FREEWEBINAR ON RISK MODELS FOR QUANT TRADING by Zura Kakushadze who was a PostdoctoralFellow at Harvard University, and an Assistant Professor at C.N. Yang Institutefor Theoretical Physics at Stony Brook University.
Date: Thursday, May 16, 2019
7:30 PM IST | 2:00 PM GMT | 10:00 PM SGT
1) How to build risk models for short-horizon& ephemeral ML-based data-mined alphas?
2) How to make the covariance matrixout-of-sample stable & invertible for short lookbacks?
3) Can using ML-based methods (e.g.,clustering) for building such risk models add value?
4) Should PMs allocate resources for buildingcustom risk models or use commercial ones?
5) This talk is intended to answer these &other questions with some substantive details
For More Details: https://www.quantinsti.com/risk-management-webinar-16-may-2019