Chicago Quantitative Alliance
Chicago Quantitative Alliance
Chicago, IL
Event begins: September 11, 2024
Event ends: September 12, 2024
The annual Fall Conference will be held at the InterContinental Hotel in downtown Chicago. More details on the conference and the Tuesday night reception to come.
Request presentation material
If you missed any of our previous presentations or wish to revisit them, please fill out this form to request for the files. We’ll send you the download link as soon as possible. Thank you for your interest!
| Presenter | Title | Organization |
|---|---|---|
| Itzhak Ben-David | “Competition for Attention in the ETF Space” | The Ohio State University |
| Tarek Eldin | “The Residual Drag – Why the Residual in Return Attributions Tends to be Negative and What to Do About It” | PEO Partners |
| Estelle Inack | “Exploration of Quantum+AI Advantage in Portfolio Optimization” | yiyaniQ |
| Larry Siegel | “Fewer, Richer, Greener: Prospects for Humanity in an Age of Abundance” | Vintage Quants, LLC |
| Jeff Meli | “Portfolio Trading in Corporate Bond Markets” | Barclays Investment Bank |
| Andrew Weisman | “Market Experts vs Expert Markets” | Windham Capital Management |
| Rodney Sullivan | “Global Macro and Managed Futures Hedge Fund Strategies: Portfolio Differentiators?” | University of Virginia |
| Benjamin Hood | “Volatility Targeting is Trendy: How Trend Following Explains Alpha in Volatility-Managed Strategies” | Parametric Portfolio Associates |
| Petter Kolm | “Deep Learning of Alpha Term Structures from the Order Book” | New York University |
| Larry Kotlikoff | “Social Security Horror Stories -- Protect Yourself from the System and Avoid Clawbacks” | Boston University |
Chicago Quantitative Alliance
dancardell@gmail.com