Let’s Democratize Quant…Together
Democratize Quant is a joint effort between Alpha Architect and Villanova University that seeks to turn academic insights into investment performance.
The mission of Democratize Quant is to help a select group of motivated investors leverage academic finance research to improve their investment processes. The event is education-focused and serves as a compliment to the long-standing MARC academic conference, which is hosted by the Villanova University Finance Department.
Benefits of the conference:
- Low-cost admission (At-cost; Excess “profits” go to Villanova)
- Intimate environment (Limited invitations; Screened applications)
- The pursuit of intellectual truth (No product-hawking; No story-telling; No jerks)
Who should attend? Investors looking to improve their knowledge:
- Practitioner Researchers
- Academic Researchers
- Independent Advisor CIO/PM
- Do-It-Yourself Investors
Improve Your Knowledge
Your Research Experts
Discussion #1: The Future of the ETF Industry
Presenter
Ben Johnson
Director of Global ETF Research at Morningstar
Discussant
Eric Balchunas
Senior ETF Analyst at Bloomberg
Discussion #2: Who's on Other Side?
Presenter
Antti Ilmanen
Principal at AQR Capital Management
Discussant
Corey Hoffstein
CIO NewFound Research
Keynote Presenters
Day 1: “Pracademic” Keynote
Rich Evans, PhD
Associate Professor at The Darden School of Business (University of Virginia)
Day 2: Academic Keynote
Laura Starks, PhD
Charles E. & Sarah M. Seay Regents’ Chair in Finance at The University of Texas
Discussion #3: What's Up with Momentum?
Presenter
Andrew Berkin, PhD
Head of Research, Bridgeway Capital Management
Discussant
Mikhail Samonov
Founder, Two Centuries Investments
Discussion #4: A New Asset-Pricing Technology: The ZCAPM
Presenter
Jim Kolari, PhD
JP Morgan Chase Professor of Finance at Texas A&M
Discussant
Liqian Ren, PhD
Director of Modern Alpha, WisdomTree
Fireside Chat: Jeremy and Jim
Jim O’Shaughnessy Shares His Lessons from a Life as a “Quant”
Moderator
Jeremy Schwartz
Global Head of Research, WisdomTree Investments, Inc.
Honored Guest
Jim O’Shaughnessy
Chairman and Chief Investment Officer of O’Shaughnessy Asset Management
Dinner with Annie Duke
Annie Duke
Author, Speaker, and Decision Strategist
Annie Duke is an author, and experienced corporate speaker and consultant on the behavior of decision making. In 2018, Annie’s first book for general audiences, “Thinking in Bets: Making Smarter Decisions When You Don’t Have All the Facts” was released by Portfolio, an imprint of Penguin Random House. It quickly became a national bestseller. As a former professional poker player, she has won more than $4 million in tournament poker. During her career, Annie won a World Series of Poker bracelet, and is the only women to have won the World Series of Poker Tournament of Champions, and the NBC National Poker Heads-Up Championship. A mom of four, she has written five books and raised more than $18 million for charities. Annie is a cofounder of HowIDecide.org, a member of the National Board of After-School All-Stars and a member of the NationSwell Council. In 2016 she joined the board of directors of the Franklin Institute, one of America’s oldest and greatest science museums. She has also won a televised championship in rock-paper-scissors.
“Thinking in Bets”
Meet Some of Your Faculty
We’ll take your knowledge to the next level
Laura Starks, PhD
UT Austin
Corey Hoffstein
NewFound
Andy Berkin, PhD
Bridgeway
Wesley R. Gray, PhD
Alpha Architect
Jack Vogel, PhD
Alpha Architect
Jeremy Schwartz
WisdomTree
Ben Johnson
Morningstar
Mikhail Samonov
Two Centuries Investments
Eric Balchunas
Bloomberg
Bryan Johanson
RBC
Rich Evans, PhD
UVA
Jim Kolari, PhD
Texas A&M
Liqian Ren, PhD
WisdomTree
Antti Ilmanen
AQR
Mike Pagano, PhD, CFA®
Villanova University
Chris Hempstead
DB
Democratize Quant Agenda
Two Days of Intense Study (Day 2 is Optional)
30-minute presentation; 10-minute discussant; 10-minute Q&A
Day 1 Agenda
*Business casual attire
Time | Event | Lead Faculty |
---|---|---|
9:00 | Registration and Coffee Session | N/A |
9:40 | Dean’s Welcome and Opening Remarks | Villanova Dean |
10:00 | The Future of the ETF Landscape | Ben Johnson / Eric Balchunas |
10:50 | Break | N/A |
11:15 | Who is On the Other Side? | Ilmanen/Hoffstein |
12:05 | Break | N/A |
12:20 | Panel: Facts, Fiction and Transaction Costs | Pagano & Panelists (Hoffstein/Ilamen/Hempstead/Johanson) |
12:50 | Lunch/Keynote | Rich Evans |
2:10 | What’s Up with Momentum? | Berkin/Samonov |
3:00 | Break | N/A |
3:30 | A New Asset-Pricing Technology: The ZCAPM | Kolari/Ren |
4:20 | Break | N/A |
4:40 | Panel: New Ideas in Asset Pricing | Vogel & Panelists (Kolari/Berkin/Ren/Samonov) |
5:10 | Break | N/A |
5:25 | Fireside Chat | O’Shaughnessy/Schwartz |
5:55 | Closing Remarks | Gray |
6:00 | Reception | N/A |
7:00 | Dinner | Annie Duke |
Day 2 Agenda
Here is the official schedule on the Villanova Site.
Time | Event | Lead Faculty |
---|---|---|
8:15 | Registration and Coffee Session | N/A |
8:40 | Opening Remarks | Pagano |
8:45 | Dean’s Welcome | N/A |
9:00 | Financial Markets Session | Multiple |
10:15 | Distinguished Speaker | Allen Berger |
10:45 | Coffee Break | N/A |
11:00 | Investments Session | Multiple |
12:15 | Lunch and Keynote | Laura Starks |
1:30 | Corporate Finance Session | Multiple |
2:45 | Distinguished Speaker | Russ Wermers |
3:15 | Coffee Break | N/A |
3:30 | Financial Institutions Session | Multiple |
4:45 | Reception | N/A |