The discretionary buy side world is currently undergoing a massive shift away from simply leveraging beta towards having to generate consistent idiosyncratic alpha. In order to achieve results in this new reality, the smartest firms are attempting to put in place a process to become more quantitative in their decision making and use new unique alpha generating data sets.
L2Q is a conference to teach discretionary PMs, analysts, and traders the basics of quantitative research so that they can collaborate with the quants on their desk. Quants who work along side with them will also benefit as we explore the best ways to run the difficult process of melding fundamental analysis and quantitative decision making.
Segments are taught by preeminent buy side, sell side, and unique data experts with vast quantitative and discretionary investment experience.
Key takeaways from L2Q
- What are the basic steps and concepts involved in the quantitative research process.
- How to build a collaborative process within your firm to implement an actionable focus on quantitative decision making.
- How to find, vet, and incorporate new tools and data sets into your models and decision making process.
- A roadmap for gaining further education towards implementing a more quantitative investment process.