RavenPack at the Quantitative Finance Conference in Valencia

September 29, 2023

RavenPack's Head of QIS will present a novel approach to navigating inflation uncertainty with sentiment.

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27-29 September 2023

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SH Valencia Palace. Passeig de l’Albereda, 32. 46023 Valencia, Spain

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Full agenda here

Discover the latest trends in quantitative finance at the 19th Quantitative Finance Conference in Valencia, Spain . Renowned experts and industry professionals will come together to explore captivating sessions on generative AI, volatility modeling, ESG, and more. Don't miss the opportunity to catch emerging approaches and topics in quantitative finance.

Join us at the conference, where our Vice President of Quantitative Investment Strategies, Anmar Al-Wakil , will present on navigating inflation uncertainty. He will showcase a sentiment-augmented machine-learning approach to optimally allocate capital for dynamic inflation risk hedging by nowcasting U.S. core and headline consumer price inflation.

Anmar Image
Anmar Al-Wakil
VP - Head of QIS
Machine Learning, Alt Data & Deep Learning Stream

An Inflation-Based Asset Allocation Strategy With Sentiment Data

Time: 11:45AM | 28th September 2023

Anmar is Vice-President and Head of Research in Quantitative Investment Strategies at RavenPack. His team focuses on building alpha-generating strategies across the asset classes, enhancing security-selection skills and top-down asset allocation using alternative data. Before joining RavenPack, he developed quantitative investment strategies for institutional investors at Natixis Investment Managers.

Anmar holds a PhD in Quantitative Finance from the University of Paris Dauphine-PSL. He has written articles in portfolio selection, machine learning, and asset pricing. He won the Best Doctoral Paper of the Multinational Finance Society in 2017. He is also an Associate Professor at the University of Paris-Est where he heads the MSc in Portfolio Management.

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