Chicago Quantitative Alliance

About Us

February 2023


February Newsletter

Keep up to date on the latest CQA news.

CQA Updates:

We're in the process of finalizing our April agenda and confirming our speakers for the event. We'll be sending out the agenda to everyone in the next few weeks. We have an excellent line-up of speakers and a wide range of topics again this year. Please book your hotel rooms as soon as possible, as we expect our room block to sell out. Just a reminder that we are at the Encore conference center at the Wynn.

If you have not yet paid your 2022 dues, please use the link below to have your payment processed. If you are not paid by the deadline, you won't be receiving an invitation to the April conference.

Please note that our Chicago event is one week later than our usual date in September. Last year we were in the smaller 1st floor conference room at the Gleacher Center, and to move to the larger 5th floor space, we needed to move the date back a week. We also had to negotiate with the Fairmont for space at the hotel at a favorable rate. September is always a busy time in Chicago, as many conferences and conventions are scheduled at that time, so please put it on your calendar and book early.
Dan Cardell
Membership Dues
Final deadline to pay your dues for 2023 is March 1st. 
You can pay your dues using this link:
Click to Pay
CQA Spring 2023 Conference
The Spring Conference will be held April 12-13 at Encore at Wynn Las Vegas. Please make your reservations early, as space is limited. You can reach the hotel reservation line at 866-770-7555. Use Group Code: 6CQA0423 to get our preferred rate of $249 per night.

Click here for more details.
Speaker Showcase
Pat Akey will be one of our featured speakers at the April Conference. Pat is an Associate Professor at the University of Toronto, having completed his PhD in Finance in 2014 from the London Business School. His research focuses on the political economy of finance and the incentives of firms to engage in pro-social behavior. He has presented his research at numerous major academic and practitioner conferences and published in the Journal of Finance, the Journal of Financial Economics, and the Review of Financial Studies. He was awarded the 2021 Brattle Prize Distinguished Paper for one of the best papers in corporate finance published by the Journal of Finance and the 2016 Rising Scholar Award for the best paper by a young researcher published in the Review of Financial Studies. Major media outlets such as The Economist, Bloomberg, and National Public Radio have cited his work.

Pat will be presenting his paper "Noisy Factors", which has created a bit of a stir in academic circles.
Inquire UK - Fireside Chat
Inquire Europe will be hosting an evening seminar with Stan Beckers on February 21, 2023 at CCLA Investment Management Offices in London. With more than 30 years of professional experience, he will be discussing topics such as: the quant evolution – from risk models such as BARRA to mainstream investing and integration of climate and ESG factors; challenges incorporating climate and ESG factors to private markets; the current macro environment of high inflation and low growth and its effects on asset allocation; as well as the impact of disruptive technology on the finance industry.
Register Now
SQA Full-Day Annual Conference: In Memory of Kent Clark
SQA will be hosting a full-day conference March 9 in New York City. Attendees will hear from the leading academics and practitioners in quantitative investing, factor investing and risk management, and re-connect with their network. The conference will also serve as a memorial to honor former SQA president Kent Clark. Read more about Kent in this letter from SQA President Christos Koutsoyannis.
Register Now
Many of us in the quant community knew Kent and are shocked and saddened by his passing. There was a very nice article about Kent in Institutional Investor:

"Kent Clark, Goldman Sachs Leader and ‘Brilliant’ Alts Professional, Dies at 58"
CQA/SQA Trading Seminar
Plans are under way to resume the annual Quant Trading Seminar in New York City in conjunction with the SQA. We have not finalized a date, but we're tentatively planning for the first week of June. Please reach out to us if you have any ideas for potential speakers.
Recommended Reads
"Corporate Valuation: An Empirical Comparison of Discounting Methods"
In this paper, the authors ask what is, empirically, the best discounting method. They compare different discounting approaches on their ability to predict actual market prices.
"Why take risk in fixed income?"
Risk-free, low-duration investing never looked so good.
"Time Series Variation in the Factor Zoo"
Additional factors are relevant and non-redundant.
Upcoming Events
Inquire-Europe & Inquire UK Seminars
Joint Spring Seminar co-hosted by Inquire-Europe and Inquire UK
Republic of Malta - March 26-28 - More Info
Autumn Seminar hosted by Inquire-Europe
Bergisch Gladbach, Germany - September 24-26
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.
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