Loading Events
Find Events

Event Views Navigation

Past Events

Events List Navigation

May 2017

Next Boston QWAFAFEW Meeting: Tuesday, 16 May 2017

May 16, 2017 @ 6:00 pm - 8:00 pm
Tennis & Racquet Club, 3rd Floor of the Tennis & Racquet Club, 939 Boylston Street
Boston, MA,
+ Google Map
$30

Next Boston QWAFAFEW Meeting:  Tuesday, 16 May 2017   Time: 6:15 PM sharpe 3rd Floor of the Tennis & Racquet Club, 939 Boylston Street RSVP to hugh@QWAFAFEW.org   QWAFAFEW Mailing List     Fundamentals of Efficient Factor Investing   QWAFAFEW discussions led by:   Steven Thorley, CFA   Abstract Combining long-only-constrained factor subportfolios is generally not a mean–variance-efficient way to capture expected factor returns. For example, a combination of four fully invested factor subportfolios—low beta, small size, value, and momentum—captures less than…

Find out more »
June 2017

Next Boston QWAFAFEW Meeting: Tuesday, 20 Jun 2017

June 20, 2017 @ 6:00 pm - 8:00 pm
Tennis & Racquet Club, 3rd Floor of the Tennis & Racquet Club, 939 Boylston Street
Boston, MA,
+ Google Map

Next Boston QWAFAFEW Meeting:  Tuesday, 20 Jun 2017   Time: 6:15 PM sharpe 3rd Floor of the Tennis & Racquet Club, 939 Boylston Street RSVP to hugh@QWAFAFEW.org   QWAFAFEW Mailing List     Investment Horizon and Portfolio Selection   QWAFAFEW discussions led by:   Martin Tarlie, PhD, CFA   Abstract This presentation introduces a method of portfolio selection based on that idea that investment risk is not having enough wealth when you need it. Not having enough wealth translates into a required…

Find out more »
July 2017

Next Boston QWAFAFEW Meeting: Tuesday, 18 Jul 2017 Dieciocho de Julio Noche

July 18, 2017 @ 6:00 pm - 8:00 pm
Tennis & Racquet Club, 3rd Floor of the Tennis & Racquet Club, 939 Boylston Street
Boston, MA,
+ Google Map
$30

Next Boston QWAFAFEW Meeting:  Tuesday, 18 Jul 2017 Dieciocho de Julio Noche   Time: 6:15 PM sharpe 3rd Floor of the Tennis & Racquet Club, 939 Boylston Street RSVP to hugh@QWAFAFEW.org QWAFAFEW Mailing List Uncertainty-Penalized Portfolio Optimization   QWAFAFEW discussions led by:   Anish Shah, CFA   Abstract It is long known that inaccuracy in forecasts sabotages portfolio construction, and approaches have arisen to address the problem. For example, ‘resampling’ (Michaud 1998) perturbs point-estimated inputs and averages the output. Beyond point estimates,…

Find out more »
August 2017

Next Boston QWAFAFEW Meeting: Tuesday, 15 Aug 2017

August 15, 2017 @ 6:00 pm - 8:00 pm
Tennis & Racquet Club, 3rd Floor of the Tennis & Racquet Club, 939 Boylston Street
Boston, MA,
+ Google Map
$30

Next Boston QWAFAFEW Meeting:  Tuesday, 15 Aug 2017 Time: 6:15 PM sharpe 3rd Floor of the Tennis & Racquet Club, 939 Boylston Street RSVP to hugh@QWAFAFEW.org QWAFAFEW Mailing List The Quant Crisis Ten Years Later QWAFAFEW panel and discussion arranged and led by: David Kane  Abstract  August 8th and 9th, 2007 were the two most dramatic days for equity quants since Black Monday almost 30 years ago. We are now at the 10 year anniversary of that tumultuous week. Please join us…

Find out more »
September 2017

Next Boston QWAFAFEW Meeting: Tuesday, 19 Sep 2017

September 19, 2017 @ 6:00 pm - 8:00 pm
Tennis & Racquet Club, 3rd Floor of the Tennis & Racquet Club, 939 Boylston Street
Boston, MA,
+ Google Map
$30

Next Boston QWAFAFEW Meeting:  Tuesday, 19 Sep 2017   Time: 6:15 PM sharpe 3rd Floor of the Tennis & Racquet Club, 939 Boylston Street RSVP to hugh@QWAFAFEW.org QWAFAFEW Mailing List     Designing Quantitative Strategies & Complete, Error-Free Attribution   QWAFAFEW discussion led by:   Leigh Sneddon, PhD, CFA    Abstract   Designing quantitative strategies   We present a method of designing quantitative strategies. It forecasts strategy performance; quantifies the impact of strategy design choices; provides quantified what-if scenarios for informed risk-return…

Find out more »
October 2017

Next Boston QWAFAFEW Meeting: Tuesday, 17 Oct 2017

October 17, 2017 @ 6:00 pm - 8:00 pm
Tennis & Racquet Club, 3rd Floor of the Tennis & Racquet Club, 939 Boylston Street
Boston, MA,
+ Google Map
$30

Next Boston QWAFAFEW Meeting:  Tuesday, 17 Oct 2017   Time: 6:15 PM sharpe 3rd Floor of the Tennis & Racquet Club, 939 Boylston Street RSVP to hugh@QWAFAFEW.org QWAFAFEW Mailing List    Risk Systems That Read®, A Live Application of Text Analytics   QWAFAFEW discussion led by:   Dan diBartolomeo    Abstract   This month Northfield introduced the first commercially available factor risk models that incorporate computerized analysis of news text directly into volatility risk forecasts for individual stocks, corporate bonds, industry groups…

Find out more »
November 2017

Next Boston QWAFAFEW Meeting: Tuesday, 21 Nov 2017

November 21, 2017 @ 6:00 pm - 8:00 pm
Tennis & Racquet Club, 3rd Floor of the Tennis & Racquet Club, 939 Boylston Street
Boston, MA,
+ Google Map
$30

Next Boston QWAFAFEW Meeting:  Tuesday, 21 Nov 2017   Time: 6:15 PM sharpe 3rd Floor of the Tennis & Racquet Club, 939 Boylston Street RSVP to hugh@QWAFAFEW.org QWAFAFEW Mailing List   A Multi-Player Game-Theoretic Approach to Modeling the Global Capital Markets   QWAFAFEW discussion led by:   Stephen J. Cucchiaro    Abstract Since the financial crisis of 2008, central banks have injected an unprecedented degree of monetary stimulus into the global capital markets, distorting market pricing behavior in ways not experienced historically. …

Find out more »
December 2017

Next Boston QWAFAFEW Meeting: Tuesday, 19 Dec 2017

December 19, 2017 @ 6:00 pm - 8:00 pm
Tennis & Racquet Club, 3rd Floor of the Tennis & Racquet Club, 939 Boylston Street
Boston, MA,
+ Google Map
$30

Next Boston QWAFAFEW Meeting: Tuesday, 19 Dec 2017 Time: 6:15 PM sharpe 3rd Floor of the Tennis & Racquet Club, 939 Boylston Street RSVP to hugh@QWAFAFEW.org QWAFAFEW Mailing List   Live from New York, A QWAFAFEW discussion led by: Herb Blank The Case for Reverse Market-Cap Indexing Abstract Index investing can trace it roots back almost 50 years.  However, the dynamics around implementing index portfolios have changed as capital markets have evolved, opening up new discussions around the possibilities and potential benefits of…

Find out more »
January 2018

Next Boston QWAFAFEW Meeting:  Tuesday, 16 Jan 2018

January 16 @ 6:00 pm - 8:00 pm
Tennis & Racquet Club, 3rd Floor of the Tennis & Racquet Club, 939 Boylston Street
Boston, MA,
+ Google Map
$30

Next Boston QWAFAFEW Meeting: Tuesday, 16 Jan 2018   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/ Optimal Volatility:  A New Volatility-Managed Approach   A QWAFAFEW discussion led by: Nardin L. Baker, CFA South Street Investment Advisors   Abstract In the last few years, assets invested in risk-managed equity strategies have grown rapidly.  Investors are not steadily compensated for risk they take in the stock market.  During periods of high…

Find out more »
February 2018

Next Boston QWAFAFEW Meeting:  Tuesday, 20 Feb 2018

February 20 @ 6:00 am - 8:00 pm
Tennis & Racquet Club, 3rd Floor of the Tennis & Racquet Club, 939 Boylston Street
Boston, MA,
+ Google Map
$30

Next Boston QWAFAFEW Meeting:  Tuesday, 20 Feb 2018Time: 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/ Securitizing Equity Returns     A QWAFAFEW discussion led by:   Keith Quinton Abstract Income-oriented investors often buy equities directly or via equity mutual funds. This has been true for both the long-term but has been particularly pronounced during the post Financial Crisis low- or zero- interest rate policy period. Investors "forced" to buy…

Find out more »
+ Export Events