Quantitative Research & Trading Panel:  Do Quant’s achieve superior risk adjusted returns?

Through a thorough examination of the question “Do systematic money managers outperform there discretionary counterparts?”  The Quantitative Research & Trading panel will explore the benefits and challenges of system trading.  Through presentation of case studies, panel participants will be encouraged to broadly interpret the outperformance question. Panelist will answer the question in terms of both risk adjusted returns and business opportunity.

The moderator will guide the panel beyond the discussion of returns by asking questions about the opportunities and challenges faced by systematic money managers.  Questions may include: How are systematic managers viewed by institutional investors?  Where are current opportunities for systematic managers?  From a research perspective what are best practices for system back testing design and implementation?  What exactly is robust system performance? Should there be a universal standard for system research and design tied to a universal definition of robust system performance?

Moderated by: Dennis Hynes (R. W. Pressprich & Co. Inc)

No Presentation Slides

Presenter(s)

Robert Colby, CMT

robert-colbyRobert W. Colby Asset Management Robert W. Colby, CMT, is the Chairman and Founder of Robert W. Colby Asset Management, Inc. He also writes a daily newsletter, performs custom research for institutional investors, and designs trading systems tailored to clients' objectives..
Learn More »



Fred Schutzman

fred-schutzmanBriarwood Capital Management Fred Schutzman heads Briarwood Capital Management’s research and development team. He also oversees the programming of Briarwood’s proprietary trading systems. He has designed over 100 proprietary profitable trading systems since 1988. Today.
Learn More »



Steve Poser

steve-poserNYSE Euronext Steven W. Poser is Managing Director, Strategic Analysis & Statistics at NYSE Euronext. He is responsible for providing solutions, analysis and messaging for NYSE U.S. cash markets business lines, including competitive and market quality analysis. Prior.
Learn More »