dstefan
Baruch MFE Director
- Joined
- 5/19/06
- Messages
- 1,352
- Points
- 93
Dear Students, Alumni and Faculty,
The Quant Network at Baruch's Financial Engineering MS Program would like to invite you to attend a talk given by Ms. Alessandra De Gregorio, Senior Quantitative Analyst at FGS Capital LLP, a market neutral equity hedge fund located in London, and a Baruch MFE December 2004 graduate and QuantNetwork President.
Title: The flow and importance of data and the alpha construction process
Speaker: Ms. Alessandra De Gregorio, Senior Quantitative Analyst, FGS Capital, London
Location: Room 10-180, Newman Vertical Campus building, at Lexington and 24th Street
Date and Time: Wednesday, March 19, 8-9pm
Dinner to follow.
Abstract: Data accessibility and reliability is today one of the most important issues in financial
institutions such as a hedge fund. Even before creating models and doing research, analysts and researchers need to make sure the data they are working with is correct. Knowing what types of error data can have, and being able to spot and adjust those errors, are essential skills for anyone working in the field. I will be illustrating a few issues you might encounter with your data, as well as giving possible solutions to those issues. I will also talk about the alpha construction process, as well as the most frequent backtest biases you might have to face. The presentation will be formula-free to your delight!
About the speaker: Ms. Alessandra De Gregorio received a BBA in Computer Information Systems in 2002, and an MS in Financial Engineering in 2004, both from Baruch College (CUNY), New York. During that time she developed and maintained a financial database for the Dean's office. She has also been actively involved in several extra-curricular activities, including TA-ing for a graduate course, tutoring, and investing the role of President of QuantNetwork. She joined FGS Capital LLP, a market neutral equity hedge fund located in London, in 2005, with the role of Data Analyst. She is now a Senior Quantitative Analyst, always at FGS, where she is part of the research team, and works closely with the IT, and the operations teams.
Please RSVP below if you need access into the Vertical Campus building.
The Quant Network at Baruch's Financial Engineering MS Program would like to invite you to attend a talk given by Ms. Alessandra De Gregorio, Senior Quantitative Analyst at FGS Capital LLP, a market neutral equity hedge fund located in London, and a Baruch MFE December 2004 graduate and QuantNetwork President.
Title: The flow and importance of data and the alpha construction process
Speaker: Ms. Alessandra De Gregorio, Senior Quantitative Analyst, FGS Capital, London
Location: Room 10-180, Newman Vertical Campus building, at Lexington and 24th Street
Date and Time: Wednesday, March 19, 8-9pm
Dinner to follow.
Abstract: Data accessibility and reliability is today one of the most important issues in financial
institutions such as a hedge fund. Even before creating models and doing research, analysts and researchers need to make sure the data they are working with is correct. Knowing what types of error data can have, and being able to spot and adjust those errors, are essential skills for anyone working in the field. I will be illustrating a few issues you might encounter with your data, as well as giving possible solutions to those issues. I will also talk about the alpha construction process, as well as the most frequent backtest biases you might have to face. The presentation will be formula-free to your delight!
About the speaker: Ms. Alessandra De Gregorio received a BBA in Computer Information Systems in 2002, and an MS in Financial Engineering in 2004, both from Baruch College (CUNY), New York. During that time she developed and maintained a financial database for the Dean's office. She has also been actively involved in several extra-curricular activities, including TA-ing for a graduate course, tutoring, and investing the role of President of QuantNetwork. She joined FGS Capital LLP, a market neutral equity hedge fund located in London, in 2005, with the role of Data Analyst. She is now a Senior Quantitative Analyst, always at FGS, where she is part of the research team, and works closely with the IT, and the operations teams.
Please RSVP below if you need access into the Vertical Campus building.
