What to Look for and Look Out for in Quantitative Investing with Gary Antonacci

In "What to Look for and Look Out for in Quantitative Investing", Gary will present research-based evidence of potential problems with quantitative model development. These include lack of theory, model overfitting, data dredging, and unsuitable model timeframes. Gary will point out examples from his 45 years of working with quantitative models. He will offer suggestions for recognizing and overcoming these issues. About the Speaker: Gary Antonacci is recognized as a foremost authority on the practical applications of momentum investing and optimal system development. He is author of the award-winning book, Dual Momentum Investing. In 2012 Gary was first place winner of the prestigious Wagner Award for Advances in Active Investment Management given annually by the National Association of Active Investment Managers (NAAIM). He received his MBA degree from the Harvard Business School. His website is http://optimalmomentum.com To learn more about Quantopian, visit http://www.quantopian.com. Disclaimer Quantopian provides this presentation to help people write trading algorithms - it is not intended to provide investment advice. More specifically, the material is provided for informational purposes only and does not constitute an offer to sell, a solicitation to buy, or a recommendation or endorsement for any security or strategy, nor does it constitute an offer to provide investment advisory or other services by Quantopian. In addition, the content neither constitutes investment advice nor offers any opinion with respect to the suitability of any security or any specific investment. Quantopian makes no guarantees as to accuracy or completeness of the views expressed in the website. The views are subject to change, and may have become unreliable for various reasons, including changes in market conditions or economic circumstances.