Next Meetup

Live Webinar: Finding Alpha from ESG2.0™ Factors Beyond the U.S.
Please join us for the next Quantopian webinar, “Finding Alpha from ESG2.0™ Factors Beyond the U.S.” at 1pm EDT on December 13th. This webinar will be hosted by Dr. Stephen Malinak from Truvalue Labs. You can sign up for the webinar for FREE today: About the Talk: “Finding Alpha from ESG2.0™ Factors Beyond the U.S.” Advances in Big Data and Artificial Intelligence have enabled the construction of new data sets for analyzing investments. It is now possible to look at qualitative factors such as Environmental, Social, and Governance (ESG) issues using machine learning techniques. ESG2.0 enables the user to look at company ESG performance derived from third-party sources rather than company-disclosed ESG metrics. This study tests the effectiveness of timely Environmental, Social, and Governance (ESG) signals as screening tools and quantitative “alpha” factors for the All-Country World Ex-US Index (ACWX) benchmark over the past ten years. ACWX is a widely-followed collection of large-cap stocks outside the US. About the Speaker: Dr. Stephen Malinak, Chief Data and Analytics Officer, Truvalue Labs Stephen leads Truvalue Labs’ quantitative research team in applying artificial intelligence and machine learning techniques to create new financial signals from unstructured data. An industry leader in quantitative analytics, Stephen joined Truvalue Labs from Thomson Reuters, where he spearheaded the company’s quantitative analytics offering, StarMine, and developed over 15 quantitative models. He has an extensive track record of successful predictive models using widely varying techniques across numerous domains. He attended college at the Massachusetts Institute of Technology where he received his S.B. in Electrical Engineering and Computer Science. Malinak went on to receive his Masters and PhD in Engineering-Economic Systems from Stanford University. The webinar will also be recorded and posted to the Quantopian Youtube Channel: Register today:

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What we're about

NYC Algorithmic Trading is for anyone interested in creating and using algorithms in the financial markets. We arrange monthly talks from practicing quants, algorithmic traders, trading technology experts, and academics. Our focus is practical, rather than theoretical. We enjoy talking about how to automate the purchase and sale of securities using statistics, machine learning, data mining, and algorithms.

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