Striving to further the profession with diverse opportunities in continuing education, advocacy, ethics awareness, and networking.
Christopher Cain, CMT, is the U.S. Quantitative Equity Strategist for Bloomberg Intelligence, a division of Bloomberg LP, and is based in New York, NY. Christopher provides analysis and tactical strategy on equity factor investing and other quantitative, model-driven equity market topics.
He is the 2020 Charles H. Dow Award-Winning author of “Quantamentals – Combining Technical and Fundamental Analysis in a Quantitative Framework for Better Investment Results”.
Prior to joining Bloomberg, he was a quantitative analyst focused on building alpha generating trading strategies for institutional investors. He is also a former fixed income market maker, managing a 500MM trading book consisting of cash rates products (US Treasuries, US Agencies and SSA Bonds) and US Interest Rate derivatives.
Christopher is passionate about systematic/quantitative investing, equity factor modeling, trading system design and testing, Python programming and behavioral finance. He holds a bachelor’s of science degree in Finance from The Pennsylvania State University and holds the Chartered Market Technician designation.
This Presentation was part of the 2022 Annual Symposium on April 28th-29th in Washington, DC. 2020 Charles H. Dow Award Winner is back to present best practices regarding building equity factor models, which have led to significant market out performance historically. Chris...
In this presentation, Larry Connors and Chris Cain, CMT from Connors Research will share with you their newest research and strategies showing there is alpha in the marketplace. Larry and Chris will share systematic, data-backed strategies utilizing trend following and mean...
A webcast presentation originally held on July 24, 2019 by Christopher Cain, CMT as part of the CMT Association's Educational Web Series. Python has become the hottest programming language on Wall Street and is now being used by the biggest and best quantitative trading firms...