Options Skew Indexes and Equity Factor Nonlinearity
Options Skew Indexes and Equity Factor Nonlinearity
Chicago, IL
The next Chicago QWAFAFEW event explore potential innovations in the construction of options skew indexes and in the modeling of asset prices. Greg Forsythe, President of Revelation Investment Research, titles his presentation "If Some is Good, Is More Always Better, and What if it Isn't?" Greg w…
Thursday, April 30 2015
5:00 PM
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7:00 PM
Liquid Alternatives
Liquid Alternatives
Chicago, IL
In recent years there has been increasing interest in liquid alternatives investing as investors strive to enhance return and diversify risk while maintaining liquidity. The October QWAFAFEW meeting brings together experts and leaders to discuss unique perspectives and approaches in evaluating the …
Thursday, October 15 2015
5:00 PM
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7:00 PM
RateWatch: Higher, Lower For Longer, Just Right?
RateWatch: Higher, Lower For Longer, Just Right?
Chgo, IL
The federal funds rate has become a collective obsession amongst a host of market participants. After a decades-long bull market in bonds, driven by a concomitant secular decline in interest rates, investors may soon face a new challenge: navigating a rising interest rate environment. The November …
Monday, November 16 2015
5:00 PM
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7:00 PM
Commodity Trading Risk Management
Commodity Trading Risk Management
Chicago, IL
On Wednesday, October 4, Chicago QWAFAFEW and William Blair will host an early evening event featuring two perspectives on commodity trading risk management. The speakers will be Hilary Till, Co-Founder of Premia Research LLC and Research Associate at the EDHEC-Risk Institute, and Mark Shore, Foun…
Wednesday, October 4 2017
5:00 PM
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7:00 PM
Expanding Modeling Frontiers: Sentiment and Nonlinear Techniques
Expanding Modeling Frontiers: Sentiment and Nonlinear Techniques
Chicago, IL
The next Chicago QWAFAFEW meeting explores two new approaches to understanding markets. Sentiment analysis looks for actionable information in online news and social media. Nonlinear techniques can often provide useful information when standard methods fail. Speakers from two new Chicago companies …
Thursday, June 4 2015
5:00 PM
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7:00 PM
Two Hot Spots on Chicago's Fin Tech Scene
Two Hot Spots on Chicago's Fin Tech Scene
Chicago, IL
The next Chicago QWAFAFEW meeting will feature the founders of two Chicago financial technology startups, Dave Jaberg of GX2 Systems and Euan Sinclair of FactorWave. FactorWave brings sophisticated factor trading in equities and options to the broader investing public with an innovative and excepti…
Tuesday, June 14 2016
5:00 PM
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7:00 PM
Intelligent Approaches to Smart Beta
Intelligent Approaches to Smart Beta
Chicago, IL
“Smart beta” refers to a broad range of indexes and ETFs that venture beyond the traditional cap-weighted design framework. The March QWAFAFEW meeting brings together experts and thought leaders to discuss unique perspectives and approaches in evaluating the benefits and risk considerations when in…
Thursday, March 12 2015
5:00 PM
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7:00 PM
Market Timing, Big Data and Machine Learning
Market Timing, Big Data and Machine Learning
Chicago, IL
“There is a stigma against market timing. This stigma existed for good reasons, but the explosion of vast data sets and new analytical techniques has now made timing the market possible. Just as it was considered irresponsible to time the market over the last 30 years, it will be considered irres…
Thursday, September 22 2016
5:00 PM
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7:00 PM
Prediction Markets: In Elections and the Corporations of the Future
Prediction Markets: In Elections and the Corporations of the Future
Chicago, IL
Chicago QWAFAFEW and the IIT Stuart School's Center for Financial Innovation present a special election week event on prediction markets. The speakers will be Koleman Stumpf, Professsor of Economics at the Univeristy of Kanasas School of Business, and Adam Siegel, CEO and Co-Founder of Cultivate La…
Thursday, November 10 2016
5:00 PM
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7:00 PM
The Illinois Public Pension Crisis: A Quantitative Perspective
The Illinois Public Pension Crisis: A Quantitative Perspective
Chicago, IL
Last year the Illinois Supreme Court unanimously declared unconstitutional the pension reform law passed in 2013 by the Democratic dominated legislature and signed by former Governor Quinn. Many believe that undue generosity at the bargaining table and severe underfunding in past years have created…
Thursday, March 3 2016
5:00 PM
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7:00 PM
