Axioma Quant Forum New York | November 1, 2016

Join us for our Axioma Quantitative Forum.

The Axioma Quant Forum returns to New York! The AQF brings together leading practitioners and researchers who present their latest work on quantitative investment strategies, superior portfolio construction and optimal portfolio trading.

Join Axioma for a full day of stellar presenters, illuminating presentations and thought-provoking discussion. The Axioma Quant Forum is a free event and space is strictly limited.

Date: November 1, 2016
Registration & breakfast: 8:30
Event time: 9:00 a.m. - 2:30 p.m., with a reception to follow
Location: Convene Conference Center
730 Third Avenue, New York, NY 10017

RSVP to reserve your seat

Latest Agenda
presentation information
presenter
8:30
Continental Breakfast and Registration
 
Morning Sessions
 
9:00
Welcome
Melissa Brown, Senior Director of Applied Research, Axioma
9:10
The Future of Quantitative Investing
Sebastian Ceria, Founder and CEO, Axioma
9:30
Fundamentals of Efficient Factor Investing
Harin de Silva, President, Portfolio Manager, Analytic Investors
10:00
An Alternative Perspective on Factor-Based Attribution
Dieter Vandenbussche, Senior Director of Research, Axioma
10:30
Morning Coffee Break
 
10:45

How big data+machine learning will allow quants to:
-Improve on traditional/fundamental strengths
-Prosper in the face of smart beta by creating smart alpha
-Progress from quanta-franken-mental to true quantamental hybrids

Rosemary Macedo, Chief Investment Officer, QS Investors
 
 
 
 

11:15
A Forward-Looking Perspective on the Stock-Bond Correlation
Steve Sapra, Executive Vice President, Client Analytics Group, PIMCO
 
11:45
Morning closing comments
Melissa Brown, Senior Director of Applied Research, Axioma
12:00
Networking lunch
Join us in the breakout room at 12:30 p.m. as Bill Morokoff, Axioma's Head of Applied Research, presents "Axioma Research: Future Perspectives"
Afternoon Sessions
 
1:00
Main room: Capturing Factor Premia via Optimized Smart Beta Portfolios
Thomas Blackburn, Senior Researcher, State Street Global Advisors
 
1:00
Breakout room: Dodging the Bullet: Can Ex-Ante Stress Testing Improve Ex-Post Performance?
Zach Shockley, Product Specialist - Quantitative Analytics, FactSet
 
1:45
Main room: Redefining Finance Problems with Quantum Tools
Maxwell Rounds, Financial Services Specialist, 1QBit
 
1:45
Breakout room: Analyzing Smart Beta Strategies with Axioma's Toolkit
Robert Stubbs, Vice President-Strategic Innovation, Axioma
 
 
2:30
Reception
Speakers
Guest Speakers
  • Harin de Silva

    President, Portfolio Manager
    Analytic Investors

  • Rosemary Macedo

    Chief Investment Officer
    QS Investors

  • Steve Sapra

    Executive Vice President
    Client Analytics Group, PIMCO

  • Zach Shockley

    Product Specialist, Quant Analytics
    FactSet

  • Maxwell Rounds

    Financial Services Specialist
    1QBit

Axioma
  • Sebastian Ceria

    Founder and CEO

  • Melissa Brown

    Senior Director - Applied Research

  • Bill Morokoff

    Head of Research

  • Rob Stubbs

    Vice President, Strategic Innovation

  • Dieter Vandenbussche

    Senior Director of Research