Melbourne Q-Group RiskLab/Data 61 event - Why Active Managers Should Not Try to Maximize Information Ratio

Date: 
29 Oct 2018
Speaker: 

Dan Dibartolomeo (President of Northfield Information Services)

Location: 

RiskLab/Data61 Demonstration Lab, 710 Collins Street, Docklands, Melbourne (a short walk from Southern Cross station)

Agenda:

5.00-5.30pm pre-drinks

5.30-6.30pm seminar and discussion

6.30-7.00pm networking

Discussion leader: Dan Dibartolomeo (President of Northfield Information Services)

Discussion topic: Why Active Managers Should Not Try to Maximize Information Ratio

Dan will begin by discussing why conventional modelling techniques of active risk are not sensible. He will then present a new modelling method from Northfield that has the interesting side effect that maximizing the information ratio is a flawed objective for active managers. The first half of this event is likely to be more "presentation" than "discussion", but those of you who know Dan know the quality of his material, as well as his appetite for robust discussion.

Registration:

If you would like to attend, please rsvp using the following link:

mailto:qrsvp@qgroup.org.au?subject=[QGroupMelbourne]_I_would_like_to_attend_seminar_29_Oct_2018

Regards,

Q Group committee
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