Event: SQA Presents: The Near-Death Experience of Quant Asset Management
Date: Thursday, October 17, 2013
Time: 5:30PM - 7:30PM
10th Floor Meeting Room
520 Madison Avenue
(between 53rd & 54th)
New York, NY 10022
The International Association of Financial Engineers is pleased to endorse
AUM of "quant" equity managers remains substantially reduced from pre-crisis levels. The use of the term "quant" has been struck from the marketing materials of most asset managers and there has been a widespread loss of faith in quant investment methods. However, studies of actual performance of quant managers find the negative connotation of "quant" to be unwarranted.
About the speaker: Dan diBartolomeo is President and founder of Northfield Information Services, Inc. Based in Boston since 1986, Northfield develops quantitative models of financial markets. Dan is a Visiting Professor at the CARISMA research center of Brunel University in London. In addition, he serves on the Board of Directors of the Chicago Quantitative Alliance and the advisory board of the International Association of Financial Engineers. He is also an active member of the Financial Management Association, and "QWAFAFEW". He has been admitted as an expert witness in US federal courts and state courts for litigation matters regarding investment management practices and derivatives.
In 2010, Dan received an award from Institutional Investor magazine as one of the forty most influential executives in financial technology in connection with his analytical work that helped uncover the Madoff investment fraud. Dan has a long list of publications including books, book chapters and research papers in professional journals such as Financial Analyst Journal, Quantitative Finance and Journal of Investing.
Dan is a director of the American Computer Foundation, and formerly served on the industry liaison committee of the Department of Statistics and Actuarial Sciences at New Jersey Institute of Technology. He continues his several years of service as a judge in the Moscowitz Prize competition, given by the University of California at Berkeley for excellence in academic research on socially responsible investing.
Registration is discounted for IAFE Members!
NO WALK-INS WILL BE ALLOWED! Due to the building security constraints, you MUST preregister for this program by WEDNESDAY, OCTOBER 16th in order to be admitted. No exceptions.