Global Investing Group, Institutional Asset Management

Combining Quantitative and Fundamental Tools: A Practitioner’s Perspective

June 5, 2017 | 5:45 PM - 8:00 PM

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Combining Quantitative and Fundamental Tools: A Practitioner’s Perspective

Agenda

Monday, June 5th
5:45 pm – 8:00 pm

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Livestream: Available to Members Only | FREE

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Location

CFANY Conference Center
1540 Broadway #1010,
New York, NY 10036

 

Registration Deadline

Friday, June 2

Fees

Members: $30
Nonmembers: $70

$10 surcharge for walk-ins

 

 

Hosts

Global Investing Group
Institutional Asset Management Group

CFA Institute CE

1.5 Credits
Sponsored by Kaplan Schweser

CFP Board CE

1.5 Credits
Sponsored by Kaplan Schweser

Panel

Ted Aronson, CFA, Founder and Managing Principal, AJO Partners
Leigh Drogen, Founder and CEO, Estimize
Yin Luo, CFA, CPA, Vice Chairman, Wolfe Research
Erin Gibbs, Portfolio Manager, Equities, S&P Investment Advisory Services (SPIAS); Board Member, Society of Quantitative Analysis (SQA)

Moderator
Julie Abbett, Executive Director, J.P. Morgan

Overview

In the last decade, the use of quantitative techniques for fundamental research and stock selection has expanded with an increase in computing power and availability of data. It is no surprise that the words Artificial Intelligence, Machine Learning & Big Data have become industry buzzwords. This topic recently made headlines when the largest asset manager, Blackrock, announced replacing fundamental analysts and PMs with data scientists in its Scientific Active Equity group. But how has the investment management industry been impacted by better data availability and improved quantitative techniques? How can managers combine quantitative tools with fundamental analysis to be better prepared for an evolving market?

Hear from experts on both sides including quantitative analysts and fundamental managers who have quant tools to get a practitioner’s perspective on the recent advances in quantitative investing and how the advanced use of data has merged with concepts of fundamental stock analysis to create better outcomes for investors.

Features, Benefits, Values

Get a comprehensive view of how industry experts are using and combining quantitative and fundamental analyses and how this will impact the investment industry.

Major Points

  • Can fundamental fund managers improve performance incorporating quantitative models into their process?
  • What are the advantages of this hybrid quant-amental approach?
  • How are Quantitative analysts and managers using Big Data and Machine Learning techniques?
  • What are the practical challenges of using these techniques that investors should watch out for?

Agenda

TimeDetails
5:45-6:00PMREGISTRATION
6:00-6:10PMOPENING REMARKS

Deepika Sharma, CFA, Portfolio manager, Astor Investment Management; Board Member, CFANY

6:10-7:10PMPANEL

Moderator
JULIE ABBETT, Executive Director, J.P. Morgan

Panelists
TED ARONSON, CFA, Founder and Managing Principal, AJO Partners
LEIGH DROGEN, Founder and CEO, Estimize
YIN LUO, CFA, CPA, Vice Chairman, Wolfe Research
ERIN GIBBS, Portfolio Manager, Equities, S&P Investment Advisory Services (SPIAS); Board Member, Society of Quantitative Analysis (SQA)

7:10-7:15PMCLOSING REMARKS

David Allen, CFA, Institutional Director, Schroders

7:15-8:00PMNETWORKING

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CFA Society New York expects all attendees to comply with CFA Society New York’s Code of Conduct while attending CFA Society New York events or meetings. CFA Society New York expressly reserves the right, in its sole discretion, to grant or deny access to any individual, or to expel any individual from any CFA Society New York event or meeting.

Inclement weather

CFANY reserves the right to cancel or reschedule all in-person events within 48 hours when inclement weather has been forecasted and travel is restricted by city officials.  The program may also be produced solely via livestream in such circumstances.  Please note the cancellation policy regarding refunds and substitutions.

Refunds, Cancellations, and Substitutions

  • 72 HOURS ADVANCED NOTICE OR MORE:
    • Full refund issued
  • WITHIN 48 HOURS OR AFTER EVENT HAS STARTED:
    • No refund

All requests for cancellation or refunds must be sent to cfanyevents@cfany.org.

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CFA Society New York, Inc. (“CFA NY”) is not a Registered Investment Advisor, Broker/Dealer, Financial Analyst, Financial Bank, Securities Broker, or Financial Planner. While CFA NY seeks to present accurate and reliable information, CFA Society New York does not endorse, approve, or certify such information, nor does it warrant or guarantee the accuracy, completeness, efficacy, timeliness, or fitness of such information for any particular purpose. Information presented may or may not be current as of the date of the presentation, and CFA Society New York has no duty to update and maintain the information, reports, or statements made during events.

The information presented is provided for information purposes only, and is not intended to be and does not constitute financial advice, investment advice, trading advice, or any other advice, is general in nature, and is not specific to you.

None of the information presented is intended as an offer or solicitation of an offer to buy or sell, or as a recommendation, endorsement, or sponsorship of any security, company, or fund.