Chicago Quantitative Alliance

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April 2024

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April Newsletter

Keep up to date on the latest CQA news.

CQA Updates:

The CQA Las Vegas conference is next week in the Encore at the Wynn Hotel. The Tuesday night reception will be held at the hotel in the Beethoven Room, beginning at 7:00 pm. The dinner on Wednesday night will be held at El Segundo Sol, which is in the Fashion Show Mall across the street from the Wynn. El Segundo Sol Cocktails begin at 6:00 pm.

We're hoping to bring back the poker tournament next year, but this year we will have a cocktail reception on Thursday night. 

We have confirmed the CQA/SQA Quant Trading Seminar will be held this year at the Blackrock offices in Midtown Manhattan. The date is Thursday, June 8 and will run from 8:00 am until 1:00 pm. See details below.

See you in Vegas!
Dan Cardell
Spring Conference Speakers
Russ Wermers
University of Maryland
“Who Listens to Corporate Conference Calls? The Effect of ‘Soft Information’ on Institutional Trading”
 
Meir Statman
Santa Clara University
“Behavioral Finance: The Second Generation”
 
Clint Korver
Ulu Ventures
“Ethics of Crypto”
 
Rebecca Adler-Miserendino
Lewis-Burke Associates
“Catalyzing the Bioeconomy for a Resilient and Competitive Future”
 
Kevin Mullally
University of Central Florida
“Moving the Goalposts? Mutual Fund Benchmark Changes & Performance Manipulation”

Shyam Venkatesan
Ivey Business School, Western University
“You Are Hired: Your Shortcomings Are Attractive”
David Buckle
Inquire
“When a Dearth of Active Management Affects Market Performance Either the Grossman-Stiglitz Paradox is Explained, or the Asset Management Industry Needs a Levy”
 
Ronnie Sadka
Boston College
“Quantifying Economic Narratives with Media Attention – A New Approach to Asset Pricing”
 
Todd Spencer
Securities Quote Exchange
“Artificially Intelligent Everything – How Machine Learning is Revolutionizing the World”

Pat Akey
University of Toronto
“Noisy Factors”

Sean Austin
Helios Life Enterprises
“The Truth is in the Tone: NLP++”
 
 
Download Agenda
CQA Lifetime Achievement Award
There will be a presentation on Thursday in Las Vegas by Dan Glickman, Rudi Schadt, and Alex Muniz regarding the criteria for the 2nd annual presentation of the CQA Lifetime Achievement Award. We're asking all members to give some thought to how we should make the selection this year.  The award will be presented at the Chicago conference in September. 
Applied Finance with R
The fifteenth annual R/Finance conference for applied finance using R will be held May 19-20 in Chicago, IL, at the University of Illinois at Chicago. The conference brings together some of the best people and conversation in quantitative finance – covering R (or Python or Julia!), portfolio construction, statistics, quant ideas and more.

The event is hosted by the University of Illinois at Chicago and CQA member Dale Rosenthal. Please email Dale if you have any questions about the event.

Click here for more details.
CQA/SQA Trading Seminar
The Quant Trading Seminar will be held at the Blackrock offices in in New York City on Thursday, June 8th from 8:00 am until 1:00 pm. Usually we have the seminar in the afternoon, but we have moved it to the morning due to venue availability. The speaker list will be available soon.
Register Now
Upcoming Events
CQA Fall 2023 Conference
Chicago - September 20-21
The conference will be held in the large conference center room on the 5th floor of the Gleacher Center in Downtown Chicago. Please note that due to space availability issues, the event is one week later than our usual September date.
Inquire-Europe Autumn Seminar
Bergisch Gladbach, Germany - September 24-26
VISIT CQA.ORG
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Chicago Quantitative Alliance

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