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Next Boston QWAFAFEW Meeting:  Tuesday, 21 Aug 2018

August 11, 2018 @ 8:00 am - 5:00 pm

| $30

Next Boston QWAFAFEW Meeting:
Tuesday, 21 Aug 2018

Market Implied GDP

A QWAFAFEW discussion led by:

Harris Ntantanis
and 
Lawrence Pohlman, PhD

Abstract
GDP is one of the most important economic variables. Due to its comprehensive nature calculating GDP takes a great deal of work and is often revised over time. This has led to the common practice of forecasting GDP using econometric models. This paper introduces a new method for estimating GDP using a unique data set of market listed options whose values are determined by the levels of GDP and the GDP Growth Rate. These option implied values for GDP and GDP Growth Rate are similar to the concept of implied volatilities. We show that these variables improve the GDP forecasts of conventional econometric models.

Download: Market Implied GDP

Bios
Harris Ntantanis is a young finance professional with working and academic experiences in Greece and in the United States. He graduated Valedictorian from Athens University of Economics and Business and then he worked for a year in the Geneva based Global Institute for Social Development focusing on empirical research in econometric analysis and portfolio optimization in African markets. He obtained his Masters degree in Finance from the University of Illinois at Urbana-Champaign where he led a real estate investment team project for Equity International, a Chicago based private equity firm. He gained corporate finance experience as Chief Financial Officer and member of the management team at RESPI Inc., a distinguished technological medical startup. The company was involved in business incubators throughout the United States, Latin America and Europe and was also admitted into MIT’s International Workshop on Innovating. His current research focuses on Greek debt warrants and an equity ETF based on bottom-up fundamental analysis. He has been awarded several prizes and distinctions including one for his research on the Greek Economy.

Lawrence Pohlman, PhD has a distinguished career covering 30 years of experience in equity, fixed income and asset allocation. He regularly speaks at professional conferences and is widely published in prominent journals. Larry was the Director of Research at BMO Global Asset Management, Chief Investment Officer at BNP Paribas Investment Partners, Director of Research at Wellington Management, Director of Research at PanAgora Asset Management, Director of Fixed Income Research at Independence Investment Associates, Vice President at Blackrock Financial Management and Associate in Mortgage Securities Research at Goldman Sachs & Co. He holds 5 degrees from Columbia University and is a member of the American Finance Association, Boston Security Analysts Society, Econometric Society, Boston QWAFAFEW, the Chicago Quantitative Alliance and MENSA.

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: https://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
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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: https://boston.qwafafew.org/

 

 

 

 

 

 

 

 

 

Details

Date:
August 11, 2018
Time:
8:00 am - 5:00 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