Thomson Reuters is proud to be hosting this very popular meetup in the Python Quant Finance space.
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):
Please register for this event on the MeetUp.com registration page