The Annual SQA Full-Day Conference: In Memory of Kent Clark
Thursday, March 09, 2023, 8:30 AM - 6:30 PM EST
Category: Events
The Annual SQA Full-Day Conference
SQA Full-Day Conference: Quantitative Investing In Memory of Kent Clark
Thursday, March 9th, 2023, 8:30 AM - 6:30 PM Location: AB (AllianceBernstein), 1345 Avenue of the Americas, 41st Floor, New York
Join us for the flagship SQA Full-Day conference. Hear from the leading academics and practitioners in quantitative investing, factor investing and risk management, and re-connect with your network.
Agenda
8:30 AM: Registration & Check-In Morning sessions: Quantitative Investing 9:00 AM: Simona Abis, Assistant Professor of Business, Columbia Business School Man vs. Machine: Quantitative and Discretionary Equity Management: New Results (updated version of paper) 10:00 AM: Mark Kritzman, Chief Executive Officer, Windham Capital Management Senior Lecturer in Finance, MIT Sloan School of Management Relevance-Based Prediction (paper) 11:00 AM: Break 11:15 AM: Mark Carhart, Chief Investment Officer, Kepos Capital Remembering Kent Clark 11:30 AM: Kent Daniel, Professor of Business, Columbia Business School The Dynamics of Disagreement (paper) 12:30 PM: Lunch Afternoon sessions: Factor Investing 1:30 PM: Andrew Ang, Head of Factors, Sustainable and Solutions, BlackRock Systematic Trends and Cycles of Style Factors in the 20th and 21st Centuries (paper) 2:30 PM: Michele Aghassi, Principal and Portfolio Manager, AQR Capital Management Fact, Fiction, and Factor Investing (paper) 3:30 PM: Break 3:45 PM: Pawel Polak, Assistant Professor, Department of Applied Mathematics and Statistics, Stony Brook University Momentum Without Crashes (paper) 4:45 PM: Anup Srivastava, Professor and Canada Research Chair, Haskayne School of Business, University of Calgary Correcting Earnings and Book Values for Accounting Deficiencies (updated version of paper) 5:45 PM: Networking & Catered Reception 6:30 PM: Event Concludes
Pricing Members: $200 Students: $50 Non-Members: $300
Please note we are continuing to offer a promotion in recognition of the disruption due to Covid 19, and as a thank you to the fantastic SQA network: If you sign up or renew this quarter, prior to March 31st, you will receive 13 months of membership at the cost of 12. For questions or more information please email [email protected]
We are excited for the future of SQA and value your membership. Please do not hesitate to contact us at [email protected] or call 518-694-3157 if you have any questions or complications.
Best Wishes,
SQA Board of Directors
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