QuantCon, our algorithmic trading conference, returns to NYC on April 27th-28th. The program will focus on how data science and machine learning can help you improve your trading strategies and optimize your portfolio. The two-day program will feature workshops, tutorials, and ample networking opportunities.
Robert Litzenberger, professor emeritus at the Wharton School of the University of Pennsylvania; Dr. Kathryn Kaminski, visiting scientist at MIT Laboratory for Financial Engineering; Dr. Ernie Chan, managing member of QTS Capital Management LLC.; and Dr. Jessica Stauth, our investment team managing director at Quantopian, are just a few of the expert speakers you will hear from at QuantCon. Main conference talks include:
Optimizing Trading Strategies without Overfitting by Dr. Ernie Chan, Managing Member at QTS Capital Management LLC.
The Crucial Role of Custom/Alternative Data in Finding Alpha (Using Text-Mined ESG Data as an Example) by Dr. Stephen Malinak, Chief Data and Analytics Officer at TruValue Labs
Return Predictability and Market-Timing: A One-Month Model by Petra Bakosova, Chief Operating Officer at Hull Investments
To learn more and get your tickets for QuantCon 2018, visit www.quantcon.com.