Chicago Quantitative Alliance

About Us

July 2022


July Newsletter

Keep up to date on the latest CQA news

CQA Updates:

This is our first issue of the NEW monthly CQA update newsletter. Our goal is to update our membership with the latest CQA news along with any other information that may be of interest to our community. We encourage our members to submit content that they think might be of interest to our membership. It won't be easy to maintain a newsletter with fresh and interesting articles on a monthly basis, so we're hoping our members will contribute relevant content.  We would encourage members to update us on research or interesting papers they might come across, or reviews of interesting presentations. We're in the experimental phase, so feel free to submit material and we'll see how it goes. We'll avoid anything that looks like a "sales pitch", but otherwise we're wide open for submissions. Feel free to send us links to any interesting websites or articles that you think members would enjoy. The links don't have to be quant related, anything investment related is welcomed (see crypto topic below). 

Say goodbye to the Mid-America Club

We had our first CQA meeting at the Mid-America Club in 1994 on the 80th floor of what was at the time the Amoco Building. The name was changed many years ago when Amoco disappeared and has been the Aon Building for quite a while. Many Chicagoans still refer to it as the Amoco building (just like they still say Sears Tower and not Willis Tower).  We had our meeting scheduled for this September after 2 years of COVID related cancellations. The MAC sent us an email on May 15 informing us they were closing at the end of the month. There were numerous weddings and other events that had to find another venue on short notice. We were lucky to secure the Gleacher Center for our conference and it should be a suitable alternative (just not as good of a view). We're exploring other alternatives for 2023, so stay tuned for updates.

Speaker Showcase

We are pleased to announce that Ralph Koijen will be presenting at our Chicago Conference in September. 

Ralph S.J. Koijen is the AQR Capital Management Distinguished Service Professor of Finance and Fama Faculty Fellow at the University of Chicago Booth School of Business. He is also a Research Associate at the National Bureau of Economic Research and a Research Fellow of the Centre for Economic Policy Research. He is a co-director of the NBER Asset Pricing program. He serves as a co-editor of the Review of Financial Studies. Professor Koijen was awarded the 2019 Fischer Black Prize by the American Finance Association, given biennially to the top financial economics scholar under the age of 40. He was also awarded the 2021 Bernacer prize given to the best European economist under 40 working in macroeconomics and finance.

Professor Koijen’s research focuses on finance, insurance, and macroeconomics. His research has been published in the American Economic Review, Econometrica, the Journal of Political Economy, the Quarterly Journal of Economics, the Journal of Finance, the Review of Financial Studies, and the Journal of Financial Economics. His research has been covered in popular media, such as the Financial Times, the Wall Street Journal, and The Economist.

Before joining Chicago Booth in 2018, Professor Koijen was a Professor of Finance at the London Business School and NYU Stern, and an Assistant and Associate Professor of Finance at Chicago Booth. He received his undergraduate degree in Econometrics from Tilburg University and his Ph.D. in Finance from Tilburg University.

Crypto Meltdown

We've seen a lot in the media about the recent meltdown in the crypto space, and there seems to be a lot of confusion about what exactly has happened.  Peter Yang does a really good job of explaining what happened in the crypto credit/lending area and how $1.2 trillion in value disappeared. Check out this link to learn more.

Upcoming events

The Chicago meeting will be held September 14-15 in downtown Chicago at the Gleacher Center
Register Here

Next month the EFA meetings are in Barcelona, Spain. If you have never attended the EFA meetings, we encourage you to check them out. They are usually held in late August and have around 700-800 academics from around the world in attendance. Every year the sponsoring university does their best to impress the attendees with receptions and dinners at incredible venues in the city. 
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