Meeting on 8/20/17 at 5pm, San Francisco

Our next meeting is scheduled for 8/20/17 (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 an analysis of the size premium of small-cap and micro-cap stocks. See here for paper.

Meeting on 6/11/17 in San Francisco, 5:00pm

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.

Meeting on 6/1/17 in Palo Alto

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!