Bitvore is excited to announce that we are sponsoring an upcoming webinar, on Thursday, April 16, 2020, Quant Models Under Stress! The webinar will cover the COVID-19 factor model, NowCasting, and how updated risk parameters will save institutional allocations.
The hour-long webinar will include a keynote by an Institutional Investor, who will discuss how to leverage quantitative tools, data feeds, overlays and strategies to mitigate unprecedented market volatility.
It will also discuss the new market dynamics and how sudden market paradigm shifts necessitate new methods to manage quant models. As models are upgraded to include the COVID-19 volatility, many questions arise. How can managers enhance or create new strategies that will react to sudden changes in market dynamics? Will "NowCasting" become a more popular offering by data providers? Will risk parameters be widened and adjusted? The webinar will address these questions and more, including how data and models can prepare for the next market pandemic.
A comprehensive agenda can be found here. Don't forget to register and we'll see you on Thursday, April 16, 2020 at 7:00AM PST!
