Wednesday 29th July 2020 – Machine Learning Case Studies
Machine Learning has swept through the industry for data analysis, forecasting market movements for asset allocation and ultimately to improve efficiency across their investment strategies. For years this has been dominated by quant funds, however the value created by ML is undeniable by all. As the industry progresses there are still considerable challenges such as (amongst others): adjusting to markets in real-time, explaining machined-led decisions to your investors, keeping up with the models themselves and knowing when to intervene. We explore the latest tools and technologies that are helping funds remain competitive and operate more efficiently and accurately.
Wednesday 26th August 2020 – Alternative Data
Increasingly Fund Managers are using unconventional datasets to drive alpha generation and risk management processes. We will investigate how to unlock the value that alternative datasets can generate, the increasing use of climate data and also utilising these new datasets alongside more traditional financial data to shape their strategies. Access to these datasets has also increased, yet it still remains a challenge to find good quality data and remain competitive.
Wednesday 30th September 2020 – Quantamental Strategies
Many firms are using blended fundamental strategies with a quantitative approach, but there are still pitfalls and challenges in grasping the best way to adapt. Funds still need to deal with the behavioural changes they encounter as well as ensuring they are utilising technology effectively in their investment decisions. We will discuss the perennial debate of the optimum blend of strategies and how to augment existing expertise.