Committee Meeting, Free for Members, Group Meeting, Interest Group, Interest Group Meetings, Quantitative Investing, Virtual Events & Programming

Quantitative Investing Group Meeting

July 9, 2021 | 12:00 PM - 1:30 PM

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Cvent Transition Guide ⭢

Overview

Investing is historically an early adopter of new algorithms and technology.  The utility of a new idea is straightforwardly measured in money out over money in. Machine Learning and large-scale computing of unstructured, novel data provides a new set of methods that were developed first by internet companies. These methods primarily provide an informational advantage in an inefficient market where securities are selected based on their underlying intrinsic value.  In this talk I describe the underlying methods, provide examples of success using these methods, and I present a roadmap for the impact these methods will have on markets and investing.

Quantitative Investing Group

Guest Speaker

Dr. Michael Recce, Alpha ROC 

Michael Recce was the first Chief Data Scientist at Neuberger Berman, GIC, the Singapore Sovereign Wealth Fund, and Point72 Asset Management.   Before taking these roles in the finance industry, he was head of engineering and the head of modeling and optimization at Quantcast, where he led a team of machine learning and computer science experts in the design of high volume, targeted, real-time bidding for internet advertising.  Earlier in his career, he was Chief Scientist for Fortent, and Searchspace that provided market leading transaction monitoring, risk assessment, and fraud detection systems for financial institutions.

Dr. Recce was also a product engineering manager at Intel Corporation, where he led the development of new memory products for the company.  Dr. Recce has published over 60 peer reviewed papers, and holds eleven patents, including one for research of a behavioral biometric called dynamic grip recognition, and is a recipient of the Thomas A. Edison Award [2005]. Dr. Recce has been a tenured faculty member at University College, London (UCL), and a professor of information systems at New Jersey Institute of Technology. He received his bachelor’s degree in Physics from the University of California Santa Cruz and his doctorate in Neuroscience from UCL.

Sponsorship Overview

For over 80 years, CFA Society New York—formerly known as New York Society of Security Analysts (NYSSA)—has been a leading forum for the exchange of information among investment professionals. Our mission is to raise standards of practice in the industry for the ultimate benefit of society. Towards that goal, CFA Society New York content is curated by volunteer practitioner interest groups that strive to shape the future of the industry. A bold line exists between the financial support by organizations to maintain the quality of our programming and the selection of speakers who contribute to dialogue in our community. To that end, a ceaseless commitment to transparency is something we consider foundational to our cause.

Please be advised of the following information related to Society sponsorship and support:

Through financial support and other means of in-kind support, each event sponsor, event partner, event co-host and organizational partner of CFA Society New York plays a valuable role in the furtherance of the range of forward-thinking initiatives that underpin the Society’s values, and toward our mission to deliver Society content and programming of the highest quality and standard.

CFA Society New York thanks all of its sponsors, event-related affiliates and organizational partners for helping us continue to shape the conversation of the investment community.

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Inclement weather

CFANY reserves the right to cancel or reschedule all in-person events within 48 hours when inclement weather has been forecasted and travel is restricted by city officials.  The program may also be produced solely via livestream in such circumstances.  Please note the cancellation policy regarding refunds and substitutions.

Refunds, Cancellations, and Substitutions

  • 72 HOURS ADVANCED NOTICE OR MORE:
    • Full refund issued
  • WITHIN 48 HOURS OR AFTER EVENT HAS STARTED:
    • No refund

All requests for cancellation or refunds must be sent to seminars@cfany.org.

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CFA Society New York, Inc. (“CFA NY”) is not a Registered Investment Advisor, Broker/Dealer, Financial Analyst, Financial Bank, Securities Broker, or Financial Planner. While CFA NY seeks to present accurate and reliable information, CFA Society New York does not endorse, approve, or certify such information, nor does it warrant or guarantee the accuracy, completeness, efficacy, timeliness, or fitness of such information for any particular purpose. Information presented may or may not be current as of the date of the presentation, and CFA Society New York has no duty to update and maintain the information, reports, or statements made during events.

The information presented is provided for information purposes only, and is not intended to be and does not constitute financial advice, investment advice, trading advice, or any other advice, is general in nature, and is not specific to you.

None of the information presented is intended as an offer or solicitation of an offer to buy or sell, or as a recommendation, endorsement, or sponsorship of any security, company, or fund.