Ronnie Shah | Head of Quantitative Strategy
Deutsche Bank

Ronnie Shah, Head of Quantitative Strategy, Deutsche Bank

Dr. Ronnie Shah joined Deutsche Bank in March 2017 as a Director and Head of US Quantitative Research and Quantitative Investment Solutions. Prior to Deutsche Bank, he led quantitative research efforts in various roles as Senior Director of Research for Gerstein Fisher Funds, Senior Researcher at Dimensional Fund Advisors and as a Portfolio Manager for the Scientific Active Equity team at BlackRock. His research has been published in various academic and practitioner financial journals including the Journal of Portfolio Management, Journal of Index Investing and Journal of Investment Management. Dr. Shah graduated summa cum laude with a BS in economics from the Wharton School and BAS in Systems Engineering from the University of Pennsylvania, an MSc in Finance and Economics from the London School of Economics, and an MA and PhD, both in Finance, from the University of Texas McCombs School of Business. He currently serves as an adjunct professor of Finance at the University of Texas McCombs School of Business.

Appearances:



TNSY 2018 @ 14:30

Fundamental acceleration – using machine learning techniques to forecast fundamental values

  • Stale valuation – evaluating timeliness of fundamental information
  • Forecasting – how to use a machine learning lasso technique to predict fundamental values
  • Results – how does using this technique impact risk-adjusted returns and capital allocation across existing quantitative signals?
last published: 20/Aug/18 19:55 GMT

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