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Quantitative Investing Group Meeting

Friday, April 9 | 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.

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Guest Speaker

Stefano Pasquali Managing Director, is the Head of Liquidity and Trading Research Group at BlackRock Solutions. As Head of Liquidity and Trading Research, Mr. Pasquali is responsible for market liquidity modelling both at the security and portfolio level, as well as estimating portfolio liquidity risk profiles. His responsibilities include defining cross asset class models, analytics for trading optimization and developing innovative machine learning based approaches to better estimate market liquidity, support trading and portfolio construction. He is leading research initiatives for high frequency trading analytics and he is highly involved in application of network-based statistical inference, NLP and other tools in supporting the investment process.

Previous to Blackrock, Mr. Pasquali oversaw product development and research for Bloomberg’s liquidity solution and for fixed income evaluated pricing. Prior to moving to New York in 2010, Mr. Pasquali held senior quantitative research positions at several European banks and asset management firms.

Mr. Pasquali, a strong believer in academic contribution to the industry, has engaged in various conversations and collaborations with universities from the US, UK, and Italy. Before his career in finance, Mr. Pasquali was a researcher in Theoretical and Computational Physics (in particular Monte Carlo Simulation, Solid State physics, Environment Science, Acoustic Optimization)