4th Annual Quantitative Investment Virtual Conference 2020 - Series

S&P Global Market Intelligence and Korea Quantitative Association invite you to join us at our upcoming three-part virtual conference series and look into the future of quantitative investing. Supported by Samsung Securities, Hanwha Asset Management and CAIA Association, this conference series is complimentary and features a strong line-up of industry specialists who will discuss important issues and trends that span fixed income analysis, factor strategies, and new investment perspectives.

AGENDA

Part 1
25 November 2020 – Fixed Income Analysis

• Growth of e-trading in the corporate debt market
• Is there value in text analysis of credit ratings research?
• Factor investing in fixed income

Part 2
2 December 2020 – Factor Strategies

• Portfolio protection with alternative risk premia
• The earnings announcement premium as uncertainty aversion: theory and evidence
• Value’s death: Who killed the value?
• AI-driven alpha factor research

Part 3
9 December 2020 – New Investment Perspectives

• The road to autonomous investing
• Climate and ESG investing
• Why the Korean market should be included in MSCI Developed Markets Indexes

Click here to view detailed agenda and speakers’ biographies.