The talk is to be based on a forthcoming JPM article Smart Betas, Alpha Signals and Factor Model Alignment with Paul Pfleiderer. In the paper the authors consider the case for augmenting risk models to be used in portfolio construction to reflect information embedded in the portfolio manager’s alphas. “Smart beta” models and cases where alpha signals are partly factor-driven but incorrectly perceived to be stock-specific, are considered. Follow-up research on extensions of t
Quantal has successfully migrated its portfolio analytic enterprise application and ETL process to AWS. As a result, Quantal clients will see performance improvement, reliability and enhanced security. Quantal PRO product suite now uses rich platform and cloud infrastructure services like Virtual Servers, RDS and auto-scaling load balancing.
May 25, 2016, Our esteemed CEO Terry Marsh will present a keynote speech on Saturday, 11th June 2016 at National Chiao Tung University Hsinchu, Taiwan. Theme of Conference - Financial and banking serving industries in Asian and other Pacific basin regions and countries will be discussed. Corporate Social Responsibility, Corporate Governance, Privatization, Risk Management, Asset Pricing, and Financial Accounting will also be covered. Visit http://centerforpbbefr.rutgers.edu/