On Tuesday, October 13th at 2PM ET BattleFin hosted a webinar in partnership with QMIT.
QMIT – QuantZ Machine Intelligence Technologies – is a signal provider spun out of QuantZ Capital’s statistical arbitrage hedge fund. QMIT provides investable signals (derived analytics) to investors thereby democratizing access to hedge fund alphas. Combining machine learning with a spanning set of equity smart betas & alt data allows investors / managers to express any linear view on equities. For product details, see https://www.quantzqmit.com/qmit-products
QMIT CEO Milind Sharma’s 25 years of market experience span running prop desks at RBC & Deutsche Bank (Saba unit) as well as hedge funds (QuantZ) & mutual funds (MLIM) not to mention his fintech venture QMIT. His funds have won many awards over the years including those from Morningstar, Lipper, WSJ, Battle of the Quants & BattleFin. He was also a co-founder of Quant Strategies at MLIM (now BlackRock) & Manager of the Risk Analytics and Research Group at Ernst & Young where he was co-architect of Raven TM. His publications have appeared in the Journal of Investment Management, Risk, Elsevier, World Scientific, Wiley etc. In addition to dual MS degrees in Computational Finance & Applied Math he was also in the Logic/ AI PhD program at Carnegie Mellon. Other education includes Oxford, Vassar & Wharton. He is founder & President of the quant society <QWAFAxNEW> (formerly QWAFAFEW New York).
This webinar was moderated by Keith Augustyn, Head of Product for BattleFin.
Yesterdays alpha is todays beta. Progressively viewed as an asset, data is the intelligence that provides firms with the analytics and insights to improve investment performance. In today’s data-driven culture, how can firms utilize machine learning to manage risk, predict beta, and generate alpha?
This webinar occurred on Tuesday, October 13th at 2PM ET.