Decode the Market. Build the Future.Capture the Alpha.
Dr Harry Mamaysky
Co-Founder Quantstreet Capital
Dr. Harry Mamaysky is a Professor at Columbia Business School, where he is the Director of the Program for Financial Studies. Harry’s research focuses on the application of computational linguistics and machine learning techniques to investing. Harry is also a partner at QuantStreet Capital, which offers its clients intelligent financial advice and investing services through separately managed accounts. Harry is a frequent industry and academic speaker. Prior to his time at Columbia, Harry spent years in finance practice, rising to the position of senior portfolio manager at Citigroup, where he later served on the firm’s Risk Executive Committee. Harry was a professor at the Yale School of Management, which he joined after earning his PhD in Finance from the Massachusetts Institute of Technology. He holds BS and MS degrees in computer science and a BA in economics from Brown University.
DAY ONE I Tuesday March 31
10:10 AM PLENARY PANEL: Evolving the Quant Toolkit: Data, Models, and Machine Learning in a Post-Alpha World
Discussion Points:
- Alternative data for alpha discovery: What's working, what isn't, and how are managers avoiding signal decay?
- Hype vs. results - where are quant teams seeing material value?
- Blending systematic models with discretionary insight for dynamic portfolio management - What’s the right balance between human intuition and machine output in today’s portfolio decisions?
- What recent innovations in data or model design have had the biggest impact on your investment process?
- How are quant teams rethinking model explainability considering regulatory scrutiny and internal oversight?
- How are you stress-testing strategies when historical correlations and return assumptions may no longer hold?
Check out the incredible speaker line-up to see who will be joining Harry.
Download The Latest Agenda
