Tag Archives: announcements

More Quantopian alt hedge fund announcements

Another Quantopian like alternative hedge fund approach looking for ‘suckers’ (I mean strategists) to pony up their trading ideas

 

New York, NY, May 15, 2017 – Momenta Capital Management LLC (MCM), a Greenwich, Connecticut global macro investment advisor, today announced an agreement with the Algorithmic Traders Association (ATA) to establish the new Global Strategies Platform (GSP).

Under the terms of the agreement, qualified members of the ATA’s community of emerging systematic managers can take advantage of the opportunity to be onboarded to the GSP as part of a new and diversified macro portfolio. The GSP macro portfolio will be available for investment by qualified institutional investors seeking unique Alpha-generating strategies.

The GSP is currently accepting applications from emerging systematic managers and authors of systematic trading strategies, apply to join the GSP here: http://www.atassn.com/capital

The GSP Portfolio has the potential to accelerate managers’ institutional-level asset bases by exploring the inherent knowledge and expertise of a massive talent pool. MCM and ATA will partner with talented managers who have drafted and tested investment strategies that meet the high implementation and returns benchmarks.

“Institutional Investors understand that intelligently designed and executed ideas are often developed by emerging managers or strategists. These ideas, coupled with an efficient execution platform and disciplined risk management, form the basis for delivering favorable and consistent risk-adjusted returns in today’s markets.”

– Nick Vasserman, CIO of Momenta Capital Management, LLC.

About MCM

Momenta Capital Management LLC (MCM), was founded in 2016 by Nick Vasserman and former J.P. Morgan colleagues with a mission to deliver consistent risk-adjusted and uncorrelated returns through deployment of efficient and disciplined global macro alpha.
MCM’s investment approach is to capitalize on multi-frequency tactical market opportunities, structural risk-premia and comprehensive risk management across liquid macro markets.

NOTE I now post my TRADING ALERTS into my personal FACEBOOK ACCOUNT and TWITTER. Don't worry as I don't post stupid cat videos or what I eat!

Attilio Meucci – Advanced Risk and Portfolio Management Bootcamp announcements

Attilio Meucci – Advanced Risk and Portfolio Management Bootcamp announcements
I. ARPM Bootcamp 2014
Registration for the six-day course Advanced Risk and Portfolio Management Bootcamp is open! Dates: August 11-16, 2014. Location: New York University – Kimmel Center.
The ARPM Bootcamp provides in-depth understanding of buy-side modeling from the foundations to the most advanced statistical and optimization techniques, in nine heavily quantitative hours each day for six days, with theory, live simulations, review sessions and exercises.
Topics include portfolio construction, factor modeling, liquidity and execution, risk modeling, and much more (accreditation for 40 CE units CFA Institute and 40 CPE units GARP)

The ARPM Bootcamp features a Gala Dinner with world-renowned quants (Rob Almgren, Peter Carr, Emanuel Derman, Bruno Dupire, Jim Gatheral, Bob Litterman, Bob Litzenberger, Andrew Lo, Fabio Mercurio, Steven Shreve, …). We also make donations to several charities via One More Reason (to see video, photos, feedback and more from last year’s ARPM Bootcamp, click here)
Much support comes from our Educational Partners (GARP, CFA Institute, PRMIA, Society of Actuaries, …); our Corporate Partners (PricewaterhouseCoopers, Mathworks, Axioma, Northfield, NAG,…); and several Masters in Financial Engineering (Berkeley, Washington, MIT, Carnegie Mellon, …)

For program and overview, click here. To register, click here.


 

II. Featured white papers: special issue on diversification
The SSRN Research Paper Series for Advanced Risk and Portfolio Management has the objective of collecting mathematically rigorous and practical research for buy-side quantitative finance. The series is free, owns no copyright, and your work can be embedded simultaneously in other series/journals. To include your research in the series, please contact us at ssrn@symmys.com
Selected featured articles:
  • Positional Portfolio Management, by P. Gagliardini, C. Gourieroux, M. Rubinread article
  • Equal Risk Bounding Is Better then Risky Parity For Portfolio Selection, by F. Cesarone, F. Tardellaread article
  • Algorithmic Trading with Learning, by A. Cartea, S. Jaimungal, D. Kinzebulatovread article
  • Neither ‘Normal’ nor ‘Lognormal’: Modeling Interest Rates Across All Regimes, by A. Meucci, A. Loregianread article


III. Buy-side quant discussions on LinkedIn

View our technical discussions on the SYMMYS forum on LinkedIn. Sample discussions:

– Correlation and Joint Distribution by Using Copula
– Impact of Higher Moments on Portfolio Optimization
– Application of the 10 steps of “the Prayer” to Portfolios with a Benchmark

Other quant forums exist, but our group focuses on quant buy-side issues. Also, no advertisements here, only practical knowledge sharing! Join to contribute papers, code, or thoughts on topics such as portfolio construction, drawdown control, liquidity risk, market impact, estimation and forecasting, etc.

                                                      IV. Upcoming Events
MathFinance Conference 2014
The MathFinance Conference is the largest quantitative finance event covering the European market and an influential driver in the dissemination of ideas, information and knowledge. Renowned speakers from all over the world, including Senior Quantitative Analysts, Risk Managers and Academics, deliver their talks as part of this two-day event, to be held in Frankfurt on the 14th and 15th of April 2014.
Take a look at our Conference Handout and Registration Page!

The Trading Show Chicago
June 4-5, 2014, Navy Pier, Chicago, IL.
Chicago’s leading quant, automated trading, exchange technology and big data event, the Trading Show Chicago is the only place you will hear from leading CTO’s, CEOs, and experts in proprietary, quant investing and exchange technology.

Whether you’re focused on new quantitative models, adopting low latency systems or managing risk, The Trading Show Chicago provides unparalleled opportunities to network and ultimately do business with top trading firms, quant funds, international exchanges, end investors, banks, brokers, and technology providers.
Download the brochure here
NOTE I now post my TRADING ALERTS into my personal FACEBOOK ACCOUNT and TWITTER. Don't worry as I don't post stupid cat videos or what I eat!

Turn off the news & economic announcements

Turn off the news & economic announcements

Has anyone ever tried this? To trade purely on price action ?
No news, no announcements, no opinion,

 

==

I trade like this, but you still need to look at the BIG news!

 

==

Every day… never look at news at all… my forecasting accuracy raised no end…

As John Kenneth Galbraith once said:
Economics is extremely useful as a form of employment for economists.
The only function of economic forecasting is to make astrology look respectable.

 

 

NOTE I now post my TRADING ALERTS into my personal FACEBOOK ACCOUNT and TWITTER. Don't worry as I don't post stupid cat videos or what I eat!