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Half Day Conference: Risk, Leverage, and Alpha

  • Nov 8, 2012 · 8:00 AM
  • This location is shown only to members


Aaron Brown, CRO, AQR Capital, "Red-Blooded Risk"
Lisa Goldberg, UC Berkeley, "Will My Risk Parity Strategy Outperform?"
Jason MacQueen, Founder, R-Squared, "The Structure of Risk Models"
Attilio Meucci, CRO, Kepos Capital, "Fully Flexible Probabilities via Entropy Pooling"
Ken Winston, CRO, Western Asset Management, "Risk Management for Long-Short Portfolios"

The Society of Quantitative Analysts (SQA) is dedicated to providing cutting edge content to the quantitative investment community. After recent news on AXA Rosenberg and Knight Capital, the SQA identified two particular areas in quantitative asset management that drew attention from regulators: the culture of compliance and the risk management discipline. Last April we began with "Model Risk, Quants, and the Law", and we now invite you to join us as we continue the discussion "Risk, Leverage, and Alpha" on November 8th in New York City.

If you are a member of the SQA (not just the MeetUp group) or an affiliated group, or if you are registering early, you may be eligible for a discount. Register via the SQA website at to see details.

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  • Sergei P.

    By the way, Citi auditorium is the room where Vikram Pandit announced his resignation two weeks ago. Histroric room for historic event.

    October 29, 2012

  • Sachin

    Would like to attend the next one

    October 19, 2012

8 went

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