New York – The quant universe is in flux. The great debate of man vs. machine has reached a new stage with the dawn of high frequency trading and new quant models.

Over 300 prop traders, hedge funds, asset managers and other key decision makers at the forefront of the quant community will be meeting in Chicago on June 27-29 at Quant Invest Chicago 2011. Key speakers include Robert Haugen, Quant Pioneer and Inventor of the Expected Return Factor Model, Anthony Foley, CIO and Head of Quantitative Research of D.E. Shaw Investment Management, Kevin Means, Founder and Managing Partner of Alpha Equity Management and Max Darnell, Partner and CIO of First Quadrant.

This event is designed to help US asset managers and hedge funds find out new modeling techniques, risk management strategies and quant trends, establish relationships with investors looking to allocate to the most trusted managers and discover the newest and most exciting technology. Furthermore, this event is co-located with HFT World Chicago 2011.

Participants will learn:
How to optimize your quant portfolio through strategic risk modeling and diversification
How to quantify factor exposures across a multi-asset class portfolio
How to improve your factor rotation approach
How to react to the market transformation from high frequency trading
How to adopt the new neuropsychology of decisions under uncertainty

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