19, 2016 @ 6:00 pm - 8:00 pm
Tennis & Racquet Club,
3rd Floor of the Tennis & Racquet Club, 939 Boylston Street
Boston, MA,
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Next Boston QWAFAFEW Meeting: Tuesday, 19 Jul 2016 Time: 6:15 PM sharpe 3rd Floor of the Tennis & Racquet Club, 939 Boylston Street RSVP to hugh@QWAFAFEW.org QWAFAFEW Mailing List     What do measures of real-time corporate sales tell us about earnings surprises and post-announcement returns? A QWAFAFEW discussion led by: Ronnie Sadka, PhD Abstract We develop real-time proxies of retail corporate sales from multiple sources, including ~50 million mobile devices. These measures contain information from both the earnings quarter (“within quarter”) and…

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August 2016
$30

Next Boston QWAFAFEW Meeting: Tuesday, 16 Aug 2016

August 16, 2016 @ 6:00 pm - 8:00 pm
Tennis & Racquet Club,
3rd Floor of the Tennis & Racquet Club, 939 Boylston Street
Boston, MA,
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Next Boston QWAFAFEW Meeting: Tuesday, 16 Aug 2016   Time: 6:15 PM sharpe 3rd Floor of the Tennis & Racquet Club, 939 Boylston Street RSVP to hugh@QWAFAFEW.org   QWAFAFEW Mailing List     Machine Learning-based Trading Decisions or: How I Learned to Stop Worrying and Love when Models Break Down Presentation Download: Astrocyte- QWAFAFEW Talk A QWAFAFEW discussion led by: Sean Kruzel     Abstract This talk covers specific techniques to bridge the gap between quantitative and discretionary strategies and shows that maximizing knowledge…

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September 2016

Next Boston QWAFAFEW Meeting: Tuesday, 20 Sep 2016

September 20, 2016 @ 6:00 pm - 8:00 pm
Tennis & Racquet Club,
3rd Floor of the Tennis & Racquet Club, 939 Boylston Street
Boston, MA,
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Next Boston QWAFAFEW Meeting: Tuesday, 20 Sep 2016   Time: 6:15 PM sharpe 3rd Floor of the Tennis & Racquet Club, 939 Boylston Street RSVP to hugh@QWAFAFEW.org   QWAFAFEW Mailing List   In appreciation of the 20th Annual CFA GIPS Conference in Boston:   Understanding Investment Performance Observations from a Crotchety Old Practitioner FILE DOWNLOAD:  understanding-investment-performance     A QWAFAFEW discussion led by:   Mark R. David, CFA   Abstract Over the course of 29.718579235 years (act/act) working in and around the asset…

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October 2016
$30

Next Boston QWAFAFEW Meeting: Tuesday, 18 Oct 2016

October 18, 2016 @ 6:00 pm - 8:00 pm
Tennis & Racquet Club,
3rd Floor of the Tennis & Racquet Club, 939 Boylston Street
Boston, MA,
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Next Boston QWAFAFEW Meeting: Tuesday, 18 Oct 2016   Time: 6:15 PM sharpe 3rd Floor of the Tennis & Racquet Club, 939 Boylston Street RSVP to hugh@QWAFAFEW.org   QWAFAFEW Mailing List The “Fundamental Law of Active Management” Is No Law of Anything A QWAFAFEW discussion arranged by Steve Gaudette and led by: Richard O. Michaud David N. Esch Robert O. Michaud  Abstract Roughly half of all professionally managed funds globally employ optimized portfolio design principles that are applications of Grinold’s “Fundamental Law of…

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November 2016
$30

Next Boston QWAFAFEW Meeting: Tuesday, 15 Nov 2016

November 15, 2016 @ 6:00 pm - 8:00 pm
Tennis & Racquet Club,
3rd Floor of the Tennis & Racquet Club, 939 Boylston Street
Boston, MA,
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 Next Boston QWAFAFEW Meeting: Tuesday, 15 Nov 2016 Time: 6:15 PM sharpe 3rd Floor of the Tennis & Racquet Club, 939 Boylston Street RSVP to hugh@QWAFAFEW.org QWAFAFEW Mailing List Glide Path 2.0, or Why Is Paris Upside Down? A QWAFAFEW discussion arranged by John Minahan and led by: Dimitry Mindlin      Abstract The concept of a glide path – a series of portfolios that extend through the investor’s time horizon – is rapidly becoming one of the key concepts of investment management.…

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December 2016
$30

Next Boston QWAFAFEW Meeting: Tuesday, 20 Dec 2016

December 20, 2016 @ 6:00 pm - 8:00 pm
Tennis & Racquet Club,
3rd Floor of the Tennis & Racquet Club, 939 Boylston Street
Boston, MA,
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 Next Boston QWAFAFEW Meeting: Tuesday, 20 Dec 2016  Updated 12/12/16   Time: 6:15 PM sharpe 3rd Floor of the Tennis & Racquet Club, 939 Boylston Street RSVP to hugh@QWAFAFEW.org   QWAFAFEW Mailing List   Girls Just Wanna Have Funds    QWAFAFEW discussions led by: Diane Garnick, Managing Director & Chief Income Strategist, TIAA   Abstract Many people save for retirement through their employer, who in turn applies gender-neutral saving rates, investment choices, and spending strategies in retirement. Intuitively this creates a sense of fairness,…

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January 2017

Next Boston QWAFAFEW Meeting: Tuesday, 17 Jan 2017

January 17 @ 6:00 pm - 8:00 pm
Tennis & Racquet Club,
3rd Floor of the Tennis & Racquet Club, 939 Boylston Street
Boston, MA,
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 Next Boston QWAFAFEW Meeting:  Tuesday, 17 Jan 2017   Time: 6:15 PM sharpe 3rd Floor of the Tennis & Racquet Club, 939 Boylston Street RSVP to hugh@QWAFAFEW.org QWAFAFEW Mailing List     Solving the Curse of Dimensionality Problem in Multi-Asset Class Risk Models   QWAFAFEW discussion led by: Jose Menchero    Abstract Estimating a robust risk model risk for a portfolio that spans multiple asset classes is a challenging task due to the “curse of dimensionality” (i.e., the problem of estimating too…

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February 2017
$30

Next Boston QWAFAFEW Meeting: Tuesday, 21 Feb 2017

February 21 @ 6:00 pm - 8:00 pm
Tennis & Racquet Club,
3rd Floor of the Tennis & Racquet Club, 939 Boylston Street
Boston, MA,
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Next Boston QWAFAFEW Meeting:  Tuesday, 21 Feb 2017   Time: 6:15 PM sharpe 3rd Floor of the Tennis & Racquet Club, 939 Boylston Street RSVP to hugh@QWAFAFEW.org   QWAFAFEW Mailing List     OPEN-SOURCE S&P500 EXPECTED RETURNS     QWAFAFEW discussions led by:   Jarrod Wilcox   Abstract   We seek better public estimates for future stock returns that can be used for a wide variety of purposes, ranging from naïve long-term financial planning to benchmarking sophisticated tactical asset allocation. This discussion…

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