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June 19, 2024

Harnessing Alt Data and ML for Enhanced Economic Forecasting and Quant Trading Strategies

Watch our on-demand webinar to gain insight on how alternative data and machine learning enhance economic forecasting accuracy and create robust quantitative trading strategies.
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Webinar
June 19, 2024
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Harnessing Alt Data and ML for Enhanced Economic Forecasting and Quant Trading Strategies

Speakers

Saeed Amen
Dr Lasse de la Porte Simonsen
Meghna Shah

Hosts

Gregoire Haftman

Duration

40 mins

Language

English

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
Webinar video replay
Register to play
Play video

Harnessing Alt Data and ML for Enhanced Economic Forecasting and Quant Trading Strategies

Speakers

Hosts

Duration

Language

English

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
speaker
Moderator & KEYNOTE
In-house speaker
Saeed Amen
,
Co-Founder
Turnleaf Analytics
speaker
Moderator & KEYNOTE
In-house speaker
Dr Lasse de la Porte Simonsen
,
Director of Systems and Advanced Analytics
Macrosynergy
speaker
Moderator & KEYNOTE
In-house speaker
Meghna Shah
,
Macro Strategist & Chief Economist
Macrobond
This event will be recorded and the recording will be shared globally with Macrobond contacts and hosted on the Macrobond website and third-party video platforms.
All opinions expressed in this content are those of the contributor(s) and do not reflect the views of Macrobond Financial AB.
All written and electronic communication from Macrobond Financial AB is for information or marketing purposes and does not qualify as substantive research.

Synopsis

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
Date:
June 19, 2024
Location:
Times:
Duration:
40 mins
Hosted by:
Gregoire Haftman
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Date:
June 19, 2024
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Hosted by:
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