Zura Kakushadze, President & CEO at Quantigic Solutions
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Zura Kakushadze

President & CEO
Quantigic Solutions

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

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Conference Day Two: March 20 2019

Tuesday, March 19th, 2019

10:00 AM Keynote: Risk models for quant trading

  • How to build risk models for short-horizon & ephemeral ML-based data-mined alphas?
  • How to make the covariance matrix out-of-sample stable & invertible for short lookbacks?
  • Can using ML-based methods (e.g., clustering) for building such risk models add value?
  • Should PMs allocate resources for building custom risk models or use commercial ones?