Chicago Quantitative Alliance


CQAsia 2018

Hong Kong


Event begins: Nov 07, 2018


Event ends: Nov 08, 2018


The Conference will be held in Central Hong Kong on November 7th and 8th.
Please note that the event will be held at the Chinese University of Hong Kong (CUHK) Town Centre facility in Central, not on campus. The address is CUHK Town Centre in Bank of America Tower, 12 Harcourt Road, Business School Center.
Steve GreinerWhat’s the Implied Investment Horizon?Charles Schwab
Pasquale Della CorteNew Regulations & the Dollar BasisImperial College London
Richard PetersonAI, Machine Learning, and Sentiment AnalysisMarketPsych
Douglas YoungCreating and Maintaining Creativity in the Investment ProcessGoods of Desire (G.O.D.)
Dan DiBartolomeoReturn and Risk in Endogenous TimeNorthfield
Gavin FengDeep Learning Factor AlphaCity University of Hong Kong
Alan KwanEmployee Web Activity at Work and Firm PerformanceHong Kong University
Chen YaoDo Hidden Orders Contain Information? Evidence from Cross-sectional Returns and Corporate EventsChinese University of Hong Kong
Yin LuoStock Selection in Global BanksWolfe Research
Christopher WestenbergChina Credit SpreadsFactset
Olivier d'AssierStress Testing for AlphasAxioma
Lloyd KurtzIn the Long Run Are We All…Rich?Wells Fargo
Mikhail SamonovTwo Centuries of Price Momentum Around the World
Boryana Racheva-IotovaLong Horizon Optimization and Behavioral OverlaysFactset
Paul BergBelief Formation & Quanty Features
Xintong ZhanAcademia & CQA/CQAsiaChinese University of Hong Kong
Dan CardellAcademia & CQA/CQAsiaCQA

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