Investment and strategy for quant investors and their managers

Mr Matthew Perone, speaking at Quant Invest Australia 2011

Mr Matthew Perone,
Director
Helix Partners

Matt is a director and portfolio manager at Helix. Prior to joining Helix, he was a portfolio manager of a quantitative hedge fund at Macquarie Bank. Before that, Matt worked as a quantitative analyst at Citadel Investment Group after graduating from Harvard University with a Bachelor of Arts in Applied Mathematics and Economics in 2004. Matt also graduated from the Division of Engineering and Applied Sciences at the Graduate School of Arts and Sciences at Harvard University with a Masters of Science in Applied Mathematics, Decision and Control Theory in 2004. At Harvard, Matt completed original research on the alpha that can be generated using information from the stock borrow and lending market.

Appearing:

Day One Monday 21 November 2011

5.10pm

Presentation: Next Gen Quant: Rise of the machines

What is the goal of ‘Next Gen Quant’? What are the idea that distinguish in from ‘Old Quant’, and why is there a need for it?
The role of the behaviour of the stock market as adaptive and non-linear
The role of new computer technology and data sources
What are the analytical tools that help us accomplish the goals of Next Gen Quant?
Machine Learning, Evolutionary Computing, Natural Language Processing and Ensemble Learning
What does the next gen portfolio look like?
The role of better risk management in a correlation and multi-beta aware world.

Mr Matthew Perone,

Director,
Helix Partners

Sponsor Quant Invest Australia 2011 ›