ATS '21: Smart-Beta Portfolios - a Machine Learning Approach (Alexandr Proskurin)

Thu, Jul 15, 2021 5:00 PM (UTC)

Add to Calendar

Apple  •  Google  •  Office 365  •  Outlook Web  •  Outlook  •  Yahoo

Description
In this session we'll talk about how to build better-factor, smart-beta portfolios using Hierarchical Risk Parity Algorithm. We'll also take a look at how fundamental data is used to filter-out the stock universe to replicate specific factors, and how to mix various factors inside of one portfolio using ML allocation techniques.

---
To access the event, log into: https://algotradingsummit.com/live
Location
https://algotradingsummit.com/live
Start
Thu, Jul 15, 2021 5:00 PM (UTC +00:00)
End
Thu, Jul 15, 2021 5:40 PM (UTC +00:00)
Powered by calndr.link