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SQA/CFA Series: Modernizing Investment Research Panel 3
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SQA/CFA Series: Modernizing Investment Research Panel 3

 Export to Your Calendar 10/27/2020
When: Thursday, Oct. 1, Thursday, Oct. 15, Tuesday, Oct. 27, and Thursday, Nov. 5
12:00 - 1:00 PM.
Contact: Rebecca Harrington

Online registration is available until: 10/27/2020
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Series: Modernizing Investment Research


Modernizing Investment Research Series Overview


Active managers face three headwinds – declining fees, outflows, and the increasingly difficult task of delivering consistent alpha in a competitive market. Our industry has the opportunity to address these issues by modernizing investment research.


The Society of Quantitative Analysts (SQA) and CFA Society New York are pleased to present a series of timely panel discussions on this opportunity. Each featured panel will focus, respectively, on one of four key steps identified as fundamental to the modernization of investment research.


The series kicks off by examining the incorporation of alternative data (Session One), followed by a discussion that will explore how best to leverage machine learning and text-mining techniques (Session Two). The series will then proceed to tackle the requisite ingredients for building the infrastructure (Session Three) and firm culture (Session Four) at the core of any successful transformative modernization endeavor.


Fundamental managers interested in embracing quantitative techniques, alternative data, and artificial intelligence techniques will find these sessions invaluable. Quantitative and “quantamental” managers will also glean useful insights across the range of informed perspectives that will be presented throughout the Modernizing Investment Research series. Our slate of expert-speakers and panelists includes a diverse set of practitioners—including investors from different asset classes, large and small firms, long and short-term investment horizons—as well as long-only and long-short mandates.


Sign up to be a member now to enjoy the whole series and other upcoming SQA events!

  •  Free to members
  • $25.00 for non-members  


The Infrastructure to Make It All Work

October 27


The right infrastructure is vital to a firm’s ability make the leap toward a more modern approach to investment research.


Together, we examine:

What infrastructure do you need to implement a modern investment research process?
What options are there for platforms and tools? Are they different for large vs. small firms?
When to build versus when to buy.
Whether adoption can be a piecemeal process, or demand an all-in approach.
What tends to be built, e.g., alpha models, niche data acquisition, risk models.
What tends to be bought, e.g., risk models, optimizers, certain datatypes.
Panel 3 (Oct 27th):
      • Chris Petrescu, CEO, CP Capital
      • Tom Taylor, Head of Alpha Technology, Man Numeric
      • Andrew Chin, Chief Risk Officer and Head of Quantitative Research, AllianceBernstein


Cultural Change and Business Model Implications

November 5


A modern investment process requires non-traditional skills.


Together, we examine:

Which skillsets are key to making it all work.
Whether teams should be integrated, or if not, effective strategies by which talent can be siloed in order to account for varying skillsets
The cultural changes worth considering in order to be successful.
Obtaining the budget for funding of your modernization endeavor.


Panel 4 : 
        • Michael Craig, Head of Asset Allocation and Derivatives, TD Asset Management
        • Gavin Smith, Director of Research, QMA
        • Madison KrausPrincipal AI, Data & Analysis, Heidrick & Struggles


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