This website uses cookies to collect usage information in order to offer a better browsing experience. By browsing this site or by clicking on the "ACCEPT COOKIES" button you accept our Cookie Policy.

Looking for ML Enhanced Smart Betas? Join QuantZ/QMIT for a Webinar

Quant Beta

Webinar Title

Master Class: The New Frontiers of Factor Investing

Description:

This Master Class, led by QuantZ founder Milind Sharma, is a hands-on introduction and walk-through of today’s state-of-the-art quantamental techniques. We will also cover how RORO (risk on, risk off) regime-based Factor Investing outperformed during the 2020 Covid crash and how such ML Enhanced Smart Betas can be combined to potentially outperform popular strategies such as Quality + Value; Value + Momentum; Quality + Momentum etc., as well as hedge fund signals. We will also touch on the Great Factor Rotation of 2021 & Q1 meme stock histrionics – going well beyond the basic Fama-French constructs:

  • The compression & commoditization of alpha
  • Traditional stock-picking vs ML Enhanced Smart Betas (ESBs)
  • ESB characteristics — How some ESBs (which combine hundreds of factors into ML enhanced cohorts) have outperformed naïve factors
  • How to express any view on Equities via a spanning set of ESBs
  • Quantamental signal generation: Off the shelf vs. Customized signals
  • Hedge Fund in a Box – From signal spreads to fully optimized HF portfolios
  • Sector rotation with signals
  • RORO regime detection via ML & the classification of ESBs
  • From RORO regimes to a Universal Crash Factor

Date: Wed, Dec 15, 2021 2:00 PM – 3:00 PM EST

Contributed By:  QuantZ/QMIT

Presented By: Milind Sharma, CEO, QuantZ/QMIT

Interactive Brokers is not affiliated with QuantZ/QMIT and does not endorse or recommend any information or advice provided by QuantZ/QMIT.

Register here

Disclosure: Interactive Brokers

The analysis in this material is provided for information only and is not and should not be construed as an offer to sell or the solicitation of an offer to buy any security. To the extent that this material discusses general market activity, industry or sector trends or other broad-based economic or political conditions, it should not be construed as research or investment advice. To the extent that it includes references to specific securities, commodities, currencies, or other instruments, those references do not constitute a recommendation by IBKR to buy, sell or hold such investments. This material does not and is not intended to take into account the particular financial conditions, investment objectives or requirements of individual customers. Before acting on this material, you should consider whether it is suitable for your particular circumstances and, as necessary, seek professional advice.

The views and opinions expressed herein are those of the author and do not necessarily reflect the views of Interactive Brokers LLC, its affiliates, or its employees.

Any trading symbols displayed are for illustrative purposes only and are not intended to portray recommendations.

In accordance with EU regulation: The statements in this document shall not be considered as an objective or independent explanation of the matters. Please note that this document (a) has not been prepared in accordance with legal requirements designed to promote the independence of investment research, and (b) is not subject to any prohibition on dealing ahead of the dissemination or publication of investment research.

Disclosure: Hedge Funds

Hedge Funds are highly speculative, and investors may lose their entire investment.

trading top