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Efficiently Combining Multiple Sources of Alpha
A methodology for efficiently combining multiple sources of alpha when constructing a portfolio
Event Driven Trading and the “New News”: The Other Information Revolution in Markets
There are two information revolutions underway in trading and investing. Most of the headlines focus on structured quantitative market information at ever higher frequencies. The other technology revolution in trading and investing is driven by qualita
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Exploring Developed & Emerging Market Country Allocation for Equities -
Approaches for building country allocation models for equities
Enhanced Risk/Return Attribution for Sector Models -
Stanislav Radchenko MSCI March 25 2014
The False Promise of Target Date Funds -
Dr. David Esch NFA March 25 2014
Boston QWAFAFEW Meeting: Tuesday, 18 Mar 2014 -
DIY Quant Strategies from the Quantopian Community, Jess Stauth, PhD, with Wayne Nilsen, Northfield Information Services as discussant
Hedge Funds as Diversifiers in Institutional Portfolios John Delano, Director, Hedge Fund Strategies -
February 25, 2014 John Delano Commonfund Asset Management
Applications of a Non-Parametric Method of Asset Allocation for High Net-Worth InvestorsApplications -
diBartolomeo Feb 24 2014
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