About the Session

Financial markets are influenced by news, (micro) blogs and other categories of online streaming data. These sources of information reach Financial Market participants, such as traders, analysts, fund managers, and others, both synchronously and asynchronously. In the past, an informed trader or a fund manager would digest these items of information and then take asset allocation or risk control decisions.

Indeed, together they create an efficient market as postulated in EMH by Nobel laureate Fama and his co-workers. Passive investors invest in the market index in the belief that in the long term, their investments will rise with the market, that is, the index. But active investors wish to exploit market inefficiencies and seek ‘alpha’ in the short term.

In this webinar, the experts in this domain discuss the research findings and consider various ways in which traders and fund managers may find the elusive ‘alpha’.

About the Speakers

Dr. Ernest Chan

Dr. Ernest Chan is the CEO of the financial Machine Learning firm Predictnow. ai, and an award-winning quantitative hedge fund manager and acclaimed quant finance author. He was previously a machine learning researcher at IBM T.J. Watson Research Center and Morgan Stanley, and a proprietary trader at Credit Suisse.

Prof. Gautam Mitra

Prof. Gautam Mitra is the founder and the MD of OptiRisk Systems. He is an internationally renowned research scientist in the field of Operational Research in general and computational optimisation and modelling in particular.

Dr. Matteo Campellone

Dr. Matteo is the co-founder and Executive Chairman of Brain, a company focused on the development of algorithms for trading strategies and investment decisions. He holds a PhD in Physics and a Master's in Business Administration. Dr. Matteo’s past activities included Financial Modelling for financial institutions and Corporate Risk and Value-Based Management for industrial companies. As a Theoretical Physicist, he worked in the field of statistical mechanics of complex systems and non-linear stochastic equations.

This webinar will be conducted on:
Thursday, March 2, 2023
8:30 AM EST | 7:00 PM IST | 9:30 PM SGT