16th Python for Quant Finance Meetup

Dear Python Quants,

The program has changed for next Monday. Quantum computing will be covered in a later event.

I am excited that we will have a "quantamental" talk by Tim Gaumer about Factor Diversification (see abstract of the talk and bio of Tim below).

I will also briefly talk on Performance Python -- How to Make Python Really Fast.

Thanks to Thomson Reuters for hosting us again.

Happy Python Coding,

Yves

ABSTRACT

Achieving alpha in actively managed funds and portfolios is getting more challenging by the day. Diversification may be the last free lunch on Wall Street.

Tim will discuss the benefits of diversifying your investment portfolio by various market factors rather than tilting it toward just one. Tim will explore value, momentum, quality, and other factors and show which work best in North America and how best to combine them into a single, alpha-generating, multi-factor model.

BIO

Tim Gaumer is Director of Fundamental Research at Thomson Reuters, a position he also held at StarMine, a company acquired by Thomson Reuters in 2008.

With more than 20 years of experience conducting fundamental analysis, Tim is widely regarded as an expert who helps fundamental investors apply StarMine’s innovative quantitative research in their investment process. Tim previously worked at several buy-side firms, most recently at Transamerica Investment Management as an equity analyst and portfolio manager.