George Mylnikov


VP, Head of Quantitative Research
Windhaven Investment Management


2:25 PM Panel discussion: Uncovering and assessing risk factors of a pure quant strategy

  • The issues of overfitting: how can you accurately predict in an undefined universe without overfitting?
  • Interpretability: Can you ever really trust a black box to make the right decisions without human understanding, and will the regulators agree?
  • Examining the success of your algorithm in different market conditions: have you correctly identified the relevant factors?
  • Coping with tail/extreme events: are you prepared for the unexpected?



Check out the incredible speaker line-up to see who will be joining George.

Download The Latest Agenda