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2020 Quant Outlook on Value Investing

December 4, 2019 | 5:30 PM - 8:15 PM

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Overview

Co-hosted by Society of Quantitative Analysts and CFA Society New York.

Hear from a quant perspective on value investing in 2020 from academics and strategists. Alessio de Longis will explore Value’s failure and discuss potential enhancements, followed by a panel who will take a discerning look forward.

Agenda

5:30 PM | WELCOME AND REGISTRATION


6:00 PM | EXPLAINING THE DEMISE OF VALUE INVESTING

Alessio de Longis, CFA, Senior Portfolio Manager, Invesco s


6:45 PM | EXPERT PANEL: WHAT TO EXPECT IN 2020 FOR MARKETS AND VALUE INVESTING?

Moderator

Melanie Petsch, Lead Data Scientist, New York Stock Exchange

Panelists

Ethan Brodie, Quantitative Trading Strategist, Bernstein

Tobias Levkovich, Chief US Equity Strategist, Citi Research

Matthew Rothman, Managing Director, Goldman Sachs s


7:45 PM | COCKTAILS & NETWORKING


8:15 PM | ADJOURN

Additional Details

Learning Outcomes

  • Can Quants Pronounce Value Dead?
  • What Quantitative Analysis Says About Value in 2020
  • 2020 Quant Outlook on Value Investing