From Smart Betas to Smart Alphas - Quantum Mental in the Age of Machine Learning

Explore a comprehensive lecture from the Brooklyn Quant Experience (BQE) series at NYU, featuring Milind Sharma's insightful presentation on "From Smart Betas to Smart Alphas." Delve into the evolving landscape of quantitative finance, examining the intersection of machine learning and deep learning in the financial sector. Gain valuable insights into smart beta strategies, factor investing, and portfolio construction techniques. Discover the importance of momentum, analyst ratings, and various investment buckets including profitability, capital uses, and deep value. Learn about advanced topics such as random forest algorithms, growth classification, and parameter tuning in quantitative finance. This 58-minute talk, delivered on January 30, 2020, at the NYU MakerSpace, offers a rich exploration of modern quantitative investment strategies and their applications in today's financial markets.

Introduction
Quantum Mental in the Age of Machine Learning
Deep Learning in Finance
Todays Landscape
Historical Perspective
Todays Beta
Smart Babies
Fully Integrated Factors
Portfolio Construction Matters
Momentum
Analyst Ratings
Factions
Profitability Bucket
Capital Uses Bucket
Deep Value
Neutral
Random Forest
Growth
Classification
Parameter Tuning
Exponential
Last Year
Factors
Value