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

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