5 – 7pm, 29 October 2018 – RiskLab Event: Seminar and drinks/finger food
Dan will begin by discussing why conventional modelling techniques of active risk are not sensible. He will then present a new modelling method from Northfield that has the interesting side effect that maximizing the information ratio is a flawed objective for active managers. The first half of this event is likely to be more “presentation” than “discussion”, but those of you who know Dan know the quality of his material, as well as his appetite for robust discussion.
Time 5:00pm (Pre-drinks and Food), 5:30pm (Seminar will start) Location: Data 61’s Demonstration Lab at 710 Collins Street, a short walk from Southern Cross Station