The Democratize Quant Conference
Due to limited resources and high demand, our conference is now for clients only.
Democratize Quant Event Logistics
DATES
May 2024, TBD
COST
NO COST
LOCATION
In your office on Zoom!
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What is a Financial Professional?
By registering as a financial professional, you will be allowed access to professional materials specifically intended for financial advisors, registered representatives of licensed security firms, financial planners, and other financial and investment professionals. By requesting access, you certify that you are a financial professional with the requisite knowledge and experience to use this material appropriately. A “finance professional” does not mean you have to be formally employed by a financial services firm (e.g., individual investors are accessible); however, you do need to have a sophisticated financial skill set that a prudent person would consider to be deemed “professional.”
2023 Democratize Quant Conference
| Date | Time | Topic | Presenter | Notes |
|---|---|---|---|---|
| 5/18 | 09:30 – 09:45 | Introduction | Wes Gray | CEO Alpha Architect |
| 5/18 | 09:45 – 10:15 | ETF Industry Update | Eric Balchunas | Senior ETF Analyst, Bloomberg |
| 5/18 | 10:15 – 10:40 | The Value Factor; Presenter | Cliff Asness | CIO, AQR |
| 5/18 | 10:40 – 10:50 | The Value Factor; Discussant | Kai Wu | CIO, Sparkline Capital |
| 5/18 | 10:50 – 11:00 | Q&A | Audience | |
| 5/18 | 11:00 – 11:10 | Break/Q&A | Audience | |
| 5/18 | 11:10 – 11:35 | Reimagined Indexing; Presenter | Que Nguyen | CIO, RAFI Equities |
| 5/18 | 11:35 – 11:45 | Reimagined Indexing; Discussant | Corey Hoffstein | CIO, Newfound Research |
| 5/18 | 11:45 – 12:00 | Q&A | Audience | |
| 5/18 | 12:00 – 12:15 | Conclusion/Event Ends | Wes Gray | CEO Alpha Architect |
Here are the Speakers
Session #1: The ETF Landscape
Senior ETF Analyst at Bloomberg
Bio
Eric Balchunas is Senior ETF Analyst at Bloomberg Intelligence, where he leads the ETF and passive fund research and contributes to Bloomberg Opinion. He is a frequent speaker at industry events and conferences, as well as the co creator of the Bloomberg podcast Trillions and Bloomberg TV’s ETF IQ. Eric is author of The Institutional ETF Toolbox. He lives in Philadelphia with his wife and two boys.
Session #2: The Value Factor
Research Link
Managing and Founding Principal at AQR
Bio
Prior to co-founding AQR Capital Management, he was a Managing Director and Director of Quantitative Research for the Asset Management Division of Goldman, Sachs & Co. He is on the editorial board of The Journal of Portfolio Management, the governing board of the Courant Institute of Mathematical Finance at NYU, the board of directors of the Q-Group, the board of the International Rescue Committee and the board of trustees of The National WWII Museum.
Cliff received a B.S. in economics from the Wharton School and a B.S. in engineering from the Moore School of Electrical Engineering at the University of Pennsylvania, graduating summa cum laude in both. He received an M.B.A. with high honors and a Ph.D. in finance from the University of Chicago, where he was Eugene Fama’s student and teaching assistant for two years (so he still feels guilty when trying to beat the market).
Founder and CIO of Sparkline Capital
Bio
Kai Wu is the founder and Chief Investment Officer of Sparkline Capital, an investment management firm applying state-of-the-art machine learning to uncover alpha in large, unstructured data sets. Prior to Sparkline, Kai co-founded and co-managed Kaleidoscope Capital, a quantitative hedge fund in Boston. Previously, Kai worked at GMO, where he was a member of Jeremy Grantham’s asset allocation team. Kai graduated from Harvard College Magna Cum Laude and Phi Beta Kappa.
Session #3: Reimagining Index Funds
Research Link
Partner, CIO, Equity Strategies at Research Affiliates
Bio
Que Nguyen leads the cross-sectional equity research and strategy design that supports the firm’s systematic active portfolios and smart beta indices. She works in close collaboration with the PIMCO RAE™ portfolio managers and Research Affiliates’ academic advisors. Que is a member of the Investment Committee and the Management Committee of Research Affiliates.
Prior to joining Research Affiliates, Que was a managing director at Willett Advisors for seven years. Previous to that position, she was a managing director at the University of Chicago Office of Investments. Que has also worked at Numeric Investors, Morgan Stanley, State Street, and Barra.
Que received an AB honors degree from Harvard University in applied mathematics with an emphasis in economics.
Co-founder and CIO of Newfound Research
Bio
Corey Hoffstein is the co-founder and Chief Investment Officer of Newfound Research, a quantitative investment firm dedicated to helping investors pro-actively unlock the benefits of diversification through alternative investment strategies and capital efficient solutions.
Corey’s research has been published in leading journals including the Journal of Index Investing and the Journal of Alternative Investments. He is also the host the popular quantitative investment podcast Flirting with Models.
Corey holds a B.S. in Computer Science from Cornell University and an M.S. in Computational Finance from Carnegie Mellon University.