Saturday, February 22, 2014

Check Out the Society of Quantitative Analysts (SQA)

If you're in or around Manhattan, in industry or interested in academic-industry crossover (and who wouldn't be?), the Society of Quantitative Analysts is for you. A totally class act.  Check out, for example, Director Jonathan Reiss and and next week's speaker Clara Vega.








February 24, 2014

You are invited to attend the free-of-charge research symposium "Quantitative Investing with News and Sentiment Analytics" sponsored by RavenPack and Deltix, on February 24, 2014, from 10am to 5pm, at The Cornell Club (6 East 44th Street, New York, NY).  The organizers have invited several leading quantitative finance practitioners and academics to present work they have been doing on equities, credit and macro with news analytics.

Confirmed Speakers
•Nicholas Colas, Chief Market Strategist, ConvergEx Group
•Clara Vega, Senior Economist, Federal Reserve
•Sasha Migdal, CEO, MigdalResearch LLC
•Andrea Ghiringhelli, Director R&D, Fitch Solutions
•Ian Watt, Economist & Country Insights Specialist, Roubini Global Economics
•Jeremiah Green, Assistant Professor, Penn State University
•David Marra, CEO, Arialytics
•Ilya Gorelik, CEO, Deltix
•Peter Hafez, Director of Quant Research, RavenPack


March 5, 2014

Dr. Merav Ozair (SQA board member) will be holding a webinar on March 5th at 12pm for PRMIA on "FOREX Markets: Trading, Regulations and Risk".

About the Presenter:
Dr. Merav Ozair has over 12 years’ of business and consulting experience.  Currently her work and expertise center on volatility modeling, market microstructure and developing statistical (econometric) investing and trading strategies. Her previous business experience includes developing business strategies to enhance business growth; evaluating the viability of potential public offerings; estimating the market value of business for M&A; performing fundamental and valuation analysis; developing models for performance attribution, and; analyzing operating risk and risk management on a company’s level.

Dr. Ozair has over 15 years’ teaching experience and currently she has been teaching at the Finance and Risk Engineering (FRE) program at NYU – Market Microstructure, Financial Econometrics and Portfolio Management.  She has earned her PhD in Accounting and Finance from Stern Business School at NYU, and her research interests include market microstructure, volatility modeling and financial econometrics.  She is also the founder of Mackabie Capital a financial service provider which bridges fundamental and quantitative methods to enable money managers in their pursuit for better alpha generating strategies, risk control and execution.  She also holds a CPA and a CQF.  For further information visit: www.mackabiecapital.com


March 20-22, 2014

Professionals are welcome to attend the Quinnipiac Global Asset Management Education (G.A.M.E.) IV Forum on Thursday March 20, 2014 at the Sheraton New York Times Square Hotel to hear keynote speaker panels discuss the:  Global Economy, Alternative Assets versus Equities, Corporate Governance, Global Markets and provide a Fed & Washington Perspective.  Last year, more than 1000 college students, faculty and investment professionals participated in this very dynamic investment conference, representing 43 countries, 44 states, Puerto Rico and the District of Columbia.  Pre-registration is required and on-site registration will not be available.  Members and friends of SQA are able to save $200 per professional registration by using the Promotion Code SQA14.  In addition, professional group registrations of five or more will save an additional $50 per registration.  Our online registration is open with a link provided below.

ADDITIONAL INFORMATION:
Registration: http://www.regonline.com/eventinfo.asp?eventid=1277206
Web Site:       http://game.quinnipiac.edu
Email:               game@quinnipiac.edu
Phone:            203-582-5400
Overview YouTube Video:  http://youtu.be/GTjETSW73Qo

Confirmed Keynote Speakers Include:

Keynote Panels:

           Global Economy
Douglas Coté, CFA, Chief Market Strategist & Senior Portfolio Manager, ING Investment Management
Bob Doll, CFA, Chief Equity Strategist & Senior Portfolio Manager, Nuveen Asset Management LLC
Dr. John Silvia, Managing Director & Chief Economist, Wells Fargo Securities
Richard Yamarone, Senior Economist, Bloomberg Brief

           Alternatives vs. Equities
Rich Bernstein, Chief Executive Officer, Richard Bernstein Advisors LLC
Michael Khouw, Managing Director & Primary Strategist, DASH Financial
Joe Kinahan, Chief Strategist, TD Ameritrade
Benjamin A. Pace III, Managing Director & Chief Investment Officer, Deutsche Bank Private Wealth Management

           Fed & Washington Perspective
Tom Keene, Editor-At-Larger, Bloomberg News

           Corporate Governance
Al Angrisani, President & Chief Investment Officer, Harris Interactive
Gary Katz, President & Chief Investment Officer, International Securities Exchange
Edward Knight, JD, Executive Vice President, General Counsel & Regulatory Officer, NASDAQ OMX Group Inc
John D. Rogers, CFA, President & Chief Executive Officer, CFA Institute

           Global Markets
Ralph Acampora, CMT, Senior Managing Director, Altaira Ltd
Guy Adami, Managing Director, Drakon Capital & Fast Money Contributor, CNBC
Abby Joseph Cohen, CFA, Senior Investment Strategist & President Global Markets Institute, Goldman Sachs
Dr. David Kelly, CFA, Managing Director & Chief Global Strategist, J.P. Morgan Funds

August 11-16, 2014

The SQA is once again proud to partner with SYMMYS and Attilio Meucci for the 6-day annual intensive course "Advanced Risk and Portfolio Management Bootcamp" at New York University.  The course is worth 40 CE units of CFA Institute and 40 CPE units of GARP.  The ARPM Bootcamp (http://symmys.com/ arpm-bootcamp) provides in-depth understanding of buy-side modeling from the foundations to the latest advanced statistical and optimization techniques, in nine intense, heavily quantitative hours each day, with theory, live simulations, review sessions and exercises.  Topics include portfolio construction, factor modeling, copulas, liquidity, risk modeling, and much more. Also features Gala Dinner with world-renowned speakers such as Rob Almgren, Peter Carr, Bruno Dupire, Jim Gatheral, Bob Litterman, Bob Litzenberger, Andrew Lo, Fabio Mercurio, Steven Shreve.
See a short video http://www.youtube.com/watch?v=BUnrgjNxBWk

To register with the SQA discounted partner rate go to http://www.symmys.com/arpm-bootcamp/registration, then see 1) "Registration Type", select "Partner"; 2) go to "Specify", select "Other"; 3) go to "Specify", type "SQA", or contact ARPM at arpm.bootcamp@symmys.com

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