Beyond Basics: Quantitative Investing

Overview

The word quant is, like its field of endeavour, simultaneously simple yet complex – using quantitative methods to filter or screen portfolio constituents and/or using algorithms to size trades/positions and/or employing systematic trading strategies to place the bets and monitor their performance (as well as stop-out positions or take profits) have been around for many years. Now, thanks to leap-frogging advances in computing power, these facets of investment have melded into one another and are being used on a more ‘weaponized’ scale.  Linking screening to sizing to trading can create a seemingly Midas Touch but can also be the destroyer of portfolios if systems run amok for too long.  This panel will look into how quant strategies have evolved and what to expect going forward – as well as how to determine the efficacy of managers employing them.

A bit technical, this talk is meant for those with some background in maths and/or trading, but can be for anyone.

When

  • November 26, 2020
  • 3:00 pm – 4:00 pm

Where

Dial-in details will be sent once registration is complete

CAASA’S Virtual Platform

SPEAKERS

AGENDA

Day 1

  • November 26, 2020
  • 3:00 pm – 4:00 pm

  • November 26, 2020
  • 3:00 pm – 4:00 pm

CAASA Members

Event Registration Closed

Non-Members of CAASA

Event Registration Closed