Featuring Marcos Lopez de Prado

Prof. Marcos López de Prado is the CIO of True Positive Technologies (TPT), and Professor of Practice at Cornell University’s School of Engineering. He has over 20 years of experience developing investment strategies with the help of machine learning algorithms and supercomputers. Marcos launched TPT after he sold some of his patents to AQR Capital Management, where he was a principal and AQR’s first head of machine learning. TPT is currently engaged by clients with a combined AUM in excess of $1 trillion. Marcos also founded and led Guggenheim Partners’ Quantitative Investment Strategies business, where he managed up to $13 billion in assets, and delivered an audited risk-adjusted return (information ratio) of 2.3.

Concurrently with the management of investments, since 2011 Marcos has been a research fellow at Lawrence Berkeley National Laboratory (U.S. Department of Energy, Office of Science). He has published dozens of scientific articles on machine learning and supercomputing in the leading academic journals, is a founding co-editor of The Journal of Financial Data Science, has testified before the U.S. Congress on AI policy, and SSRN ranks him as the most-read author in economics. Marcos is the author of several graduate textbooks, including Advances in Financial Machine Learning (Wiley, 2018) and Machine Learning for Asset Managers (Cambridge University Press, 2020).

Marcos earned a PhD in financial economics (2003), a second PhD in mathematical finance (2011) from Universidad Complutense de Madrid, and is a recipient of Spain's National Award for Academic Excellence (1999). He completed his post-doctoral research at Harvard University and Cornell University, where he is a faculty member. Marcos has an Erdős #2 according to the American Mathematical Society, and in 2019, he received the ‘Quant of the Year Award’

The CAIA Association
The CAIA Association is a global professional credentialing body dedicated to creating greater alignment, transparency, and knowledge for all investors, with a specific emphasis on alternative investments. A Member-driven organization representing professionals in more than 95 countries, CAIA Association advocates for the highest ethical standards. The organization provides unbiased insight on a broad range of investment strategies and industry issues, key among them being efforts to bring greater diversification to portfolio construction decisions to achieve better long-term investor outcomes. To learn more about the CAIA Association and how to become part of the organization’s mission, please visit https://caia.org/.

FactSet
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The FDP Institute
The Financial Data Professional Institute (FDPI) was established by the  CAIA Association to address the growing need in finance for a workforce that  has the skills to perform in a digitized world where an increasing number of decisions will be data and analytics driven. The Financial Data Professional (FDP) is a global designation for  investment professionals with data science skills.

MUFG
MUFG Investor Services is an industry leader in asset servicing, banking and fund financing, working with some of the largest investment firms in the world. Leveraging the financial and intellectual capital of Mitsubishi UFJ Financial Group (“MUFG”), one of the largest banks in the world with more than US$2.8 trillion in assets, our diversified client base includes hedge funds, fund of hedge funds, regulated funds, private equity and real asset funds across a broad array of investment strategies, asset types, and fund structures.

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State Street
We’re at the heart of financial services. And our clients are at the heart of everything we do. We develop solutions to meet their challenges. We recruit the best. We build partnerships and invest in innovation to help them innovate and grow. Through our new fully interoperable platform, State Street Alpha SM , we bring together our clients’ choice of real-time data and intelligence across the investment lifecycle to help them make better decisions and deliver growth for their clients. With built-in flexibility and scalability, Alpha lets clients manage any assets in any market and streamline their day-to-day processes — helping to facilitate innovation, better inform investment decisions, optimize returns and streamline business operations.

Vanguard
Vanguard was founded in 1975 upon a simple, but revolutionary idea: an enterprise owned by the mutual funds it offers and managed solely in the interests of its fund shareholders. Unlike other investment management companies, Vanguard is owned by the Vanguard funds, which in turn are owned by our clients. This unique structure represents a radical departure from the industry norm, where management companies ultimately serve their fund and company owners.

Headquartered in Malvern, Pennsylvania and with offices worldwide, Vanguard is one of the largest investment management companies offering actively managed, index, and exchanged-traded funds, advice, and related services to more than 30 million clients. Vanguard manages more than $5.9 trillion on behalf of individuals, institutions, and financial professionals.

More than 17,000 crew—what Vanguard calls its’ employees—serve our clients with dedication, integrity, and care—guided by a clear purpose: To take a stand for all investors, to treat them fairly, and to give them the best chance for investment success.