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June 2019

Boston QWAFAFEW Meeting: 18 Jun 2019

June 18 @ 6:00 pm - 8:00 pm
$30

Boston QWAFAFEW Meeting: 18 Jun 2019 Utilizing Options Strategies to Meet Portfolio Objectives A QWAFAFEW discussion led by: Dan Corcoran, CEO Volos Portfolio Solutions Abstract The growth of options and volatility strategies over recent years has caused many managers to reconsider existing portfolio construction and idea implementation approaches. Utilizing options strategies has been shown to help managers better meet their portfolio objectives, whether it be enhancing returns, generating income, or reducing portfolio risk. In this discussion, we present an optimized and technology-driven approach…

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May 2019

Next Boston QWAFAFEW 21 May 2019

May 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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$30

Boston QWAFAFEW 21 May 2019 Robust Regression for Quantitative Finance and Fama-French 1992 Redux A QWAFAFEW discussion led by: R. Douglas Martin, PhD  Abstract We begin with a brief overview of the theoretical foundations of robust statistics, illustrated by the use of a simple robust mean estimator for detecting and shrinking returns outliers to reduce their influence on risk and performance estimators. We then focus on a robust regression estimator that minimizes the maximum bias due to outliers, and also…

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April 2019

Next Boston QWAFAFEW Meeting: 16 Apr 2019

April 16 @ 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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$30

Gender and Performance Evaluation of Equity Research Analysts A QWAFAFEW discussion led by: Scott D. Stewart, CFA, PhD Abstract: We present 179 senior investment professionals with a scenario that manipulates whether an analyst persists in pitching a stock pick after it has been narrowly voted down in a meeting, and whether the analyst is male or female. Respondents evaluate analysts as less promotable when they do not persist, but only if the analyst is female. Results are consistent with a…

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March 2019

Next Boston QWAFAFEW Meeting: 19 Mar 2019

March 19 @ 6:00 pm - 8:00 pm
$30

Live From New York, Herb Blank  A QWAFAFEW discussion on: Outsmarting Smart Beta - Exploiting Factor Cyclicality Abstract: Smart Beta and factor investing have become very popular and for good reason. Unlike most active managers, factors have demonstrated their ability by providing historical returns competitive with and often superior to S&P 500 Index Funds. The so-called "Smart Beta" phenomenon has inspired a wave of investment products and considerable debate. Topics of debate include: does Smart Beta only apply to re-weighting…

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February 2019

Next Boston QWAFAFEW Meeting: 19 Feb 2019

February 19 @ 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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$30

On the Bayesian Interpretation of the Black-Litterman Model A QWAFAFEW discussion led by: Petter Kolm Abstract We present the most general model of the type considered by Black and Litterman (1991) after fully clarifying the duality between Black–Litterman optimization and Bayesian regression. Our generalization is itself a special case of what is known as a Bayesian network or graphical model in machine learning. We cover several practical examples: (1) The treatment of views on factor risk premia in the context…

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January 2019

Next Boston QWAFAFEW Meeting: 15 Jan 2019

January 15 @ 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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$30

A FINTECH New Year's Resolution! TAKING STOCK OF FINTECH STARTUPS AND TOP TRENDS TO WATCH IN 2019 Will 2019 Be More of 2018, Or a Different Ball Game? A QWAFAFEW discussion led by: Dushyant “D” Shahrawat Abstract: This session will quickly take stock of what FinTech startups have achieved until now, where they have succeeded, where they have failed. What has the last five years of startup frenzy really achieved? Then we will launch into what to expect in 2019.…

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December 2018

Next Boston QWAFAFEW Meeting: 18 Dec 2018

December 18, 2018 @ 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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$30

Intro to Quantum Computing for Investments  A QWAFAFEW discussion led by: Vern Brownell Abstract: D-Wave is primarily focused on three broad categories of use case: optimization, sampling, and machine learning. They will describe proof of concept demonstrations of how banks have used their quantum computer to perform portfolio optimization, trading trajectory optimization, signal impending market instability, and finance academics have devised models for predicting market crashes that ought to map to our hardware, but haven't been run on it yet.…

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November 2018

Next Boston QWAFAFEW Meeting: 20 Nov 2018

November 20, 2018 @ 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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$30

Closed End Funds – An Investment Strategy for People Near Retirement A QWAFAFEW discussion led by: Dan Fox Abstract: A portfolio of high yield closed end funds can generate a low risk dividend stream that can meet consumption needs for investors close to retirement.  With a diversified portfolio investors can obtain income streams with very little volatility and minimal trading.  Risks to the strategy essentially involve cuts to dividends, which, with a well chosen set of funds, do not happen…

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October 2018

Next Boston QWAFAFEW Meeting: Tuesday, 16 Oct 2018  

October 16, 2018 @ 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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$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…

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September 2018

Next Boston QWAFAFEW Meeting: Tuesday, Tuesday, 18 Sep 2018 

September 18, 2018 @ 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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$30

Next Boston QWAFAFEW Meeting: Tuesday, Tuesday, 18 Sep 2018    The Fundamental Myths of Fundamental Models A QWAFAFEW discussion led by: Dan diBartolomeo Abstract Many investment organizations have come to the belief that “fundamental” (endogenous) models of equity returns and risk are somehow more useful than other models for a variety of reasons.  While some of these reasons are correct there are important aspects of fundamental models that are widely misunderstood.  In particular, the assertion that fundamental models are inherently more accurate…

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