Asset Selection For The Next Crisis Featured

  • DATE 06/09/2023

We are hosting the second webinar in our special series “Are you ready for the next financial crisis?”. This webinar is dedicated to unique and proprietary models of asset selection, specially designed for complex multi-asset portfolios and alternative investments.

Special event: linkedin stress testing

Special Event: Portfolio Optimization for Extreme Market Conditions

August 17, 2023 - Wilmington, DE - Addressing the increasing demand for market-neutral portfolios designed to withstand extreme market volatility, ABC Quant presents the second webinar in our special series “Are you ready for the next financial crisis?”. This webinar is dedicated to unique and proprietary models of asset selection, specially designed for complex multi-asset portfolios and alternative investments. Over the last 19 years, ABC Quant has developed many proprietary risk models and frameworks, which used to be available exclusively to Risk Shell clients. For the first time, we will be explaining a few selected models to the public. These models include the FlexiRank™, Trend Segmentation™ & Macroeconomic Scenario Screening, and Multi-statistic Peer Group Analysis.

AGENDA

  • Why traditional risk valuation models fail.
  • Time interval selection problems.
  • Introduction to Trend Segmentation™.
  • Introduction to FlexiRank™.
  • Multi-statistic Peer Group Analysis.
  • Stress testing before or after? Using strass test statistics for filtering assets.

 

WHEN

September 21, 2023, 10:30AM UTC | 4:00AM IST | 12:30PM CEST | 2:30PM GST.

POTENTIAL AUDIENCE

fund of funds investors, multi-asset portfolio manager, risk managers, quantitative research analysts, CIOs, advanced family offices, endowments. Free registration for professional, accredited or institutional investors only. Registrations submitted from public emails are not accepted.

We are hosting the second webinar in our special series “Are you ready for the next financial crisis?”. This webinar is dedicated to unique and proprietary models of asset selection, specially designed for complex multi-asset portfolios and alternative investments. Over the last 19 years, ABC Quant has developed many proprietary risk models and frameworks, which used to be available exclusively to Risk Shell clients.

For the first time, we will be explaining a few selected models to the public. These models include the FlexiRank™, Trend Segmentation™ & Macroeconomic Scenario Screening, and Multi-statistic Peer Group Analysis. Join us on September 21st at 4:00 p.m. IST to learn about the most advanced quantitative asset selection approaches available today.Free registration for professional, accredited or institutional investors only. Registrations submitted from public emails are not accepted.

The direct registration link.

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