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Next Boston QWAFAFEW Meeting: Oct 19, 2021, 6:30PM ET

October 19 @ 6:30 am - 8:00 am

| $30

Next Boston QWAFAFEW Meeting: Oct 19, 2021, 6:30PM ET

“Relevance”

A QWAFAFEW discussion led by,

Megan Czasonis

Abstract:

The authors describe a new statistical method for improving forecasting called relevance. They describe their new method from both a conceptual and mathematical perspective, and they show how relevance links regressions to event studies.
Bio:
Megan Czasonis is a Managing Director for the Portfolio and Risk Research team at State Street Associates. The Portfolio and Risk Research team collaborates with academic partners to develop new research on asset allocation, risk management, and investment strategy. The team delivers this research to institutional investors through indicators, advisory projects, and thought leadership pieces. Megan has co-authored various journal articles and works closely with institutional investors to develop customized solutions based on this research. Megan graduated Summa Cum Laude from Bentley University with a B.S. in Economics / Finance.

 

We will be meeting at the Tennis & Racquet Club in Oct, a hybrid format, Zoom and the T&R Bar!   There is a mask mandate.

Dues are back: $30 / night, $150 / year.  

 

Time: 6:30 PM sharpe
Registration is required. Register in advance for this meeting here: https://us02web.zoom.us/meeting/register/tZ0ocu6rpz0sGt3sNko8aZoedXMgp3WuW9lH

 

 

 

After registering, you will receive a confirmation email containing information about joining the meeting.

This event will be streamed on Zoom and recorded and made available on YouTube.  By registering you consent to this.

Boston QWAFAFEW Mailing List:

Mailing List Signup

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

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

Program suggestions from members are always welcome.

 

 

 

 

 

 

 

Details

Date:
October 19
Time:
6:30 am - 8:00 am
Cost:
$30