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December 2017

Natural Language Processing – Dave Pope from S&P Global

December 13, 2017 @ 5:30 pm - 8:30 pm
Cactus Club, 1621 Blake St
Denver, CO United States
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QWAFAFEW Denver - Holiday/Networking Party Hanging on Every Word: Natural Language Processing Unlocks New Frontier in Corporate Earnings Sentiment Analysis Given the growing interest in Natural Language Processing (NLP) among investors, S&P Global has published a primer to demystify many aspects of NLP and provide three illustrations, with accompanying Python code, of how NLP can be used to quantify the sentiment of earnings calls. In the first example, sector-level sentiment trends are generated providing insights around inflection points and accelerations.…

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May 2017

Ed Parcell, Quantitative Researcher and Strategist at Janus Capital

May 18, 2017 @ 5:30 pm - 8:00 pm
Cactus Club, 1621 Blake St
Denver, CO United States
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$20 – $25

Ed will present on a real-world solution to solving typical quant problems using a system he and his team have created called "Loman." *Loman - An Open-Source Computation Engine for Quants* Loman is a system Janus has created to track whether information in large systems of dependent calculations is up-to-date, and recalculate it as required. Ed & team have found that it sped up their quantitative research, and allowed research models to be easily transferred into production either in a…

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December 2016

QWAFAFEW Denver Annual Holiday Networking Party – Dec 14th

December 14, 2016 @ 5:30 pm - 8:30 pm

Featuring panelists from Blackrock, S&P, and others. Registration link coming soon.

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October 2015

October Meeting – Risk On/Risk Off Indicators

October 1, 2015

Since the financial crisis the concept of Risk On/ Risk Off market environments has gained a lot of attention.  A number of indicators have been proposed to figure out the state of the market or ‘climate’.  These generally focus on volatility, correlations, factor performance, fragility etc. This talk explores a few of them and examines their recent efficacy.  It then discusses visualization and analytical tools to improve their usefulness and backtest performance. The presentation will then propose additional tools to…

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April 2015

April 2nd Meeting

April 2, 2015

Agenda Ashwin will discuss a recent paper co-authored with Myron Scholes and soon to be submitted for publication in academic journals. Traditional academic literature has relied on so-called "limits to arbitrage" theories to explain why investment managers are unable to eliminate the effects of investor "irrational" preferences (either the asset-pricing anomalies or the behavioral finance literature) on asset pricing. They demonstrate, however, that investment managers may not eliminate the observed asset-pricing anomalies because they may contribute to their existence.  They…

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