Presentation Files
Smart Beta: FTSE
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FX Markets Strategies – Sol Steinberg OTC Partners
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ESG Data Can Help Active Managers
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Mack Kritzman Windham Capital Divergence Between High-Frequency and Low-Frequency Estimations
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Options-Based Funds Study – Keith Black PhD & Ed Szado Ph D
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Dan diBartolomeo Northfield Seeing the Big Picture – Financial Markets Conflict Corruption
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Equity Portfolio Management Using Correlation Cluster Analysis
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Smart Money Strategies
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Implied Options Volatility to Improve RIsk Forecasting – Mashtaler Meng MSCI March MMCXV
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Modeling Tax-Efficient Municipal Bond Trading Decisions
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Generating Alpha with Equity P/E Factor Models
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7 Sins of Quantitative Analysis – Yin Luo, Head of Global Quantitative Strategy, Dutsche Bank Securities
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VIX Merav Ozair Mackabie Capital
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Finding Alpha from Stock Buybacks – NASDAQ OMX INDEX RESEARCH
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Using Big Data to Generate Alpha Signals for Consumer Sector
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Building a Better Country Index
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Factor Index Performance Under Different Economic Regimes – Philippe Durand
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Smart Portfolios – Jason MacQueen
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Philippe Durand Factor Index Performance Under Different Economic Regimes
Philippe Durand Factor Index Performance Under Different Economic Regimes – MSCI Factor Index Presentation Sep 23 2014 NY