The webinar shows them how factors are found and tested. A stock portfolio will be reweighted using volatility and momentum factors to exploit the alpha of the selected factors.An open source code for finding factors and weighting own portfolios will be provided to the participants.
Dates and registration:
- Generating portfolio alpha with factors – 22.03.2021, 16:30 UTC+1
- Generating portfolio alpha with factors – 25.03.2021, 11:30 UTC+1
Presented by Philipp Kahler, Senior Quantitative Analyst at Tradesignal
Previous webinars are available from your personal sales contact or at firstname.lastname@example.org.