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"Trading without Regret" from Dr. Michael Kearns

QuantCon 2018, Quantopian’s fourth annual quantitative trading conference, returns to NYC April 27th - 28th. We are sharing presentations from QuantCon 2017 to give you an example of what you can look forward to this year.  First up, Dr. Michael Kearns and his keynote presentation on portfolio construction.

“Trading Without Regret” by Dr. Michael Kearns, Professor at the Computer and Information Science Department at the University of Pennsylvania

No-regret learning is a collection of tools designed to give provable performance guarantees in the absence of any statistical or other assumptions on the data (!), and thus stands in stark contrast to most classical modeling approaches.

With origins stretching back to the 1950s, the field has yielded a rich body of algorithms and analyses that covers problems ranging from forecasting from expert advice to online convex optimization. Dr. Kearns will survey the field, with special emphasis on applications to quantitative finance problems, including portfolio construction and inventory risk.

QuantCon NYC 2018

This year, hear from numerous expert speakers as we focus on how data science and machine learning can help improve your trading strategies.  The two-day conference consists of workshops, talks, tutorials, and networking with top individuals in the quantitative investment space.

Confirmed 2018 speakers include:

  • Dr. Kathryn Kaminski, Visiting Scientist, MIT Laboratory for Financial Engineering
  • Dr. Stephen Malinak, Chief Data and Analytics Officer at TruValue Labs
  • Dr. Ernest Chan, Managing Member at QTS Capital Management, LLC. 
  • Tanya Beder, Chairman and CEO of SBCC Group

Get your Early-Bird Tickets for QuantCon 2018 now before prices go up!


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