Chicago Quantitative Alliance

CQA Fall Conference 2020

Virtual Event

 

Event begins: Sep 15, 2020

 

Event ends: Sep 17, 2020

PresenterTitleOrganization
Marina Neissner“What Can we Learn from Text?”AQR/Yale Business School
Mike DensmoreDoes Sub-Advising Abroad Improve the Performance of International Mutual Funds?York University
James LucierElection Risk: Is There a Big Blue Wave, and When Do We Know?Capital Alpha Partners
Randolph CohenFamous Firms, Earnings Clusters and The Stock MarketHarvard Business School
Amir Ame-ZadehMachine Learning-Based Financial Statement AnalysisUniversity of Oxford
Andrei ConcalvesThe Fundamental-to-Market Ratio and The Value Premium DeclineUniversity of North Carolina
Markus PelgerDeep Learning in Asset PricingStanford University
Dan DiBartolomeoWhat the Pandemic Taught Us About Factor Returns: Real Alpha is Still Better Than Smart BetaNorthfield Information Services
Venkat ChalasaniShort-Term Earnings Forecasts - Sector ViewGlobeflex Capital
Vinesh JhaTrad and Alt data in 2020ExtractAlpha
Brian ErtleyAlpha and Risk Models: Stay the course, retune, or override? A Multi-Asset PerspectiveCharles Schwab

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