MCFAM Seminar - Factor investing in the age of machine learning

Speaker: Milind Sharma

Abstract: As machine learning transforms Wall Street, quantitative investors are being squeezed by increasingly loud demands to deliver returns and a vanishingly small tolerance for error. Understanding which systematic strategies work, when they work, and how to implement them has become essential for all contemporary investors. Milind Sharma will excerpt from his recent book, "The Quantamental Revolution: Factor Investing in the Age of Machine Learning", including how to navigate the overwhelming “factor zoo” of quantitative investing strategies, which factors actually deliver alpha, and how to combine them effectively.