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

Quantitative Investment Group Meeting

Tuesday, January 19 | 12:00 PM - 1:30 PM

Loading Events

Wait! A Note on Registration:

We’ve launched Cvent—our new events platform!

Registration for any event with a start date after Sept. 28 now requires a CFA Institute account.

I don’t have a CFA Institute account

  • No problem! You’ll have the chance to create one prior to registration.

I already have a CFA Institute account

  • Great! Be sure to use your existing credentials at registration.
Cvent Transition Guide

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.

JOIN THIS GROUP

Guest Speaker

Saeed Amen, Founder, Cuemacro

Saeed Amen is the founder of Cuemacro. Over the past fifteen years, Saeed Amen has developed systematic trading strategies at major investment banks including Lehman Brothers and Nomura. He is also the author of Trading Thalesians: What the ancient world can teach us about trading today (Palgrave Macmillan) and is the coauthor of The Book of Alternative Data (Wiley). Through Cuemacro, he now consults and publishes research for clients in the area of systematic trading. He has developed many Python libraries including finmarketpy and tcapy for transaction cost analysis. His clients have included major quant funds and data companies such as Bloomberg. He has presented his work at many conferences and institutions which include the ECB, IMF, Bank of England and Federal Reserve Board. He is also a visiting lecturer at Queen Mary University of London and a co-founder of the Thalesians.