Group Meeting, Interest Group Meetings, Quantitative Investing, Virtual Events & Programming

Quantitative Investment Group Meeting

Friday, November 6 | 12:00 PM - 1:30 PM

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Group Description

The Quantitative Investing Group brings together professionals seeking to incorporate cutting edge quantitative investment techniques and alternative data sets in their investing and risk processes. Members include (but are not limited to) discretionary and systematic portfolio managers, risk managers, traders and fundamental analysts, data strategists, quantitative researchers, and others. The topic covered range from quantitative alpha generation, big data as well as alternative datasets, quantamental signals i.e. the intersection of fundamental analysis and quantitative decision making, mathematical and statistical aspects of modern quantitative analysis, use of programming languages or quant tools, Natural Language Processing, machine learning for investing and risk management, theory and implementation of AI in finance and more.

  • This group meeting will focus on the topic: Machine Learning for Factor Investing

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Speaker

Tony Guida is a Quantitative Portfolio Manager and researcher. Tony’s work is focused primarily on extracting market inefficiencies from different sources from traditional fundamentals, market signals, alternative data, and machine learning. His expertise is in mid to low frequency in equities. Tony started his career at Unigestion in 2006 where he joined the quantitative equity low volatility team to work as a research analyst. He evolved into a member of the research and investment committee for Minimum Variance Strategies, where he led the factor investing research group for institutional clients.

In 2015, he moved to Edhec Risk Scientific Beta as a Senior Consultant for Risk allocation and factor strategies before going to a major UK pension fund in 2016 to build the in-house systematic equity, co-managing 8 billion GBP as a senior quantitative portfolio manager. He joined RAM-Active Investments in January 2019.

Tony holds a Bachelor and Master degrees in Econometry and Finance from the University of Savoy France, is the editor-in-chief and founder for the Journal of Machine Learning in Finance. Tony co-wrote and edited book “Big Data and Machine Learning in Quantitative Investment” Wiley 2018, co-wrote “Machine Learning for Factor Investing”