Axioma and Macquarie Quant Team Announce Latest Seminar Series
NEW YORK - March 2, 2010 - Macquarie Group, a global provider of banking, financial, advisory, investment and funds management services and Axioma, Inc., a leading provider of decision support, risk analysis and portfolio rebalanced tools today announced the latest events in their on-going series of joint research seminars. The events will be hosted in Sydney on March 18th and Melbourne, March 19th.
Sebastian Ceria, PhD, CEO of Axioma, will present Axioma’s recent research on the interaction between risk models and alpha signals. This topic is of great importance to anyone looking to combine/analyze alpha forecasts in a portfolio using a risk model, particularly when the two are derived independently. Axioma has examined the specific nature of the interaction between risk factors and alpha factors, leading to some interesting insights into how to manage misalignment between the two. This research is soon to be published so attendees will have the opportunity to hear the findings before they become widely available.
The Macquarie Quant team will also present new research, focusing on incorporating a macro overlay into the investment process. Extending their research into the link between the macro environment and alpha factor performance, they look to see if their macro overlay techniques are useful for forecasting and estimating risk. This is a highly topical issue for all quantitative investors, especially if the short sharp economic cycles that are forecast by the Macquarie Strategy team eventuate.
This event will be of interest to anyone involved in quantitative portfolio construction, implementation or risk management.
Event Information:
Sydney
Date: 18th March 2010
Time: 12.20pm - 2.00pm
Location: Four Seasons Hotel, 199 George St, Sydney
RSVP: Michael Cruz, michael.cruz@macquarie.com
Melbourne
Date: 19th March 2010
Time: 12.20pm - 2.00pm (lunch will be provided)
Location: Level 23, 101 Collins Street, Melbourne
RSVP: Emma Nelson, emma.nelson@macquarie.com
About Axioma
Axioma, Inc. develops and markets innovative risk analysis, portfolio rebalancing and performance attribution products for the financial services industry. Founded in 1998 and headquartered in New York with additional offices in Atlanta, San Francisco, London, Hong Kong, and Singapore, Axioma helps leading financial firms manage risk, increase returns and improve operational efficiency. For more information about Axioma, please contact Ellen Kiernan at 212.991.4503, or visit the company’s website at www.axiomainc.com.
About Macquarie
Macquarie Group (Macquarie) is a global provider of banking, financial, advisory, investment and funds management services. Macquarie’s main business focus is making returns by providing a diversified range of services to clients. Macquarie acts on behalf of institutional, corporate and retail clients and counterparties around the world. Macquarie Group Limited is listed in Australia (ASX:MQG) and is regulated by APRA, the Australian banking regulator, as the owner of Macquarie Bank Limited, an authorized deposit taker. Macquarie’s activities are also subject to scrutiny by other regulatory agencies around the world.
Founded in 1969, Macquarie operates in more than 26 countries and employs approximately 12,700 people. Assets under management total more than $C213 billion (as of March 31, 2009)