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Tue Sep 25 – NLP: Generating Alpha from Earnings Calls with Frank Zhao & Modeling Asset Class Outlooks – Indrani De

September 25 @ 5:30 pm - 8:30 pm

| $35 – $60

 

URL: http://newyork.qwafafew.org/event/sep25/

“Modeling Asset Class Outlook: Examples from Treasuries & Energy”

Indrani De, Managing Director – Macro Risk, TIAA

The presentation will concentrate on ways to quantitatively model and understand the outlook on different asset classes, and give examples with U.S. Treasuries and Energy. Themes touched upon would include linkage between asset classes, global feedback loops, linkages between financial markets and the real economy, regime changes, and the impact of emerging risks like climate change and demographic shifts

“Natural Language Processing: Deciphering the Message within the Message”

Frank Zhao, Senior Director – Quantamental Research, S&P Global Market Intelligence

  • A review of the ABCs of natural language processing
  • A look at stock selection using sentiment and behavioral-based signals from earnings call transcripts: economic reasoning, signal construction and backtesting
  • Generating Alpha Insights from Earnings Calls

Venue:  Bourbon Street Bar and Grill, 346 W 46th Street, between 8th and 9th Avenues, New York, NY 10036

RSVP to nyc@qwafafew.org

Agenda

  5:30 – 6:10 Registration/Networking

    6:10 – 6:15 Greetings from Mike Carty, Chapter President

    6:15 – 6:55 Indrani De, Managing Director – Macro Risk, TIAA

    6:55 – 7:10 Refreshment/Networking Break

    7:10 – 7:55 Frank Zhao, Senior Director – Quantamental Research, S&P Global Market Intelligence

    7:55 – 8:15 Adjournment

Venue:  Bourbon Street Bar and Grill, 346 W 46th Street, between 8th and 9th Avenues, New York, NY 10036
RSVP to nyc@qwafafew.org In text body, please provide the name, phone number, email, and membership/affiliation status for each attendee.
Admission Fees:
$35 for paid-up QWAFAFEW members (any chapter);
$40 for CQA members, SQA members, CQFs, CAIAs, CTHFAs, and sustaining (paid) PRMIA members, full-time students, those between positions, FWA members, IAFE, MTA members and members of any CFA Society;
$50 for members of PRMIA (free members), GARP, and/or members of any Quant-affiliated Linked-In group;
$60 for all other RSVPs;

Payment Options:  

Use Paypal Link by clicking here or type the URL: https://qwafafew.wordpress.com/meeting-admission-nyc/

or bring Check or Cash to the door on the night of the event after you RSVP.
Unless paid through PayPal, $10 late-fee applies to those not RSVP’d by Noon of the day of the event.

Memberships:

The initial meeting admission fee after becoming a member is free.

Regular 12-month membership dues: $120
Transitional (Between jobs/retired): $80
Student (anywhere): $60

1) Payment by Credit Card via Paypal Link https://qwafafew.wordpress.com/purchase-qwafafew-nyc-chapter-membership/  – Select the appropriate button

2) Bring Check payable to QWAFAFEW or Cash to the door on the night of the event after you RSVP

3) Mail check payable to QWAFAFEW for the appropriate amount with a note to: Mr. C. Michael Carty, NYC Chapter, 87-32 97th Street,Woodhaven, NY 11421

To learn more about QWAFAFEW: visit http://qwafafew.org/

To be placed on our e-newsletter mailing list: please e-mail qwafafewnyc@outlook.com with your e-mail and name.

Biographies

Speakers’ Bios:

Indrani De, CFA, PRM, is Managing Director – Macro Risk at TIAA. Her responsibilities include macroeconomic and financial markets analysis, scenario design, stress testing and sensitivity analysis, key risk indicators, building asset valuation models, and identification and evaluation of emerging risks. Prior to TIAA, she was Senior Director of Quantitative Research at investment firm New Amsterdam Partners. Earlier in her career, she worked as an investment analyst for Private Equity in GE Capital and 20th Century Venture Capital. She has been published in the Journal of Investing, Journal of Investment Consulting, and NYSSA Financial Professionals’ Post. Indrani is the Past-President and on the Board of Directors of the Society of Quantitative Analysts (SQA).

She has been a speaker multiple times at leading industry conferences and been quoted in major media outlets like Reuters, Forbes, Financial Planning and Pensions & Investments. She received an undergraduate degree in Economics (Honors) from University of Delhi, and an MBA from the Indian Institute of Management (Bangalore). Indrani completed the coursework for a PhD (Business-Major in Finance) at the City University of New York with full merit scholarship, and holds the Chartered Financial Analyst and Professional Risk Manager designation.

Frank is a Senior Director and a key member of S&P Global Market Intelligence’s Quantamental Research group. His primary focus is to conduct systematic alpha research on global equities with publications on natural language processing, newly discovered stock selection anomalies, event-driven strategies and industry-specific signals.

Frank has a master’s degrees in Financial Engineering from UCLA Anderson and in Finance from Boston College Carroll, and has undergraduate degrees in Computer Science and Economics from University of California, Davis.

 

Find out more upcoming events from 2018 New York Calendar.

To learn more about us, please visit http://newyork.qwafafew.org/.

Our affiliate events are listed on http://newyork.qwafafew.org/relevant-events/.

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Upcoming QWAFAFEW-NYC Events:

Tuesday, October 30th – Dick Michaud, President and CEO, New Frontier Advisors & Linda Zhang, Ph.D., founder of Purview Investments

Tuesday, November 27th – Herb Blank, Global Finesse LLC, “Web Luminosity as an Alpha Factor” & TBA

Partner Events and Other Events in the Interest of Our Membership – Click below

Partner Events – All Regions

We hope to see you soon at the Bourbon Street Grille

http://www.bourbonny.com/contact    accessible 42nd Street, Port Authority (A, C, E lines)

 

 

Details

Date:
September 25
Time:
5:30 pm - 8:30 pm
Cost:
$35 – $60
Website:
newyork.qwafafew.org

Organizer

Mike Carty
Phone:
718-846-2125
Email:
cmcarty1@earthlink.net
Website:
www.qwafafew.org

Venue

Bourbon Street Bar and Grill
346 W 46th Street, between 8th and 9th Avenues, New York, NY 10036
New York, 10036 United States
+ Google Map
Phone:
(212) 245-2030
Website:
http://www.bourbonny.com/contact