Chicago Quantitative Alliance

Events

CQA Fall Conference 2016

Chicago

 

Event begins: Sep 21, 2016

 

Event ends: Sep 22, 2016

 

The annual Fall CQA Conference will be held at the Mid-America Club on the 80th floor of the Aon Building in downtown Chicago.

PresenterTitleOrganization
Jongsub LeeRelated Securities and the Cross-Section of Stock Return Momentum: Evidence from Credit Default Swaps (CDS)University of Florida
Quoc NguyenLazy PricesUniversity of Illinois
Linghang ZengDoes History Repeat Itself?Georgia Tech
Delaney Granizo-MacKenzieDealing with Overfitting When Crowdsourcing AlphaQuantopian
Jeffrey SommersRussian Offshore Economics From the Start: Why Russia's Oligarch's Do Not Want To Annex The BalticsUniversity of Wisconsin-Milwaukee
Huseyin GulenExtrapolation Bias and the Predictability of Stock Returns by Price-Scaled VariablesPurdue University
Maarten NederlofSuddenly Everyone Wants To Be a "Factor" Investor: What Took Them So Long?Risk Premium Investment Management
Greg WilliamsonSuddenly Everyone Wants To Be a "Factor" Investor: What Took Them So Long?Red Cross
Daniel EllsbergRisk, Ambiguity, and DecisionEconomists for Peace and Security
Chuck GabrielWhat's Next for Washington?Capital Alpha Partners
Tom PhillipsUncloaking CAPE: A New Look at an Old Valuation RatioBNP Paribas
Marc GrensFundamentals on Why Consumers Buy BitcoinDigital Mint
Jonathan SolomonFundamentals on Why Consumers Buy BitcoinDigital Mint
Sehoon KimHedge Fund Activism and Internal Capital MarketsOhio State University
Craig MacFarlanePride and PerformanceAuthor

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