QuantCon NYC 2017 is only two weeks away! Our agenda has been released, and we added additional workshops to our QuantCon weekend. Don't forget, you can live stream the event! All live stream and in-person attendees will receive shareable videos and slide decks shortly after QuantCon.
Our morning keynote, Dr. Michael Kearns, Professor at the Computer and Information Science Department at the University of Pennsylvania, will present "Trading without Regret."
Our afternoon keynote, Dr. Marcos López de Prado, Senior Managing Director at Guggenheim Partners, will present "Building Diversified Portfolios that Outperform Out-of-Sample."
They will be joined by:
- "On the Bayesian Interpretation of Black–Litterman" by Dr. Gordon Ritter, Senior Portfolio Manager at GSA Capital
- "Don't Lose Your Shirt Trading Mean-Reversion"by Edith Mandel, Principal at Greenwich Street Advisors, LLC & Adjunct Professor at NYU Tandon School of Engineering
- "Enhancing Statistical Significance of Backtests" by Dr. Ernest Chan, Managing Member of QTS Capital Management, LLC.
To see the full agenda, click here. All of the talks are being streamed except for those taking place in Gotham and Gramercy rooms.
Quantopian Community Discount
Here is a 10% discount code you can use on any ticket level: QCommunity2017.
The Workshops on April 30th
With the launch of futures on Quantopian, we will debut our new Futures Workshop at QuantCon on April 30th. The futures workshop is designed to give you a jump-start in understanding how futures are traded algorithmically. Plus, we will reinforce core statistical principles that will help you improve the rigor and reliability of your strategies.
Due to the high demand for the Advanced Algorithmic Trading Workshop, we have also added a second class, happening on April 30th.
You can learn more about the workshops and register here. Our engineer team will be on hand at all workshops, to help answer questions and walk you through any coding issues.
Hope you can join us!