Shared original research at the London Battle of the Quants. Topic was "Human Learning & Machine Learning: A Quant Fund perspective". We also shared the intuition and findings behind Random Matrix Theory and its role in hedging portfolio risk!
If you want to know more about what Quantitative Investing is all about, you can check out my opening remarks at the NYC Quant Invest conference below. It was a real honor to serve as Chairman. Peter Engel was kind enough to live blog remarks at the link below. Thanks Peter!
Here's the line-up of speakers at the NYC Quant Invest conference this Tue & Wed. Stop by on Day 2 @ 9:40 for the talk on "Incorporating Human & Machine Learning in the Investment Process". Other speakers fro Axioma, Nataxis, Brandywine, Kepos, and Blackrock should also be quite informative!