Featuring Marcos Lopez de Prado
Sponsored By
CLICK TO DISCOVER ALL OF MARCOS' RESEARCH |
ABOUT MARCOS LÓPEZ DE PRADO
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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 ErdÅ‘s #2 according to the American Mathematical Society, and in 2019, he received the ‘Quant of the Year Award’ |
ABOUT FRANK FABOZZI
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Frank J. Fabozzi is a Professor of Finance at EDHEC Business School and a Senior Scientific Adviser at EDHEC-Risk Institute. He is a trustee of the BlackRock fixed-income fund complex. He is the editor of The Journal of Portfolio Management and co-founder and co-editor of The Journal of Financial Data Science. He is the CFA Institute’s 2007 recipient of the C. Stewart Sheppard Award and the CFA Institute’s 2015 recipient of the James R. Vertin Award. He was inducted into the Fixed Income Analysts Society Hall of Fame in November 2002. He received his BA and MA in economics in 1970 from The City College of New York where he was elected to Phi Beta Kappa and a PhD in economics in 1972 from the City University of New York. He is earned the designations of CFA and CPA. |
ABOUT THE SPONSORS
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The CAIA Association |
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FactSet |
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The FDP Institute |
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MUFG Our foundation is rooted in the commitment to meet the needs of our customers. Our global scale, breadth of services, and industry leading technology, along with the quality of our insights allow us to create partnerships with our clients and distinctive solutions that meet their specific priorities. www.mufg-investorservices.com |
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State Street |
Vanguard 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. |
To find out more about sponsoring this series and see your company logo alongside these, please contact David Row on d.rowe@pageantmedia.com or 646 891 2157
*Interview first broadcast Wednesday, June 10th 2020