Our quantitative finance and algorithmic trading conference, QuantCon NYC 2017, is coming up fast on April 29th. Below, you will find a complete list of shareable presentations and slide decks from QuantCon NYC 2016, including special guest posts and cloneable algorithms.
Videos from QuantCon 2016
Welcome to QuantCon 2016 by John "Fawce" Fawcett
"Morning Keynote: Financial Engineering and Its Discontents" by Dr. Emanuel Derman
"The Peculiarities of Volatility" by Dr. Ernest Chan, Managing Member, QTS Capital Management, LLC
"More Profit with Less Risk through Dual Momentum" by Gary Antonacci, Author of "Dual Momentum Investing: An Innovative Approach to Higher Returns with Lower Risk"
"Systematic M&A Arbitrage" by Yin Luo, Vice Chairman, Wolfe Research, LLC
"Deep Value and the Acquirer's Multiple" by Tobias Carlisle, Managing Partner of Carbon Beach Asset Management, LLC.
"After the Algorithm" by Daniel Schultz, Head of Partnerships at Robinhood
"When Should You Build Your Own Backtester?" by Dr. Michael Halls-Moore, founder of QuantStart.com
"The Sustainable Active Investing Framework: Simple, But Not Easy" by Dr. Wesley Gray, Founder of Alpha Architect
"Crafting a Stronger Algorithm in Quantopian" by Josh Payne, Director of Business at Quantopian
"Market Timing, Big Data, and Machine Learning" by Dr. Xiao Qiao, Researcher at SummerHaven Investments
"Trading Strategies Based on Impact of Macroeconomic Announcements" by Dr. Alec Schmidt, Lead Research Scientist at Kensho
"All that Glitters Ain't Gold: Comparing Backtest and Out-of-Sample Performance on a Large Cohort of Trading Algorithms" by Dr. Thomas Wiecki, Director of Data Science at Quantopian
"Improving Predictability of Oil via Reuters News Text" by Dr. Sameena Shah, Director of Research and the Head of the Research and Development New York Lab for Thomson Reuters
"A Guided Tour Of Machine Learning For Traders" by Dr. Tucker Balch, Chief Scientist at Lucena Research, Professor at Georgia Tech
"A Vision for Quantitative Investors in the 'Data Economy'" by Michael Beal, CEO of Data Capital Management
"Trade Like A Chimp! Unleash Your Inner Primate" by Andreas Clenow, CIO Acies Asset Management
"The Trinity Portfolio" by Meb Faber, Co-founder and the Chief Investment Officer of Cambria Investment Management
"Latency in Automated Trading Systems" by Dr. Andrei Kirilenko, Director of the Centre for Global Finance and Technology and a Visiting Professor of Finance at the Imperial College Business School
"Honey, I Deep-Shrunk the Sample Covariance Matrix!" by Dr. Erk Subasi, Quant Portfolio Manager at Limmat Capital Alternative Investments AG
"Statistics: The Missing Link between Technical Analysis and Algorithmic Trading" by Manish Jalan is the Managing Partner & Quantitative research head at SG Analytics
"Needle in the Haystack - Mining for Actionable Information in the Noisy Web" by Anshul Vikram Pandey, Co-Founder and CTO of Accern Corporation
"A Fireside Chat" with Matthew Granade, Head of Data and Analytics for Point72 Asset Management, L.P. and John "Fawce" Fawcett, Founder and CEO of Quantopian
"Combining the Best Stock Selection Factors" by Patrick O'Shaughnessy, a Principal and Portfolio Manager at O’Shaughnessy Asset Management (OSAM)
"Quantitative Trading in the Eurodollar Futures Market" by Edith Mandel, Principal at Greenwich Street Advisors, LLC.
"From Backtesting to Live Trading" by Vesna Straser, an independent TCA, Optimal Trade Execution and Algorithmic Trading Consultant
"You Don't Know How Wrong You Are" by Delaney Granizo-Mackenzie, Director of Academia at Quantopian
"Lighting Up Your Dark Data" by Lance Ransom, a Product Manager at Continuum Analytics and a former Partner and CTO of Schonfeld Group
Afternon Keynote: "Untapped Alpha" by Manoj Narang, Founder and CEO of MANA Partners LLC
Our lineup this year is incredible and includes Dr. Marcos Lopez de Prado, Dr. Michael Kearns, Dr. Ernest Chan, Dr. Sameena Shah, and many more. Learn more, visit: https://www.quantcon.com/.