September Newsletter

     We're looking forward to seeing everyone this week in Chicago for our annual September conference. We're pleased to present another excellent line-up of speakers and topics. We'll be heading back to the Gleacher Center again, but this time we'll be in the larger room on the 5th floor. We're starting to get the attendee numbers back up into the range we were at pre-covid. The Tuesday night reception will also be held at the Gleacher Center. They have a very nice reception and bar area that overlooks the Chicago River. The reception will be held from 7:00 pm until 9:00 pm. The conference kicks off on Wednesday at 8:00 am with a continental breakfast and then our first speaker at 8:30 am. One thing to keep in mind is that the Wednesday night dinner location is a few blocks from the conference venue, so it may be a good idea to head straight from the Gleacher Center to the dinner instead of going back to the hotel, which is back in the other direction. Please plan to stick around for the academic competition on Thursday afternoon. The academic competitors appreciate it when we have a full room for their presentations. 
     We're planning another virtual presentation co-sponsored with the SQA in October. See below for details. 

Dan Cardell

Gregory Zuckerman is a Special Writer at The Wall Street Journal. He is an investigative reporter who writes about various investing and business topics.

Andriy Shkilko
Wilfrid Laurier University
“The Retail Execution Quality Landscape”
 
Joseph Mezrich
Metafoura
“Fuzzy Concepts as Useful Metrics: ESG, Sentiment, Quality, Etc”
 
Gregory Zuckerman
Author
“The Man Who Solved the Market: How Jim Simons Launched the Quant Revolution”

 Dorian Abbot
University of Chicago
Iván Marinovic
Stanford University
“The Problems with DEI and ESG”
 

Kuntara Pukthuanthong
University of Missouri
“War Risk: Time Series and Cross-Sectional Evidence from the Stock and Bond Markets"

Ravi Koka
StockSnips
“AI in Portfolio Management"
 
Lubos Pastor
University of Chicago
“Green Tilts”
 
Niels Gormsen
University of Chicago
“Duration Driven Returns”

 Philip Straehl
Morningstar
“No Direct Indexing Portfolio is an Island”

Join us for a fascinating discussion of a paper by Bryan Kelly (Yale, AQR, NBER) and Dacheng Xiu (University of Chicago) on predicting returns using state-of-the-art large language models in natural language processing.

Dacheng Xiu
"Expected Returns and Large Language Models"
October 17, 2023
12:00 PM - 1:30 PM EST