In the age of big data, economic forecasting and quantitative trading are being transformed by alternative data and advanced machine learning. With vast amounts of data capturing diverse variables, this evolution offers new opportunities for understanding economic trends and developing profitable trading strategies.

Our speakers discussed how harnessing these new advances can enhance economic forecasting accuracy and create robust quantitative trading strategies. They will explore the synergies between quantitative and fundamental analysis, and how this combination can lead to more informed decision-making in both economic forecasting and trading.

Highlights:

• The shift in economic forecasting from traditional to alternative data
• Types of alternative data available and their use in economic forecasting
• Best practices for using machine learning in economic forecasting
• The role of “quantamental” indicators in creating robust trading strategies
• The necessity of vintage data for building and backtesting trading models