George Mylnikov, VP, Head of Quantitative Research at Windhaven Investment Management
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George Mylnikov


VP, Head of Quantitative Research
Windhaven Investment Management

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

Download The Latest Agenda

Conference Day Two: March 20 2019

Tuesday, March 19th, 2019


2:15 PM Panel discussion: Uncovering and assessing risk factors of a pure quant strategy

  • 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?