Our next meeting is scheduled for 6/11/17 (Sunday) at 5pm in San Francisco on the 2nd floor lounge of the Marriott Marquis (780 Mission Street). See here for more information about the venue. Once you enter the hotel, go to the 2nd floor using the escalator and you will see a lounge with sofas and tables. Feel free to send an email if you have trouble finding it.
We will be having a discussion on mean-reversion. See this post for details about the article.
Our next meeting is scheduled for 6/1/17 at 7:00pm at Paris Baguette on 383 University Avenue, Palo Alto (see here for directions).
We will discuss the paper “Leverage as a Weapon of Mass Shareholder-Value Destruction; Another Look at the Low Beta Anomaly.”
I’d also like to give a quick demo of the Quantopian backtesting platform to show how we might test some of the results in these papers that we discuss.
If you find other papers or topics that you’d like to suggest in future meetings, please mention it in the comments.
Let me know if you have any questions and see you soon!
Our next meeting is scheduled for 5/10/17 at 6:30pm in Palo Alto (exact location TBD- check back here in a few days).
We will discuss the Black Litterman model and possible ways to build a small test implementation. See here for article and feel free to add your questions in the comments section below.
Our next meeting is scheduled for 4/26 at 6:30pm at Galvanize in San Francisco in SOMA.
We will discuss Taleb’s paper : “Finiteness of Variance is Irrelevant in the Practice of Quantitative Finance.” See previous post.