Wait! A Note on Registration:
We’ve launched Cvent—our new events platform!
Registration for any event with a start date after Sept. 28 now requires a CFA Institute account.
I don’t have a CFA Institute account
- No problem! You’ll have the chance to create one prior to registration.
I already have a CFA Institute account
- Great! Be sure to use your existing credentials at registration.
The Quantitative Investing Group brings together professionals seeking to incorporate cutting edge quantitative investment techniques and alternative data sets in their investing and risk processes. Members include (but are not limited to) discretionary and systematic portfolio managers, risk managers, traders and fundamental analysts, data strategists, quantitative researchers, and others. The topic covered range from quantitative alpha generation, big data as well as alternative datasets, quantamental signals i.e. the intersection of fundamental analysis and quantitative decision making, mathematical and statistical aspects of modern quantitative analysis, use of programming languages or quant tools, Natural Language Processing, machine learning for investing and risk management, theory and implementation of AI in finance and more.
Professor of Professional Practice in the Faculty of Business, Professor of Professional Practice in the Faculty of Business
Harry Mamaysky is a Professor of Professional Practice at Columbia Business School, where he serves as the faculty director of the Master of Science in Financial Economics program and of the Program for Financial Studies. Harry teaches capital markets, asset pricing, and text analytics to MBA, Masters and PhD students, as well as executive education courses on investment management. Harry’s research focuses on how markets respond to information, and on how text data can be used in the investment process. In 2021, Harry founded QuantStreet Capital, a quantitative asset management firm.