An Intro to Becoming a Quant & Opportunities and Pitfalls in Momentum Investing

Join us for two great talks on quantitative finance. Lee Tobey, the founder of Hedgewise (https://www.hedgewise.com/), will be presenting "Intro to Becoming a Quant: Discussing the Core Principles". Gary Antonacci, author of Dual Momentum Investing: An Innovative Approach for Higher Returns with Lower Risk (https://www.amazon.com/gp/product/0071849440/ref=nosim?tag=optimmomen-20), will then present "Opportunities and Pitfalls in Momentum Investing".

There will be ample time for networking and discussion before and after the presentations, so don't miss out! Food and drinks will be provided by Quantopian (https://www.quantopian.com/). Thank you to Galvanize (http://www.galvanize.com/) for hosting this event.

Agenda

6:00-6:30: Networking

6:30-7:15: Lee Tobey, "Intro to Becoming a Quant: Discussing the Core Principles"

7:15-7:30: Questions/Discussion

7:30-8:15: Gary Antonacci, "Opportunities and Pitfalls in Momentum Investing"

8:15-8:30: Questions/Discussion

8:30-9:00: Networking

Intro to Becoming a Quant: Discussing the Core Principles by Lee Tobey

This will be an interactive discussion about what quantitative investing is, how and why it works, and the conceptual framework you need to get started.

"Opportunities and Pitfalls in Momentum Investing" by Gary Antonacci

Gary will begin by explaining the origins and history of momentum investing. He will show why momentum is called “the premier anomaly.”

Gary will describe the way momentum is most commonly used and why this may not be the best approach. He will discuss the hidden risks associated with momentum and other factor based investments.

Using easily understood examples and historical research findings, Gary will show how relative strength momentum can enhance investment returns, while trend-following absolute momentum can dramatically decrease risk exposure.

Gary will show which assets are best to use for momentum investing. Finally, Gary will describe the behavioral biases you must deal with and the mind set you need to become a successful momentum investor.

In this talk you will learn how to:

a) Spot the best momentum investment opportunities in any market environment

b) Protect yourself from bear market risk exposure and behavioral biases

c) Construct your own low-cost, rules-based dual momentum portfolio that is simple to understand and easy to maintain.

About Lee Tobey

Mr. Lee Tobey has over a decade of experience investing in financial markets, and previously worked as a manager at the largest hedge fund in the world, Bridgewater Associates. He went on to start his own quantitative-based investment company, Hedgewise (https://www.hedgewise.com/), in 2014. Prior to his work in financial markets, Lee was a strategy consultant with Oliver Wyman and graduated from the Wharton School of Business in 2007.

About Gary Antonacci

Gary Antonacci has over 40 years’ experience as an investment professional focusing on underexploited investment opportunities. His innovative research on momentum investing was the first place winner in 2012 and the second place winner in 2011 of the prestigious Wagner Awards for Advances in Active Investment Management given by the National Association of Active Investment Managers (NAAIM).

Gary is author of the award-winning book, Dual Momentum Investing: An Innovative Approach for Higher Returns with Lower Risk. His research introduced the investment world to dual momentum, which combines relative strength price momentum with trend following absolute momentum.

Gary received his MBA degree from the Harvard Business School. He serves as a consultant and public speaker on asset allocation, portfolio construction, and momentum strategies. You can learn more about Gary and dual momentum at http://optimalmomentum.com (http://optimalmomentum.com/).