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Discovering alpha using new techniques, new technologies and new data sets

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Discovering alpha using new techniques, new technologies and new data sets

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NEW VENUE! NEW SPEAKER!

PETER MILLINGTON - THURSDAY 10/24 6:30PM WORKBAR - 711 ATLANTIC AVE

Discovering alpha using new techniques, new technologies and new information sets.

Quantopians: we have outgrown our Summer Street meeting space. This month we will be trying out a new venue at Workbar on Atlantic Ave just down the street from South Station (and just a few blocks from our office location where the past meetups have been.)

We are excited to introduce this month's meetup speaker, Peter Millington.

Peter Millington is the President & Director of Research at Haber Trilix Advisors, LP (http://www.trilixcapital.com/index.html) where he is responsible for leading the research and risk management efforts for the firm's investment strategies. He has over 18 years of experience in the investment industry. Before joining Haber Trilix, Mr. Millington served as Director of Quantitative Research and Director of Quantitative Strategies at Pyramis Global Advisors, a Fidelity Investments company, from 2006 to 2010. Prior to the creation of Pyramis in 2006, Mr. Millington served as Director of Quantitative Research at Fidelity Management & Research Company from 2004 to 2006 and served as the portfolio manager of the institutional Canadian Systematic Equity fund from 1999 to 2005. Mr. Millington also provided research and analysis of the US & Canadian equity markets as a quantitative analyst at Fidelity Investments from 1994 to 1999. Mr. Millington earned a Master of Science in Aeronautics & Astronautics from the Massachusetts Institute of Technology in 1991. During his studies at MIT, Mr. Millington was awarded a Charles Stark Draper Research Fellowship to perform joint academic research involving both the Draper Laboratory and MIT communities. Mr. Millington earned a Bachelor of Science in Aerospace Engineering (Magna Cum Laude) from Texas A&M University in 1987. He is a CFA charter holder and a member of the Boston Security Analysts Society, the New York Society of Security Analysts and the Chicago Quantitative Alliance.

Peter will give an overview of best practices in quantitative research and modeling including a discussion of separating alpha factors from risk factors, getting the most out of new technologies for research and trading, as well as pro tips on quant model design and evaluation of backtest results.

As usual we will have some of the Quantopian team on hand to give a quick intro for new comers, as well as pizza and beer to network over. We hope that you can make it out to this new location and take advantage of the opportunity to get inside the mind of one of Boston's top quants!

See you there - Jess

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711 Atlantic Avenue, Lower Level · Boston, MA