Quantitative Research & Trading Panel: Do Quant’s achieve superior risk adjusted returns?
Through a thorough examination of the question “Do systematic money managers outperform there discretionary counterparts?” The Quantitative Research & Trading panel will explore the benefits and challenges of system trading. Through presentation of case studies, panel participants will be encouraged to broadly interpret the outperformance question. Panelist will answer the question in terms of both risk adjusted returns and business opportunity.
The moderator will guide the panel beyond the discussion of returns by asking questions about the opportunities and challenges faced by systematic money managers. Questions may include: How are systematic managers viewed by institutional investors? Where are current opportunities for systematic managers? From a research perspective what are best practices for system back testing design and implementation? What exactly is robust system performance? Should there be a universal standard for system research and design tied to a universal definition of robust system performance?
Moderated by: Dennis Hynes (R. W. Pressprich & Co. Inc)