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

Quantitative Investing Group Meeting

Friday, June 4 | 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

Charles-Albert Lehalle
Quantitative R&D Lead

Abu Dhabi Investment Authority (ADIA)

Mr. Charles-Albert Lehalle is Quantitative Research & Development Lead at ADIA.

Mr. Lehalle started his career managing AI projects at the Renault research center and moved to the financial industry with the emergence of automated trading in 2005. He was Global Head of Quantitative Research at Crédit Agricole Cheuvreux, and Head of Quantitative Research on Market Microstructure at Crédit Agricole Corporate Investment Bank, before moving to Capital Fund Management.

He received the 2016 Best Paper Award in Finance from Europlace Institute for Finance (EIF) and has published more than fifty academic papers and book chapters. He co-authored the book “Market Microstructure in Practice” (World Scientific Publisher, 2nd edition 2018), analysing the main features of modern markets.  Click here to read more