18
Sep
2017

16th Python For Quant Finance Meetup

Details

Our preliminary agenda so far is:

• Tim Gaumer, CFA - Director of Fundamental Research (Thomson Reuters): Factor Diversification - Achieving alpha in actively managed funds and portfolios is getting more challenging by the day. Diversification may be the last free lunch on Wall Street. Tim will discuss the benefits of diversifying your investment portfolio by various market factors rather than tilting it toward just one.  Tim will explore value, momentum, quality, and other factors and show which work best in North America and how best to combine them into a single, alpha-generating, multi-factor model.

• Yves Hilpisch (http://tpq.io): 

 

Date

Start Date & Time: 18 Sep 2017 12:30 CDT
End Date & Time: 18 Sep 2017 15:30 CDT

Please register for this event on the MeetUp.com registration page

Add to Calendar
Apple Calendar Google Calendar Outlook Calendar Add to Calendar