Investment and strategy for quant investors and their managers

Dr. Jonathon Brogaard, speaking at Quant Invest Australia 2011

Dr. Jonathon Brogaard,
Assistant Professor of Finance
University of Washington

Jonathan Brogaard is an assistant professor of finance at the University of Washington's Foster School of Business. He obtained a joint JD - PhD in Finance from the Northwestern University School of Law / Kellogg School of Management. His current research interests involve understanding the activities of high frequency traders and their impact on financial markets. Outside of academia, Jonathan consults for quantitative-based hedge funds.

Appearing:

Day One Monday 21 November 2011

11.20am

Panel: How to distinguish between different styles of quant for a stronger portfolio

What parts of quant are becoming ineffective - and what are their
What styles of quants are currently available?
How do they differ?
What are the common misconceptions in quant?
Discovering new factors, new models, new combinations of factors
How can quant investment strategies contribute to a more diversified portfolio?

Mr Ganesh Suntharam,

Head of Quant,
Perpetual Limited

Dr. Jonathon Brogaard,

Assistant Professor of Finance,
University of Washington

Mr Joe Cole,

Portfolio Manager,
QIC Quantitative Management

Day Two Tuesday 22 November 2011

4.10pm

Panel: Is HFT riskier than long term strategies?

In longer term strategies, is the difference of an hour, day or week really significant?
What are the external risks not being considered in HFT?
The blatant risks of HFT: algo waywardness, power failure, system failure and credit risk

Mr Robert Moxham,

Managing Director,
eStats Capital

Dr. Jonathon Brogaard,

Assistant Professor of Finance,
University of Washington

Sponsor Quant Invest Australia 2011 ›