Buy-Side Equity Quant Analysis: Tools and Open Problems, featuring BAM
The distance between a finance academic and a finance practitioner is quite large, especially if the practitioner works for a prop trading firm or a hedge fund. In this talk I will talk about some of the tools of the trade in use by buy-side firms, some of the open problems they face. Time permitting, I will briefly discuss modeling crowding phenomena, backtesting protocols, challenges to factor models and spiked covariance matrices, aggregation and attribution of large signal sets, and portfolios from ranks.
Our members, Underscore VC, are holding an ADDITIONAL info session just for CSAIL to talk about their Summer Fellows Program. If you didn’t read the email from the other day, I’ll highlight some key points about this program:
Frontier AI Safety & Policy Panel: Where We're at & Where We're Headed – Perspectives from the UK
It's been around a year since chatbots became widespread and governments worldwide turned their attention to advanced AI safety and governance. In this event co-hosted by MIT CSAIL Alliances, the MIT-UK program and the UK government’s AI Safety Institute, we will discuss the current state of research and where we're headed. Questions to be answered include: How will we control and govern AI agents?
