GLG Seminar: (NYC) Quantitative Strategies from a Multifactor Model Using Genetic Algorithm

Time & Location

Originally Presented: March 26, 2009 12:30 PM, New York

Presenter(s):

GLG Expert Contributor

Agenda:

  • Introduction to genetic algorithm: Long-only or long-short quantitative strategies in a large multi-factor time-series dataset
  • Existing models: Search techniques to improve a model as opposed to starting from scratch
  • Quantitative search technique: Applying safeguards to avoid over-fitting data
  • Building blocks for a model: Introduction to simulation based search to identify single non-composite quantitative factors with high information coefficient from financial statement data

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A program focused on educating business and investment professionals through seminars on current trends and core concepts in various industries. Detailed workbooks distributed at the Seminars provide educational reference materials for later review. GLG Live Meetings enable clients to increase thier own industry education by proposing new seminar topics or adding agenda terms to currently scheduled seminars.