Featured SQA Event

 

In NYC, Thursday, November 10, 2016, SQA’s Half Day Conference. “Advances in Portfolio Construction”, With Special Guest Bob Litterman
Barclays, 745 7th Avenue (between 49th & 50th St)
Includes Breakfast & Lunch; adjourns at 2:45 PM – QWAFAFEWers get $100 Discount off non-member rate

Don’t wait – Register Today! Rates increase $100 on November 4th


Details & Registration:
http://www.sqa-us.org/events/EventDetails.aspx?id=828261

To view Abstracts and Bio:  http://c.ymcdn.com/sites/www.sqa-us.org/resource/resmgr/SQA_Half_Day_Conference_2016.pdf

Agenda:

8:00 a.m. – Registration & Breakfast

8:30 a.m. – Conference Begins, Introductions, etc.

8:45 a.m. – Petter Kolm
“60 Years of portfolio optimization: Practical challenges and current trends”

9:45 a.m. – Marco López de Prado
“Building Diversified Portfolios that Outperform Out-of-Sample”

10:45 a.m. – Morning Break

11:00 a.m. – Colm O’Cinneide
“On three themes from Black and Litterman (1991): (1) combining views and
equilibrium, (2) sensitivity in optimizations, and (3) portfolio construction as a
business process framework.”

12:00 p.m. – Working Lunch (Bob Litterman)
“Collaborating with Fischer Black on the development of Black-Litterman”

12:45 p.m. – Jason MacQueen
“RULES-BASED STYLE ROTATION: Dynamic Switching between Smart Portfolios “

1:45 p.m. – Attilio Meucci
“Dynamic Portfolio Management with Views at Multiple Horizons”

2:45 p.m. – Closing comments/Adjourn

Early Bird Registration Rates:
SQA Members $350
Student/Transitional Members $125
Non-Member $525
Non-Member/Affiliated (CQA, GARP, IAQF, NYSSA, QWAFAFEW, Q-Group, London Q., PRMIA) $425

 

Upcoming SQA Seminars
December 15th Seminar & Holiday Party w/ Arik Ben Dor

“Using Credit Signals to Enhance Equity ‘Value’ Strategies”

January 19th  Seminar w/ Mikhail Samonov

“Two Centuries of Price Return Momentum”

February 16th Seminar w/ Marty Leibowitz

http://www.sqa-us.org/

 

Contact: Meagan Bowker at admin@sqa-us.org