BEGIN:VCALENDAR
VERSION:2.0
PRODID:icalendar-ruby
CALSCALE:GREGORIAN
X-WR-CALNAME:Creating and Backtesting Market Neutral Portfolios in MATLAB
X-WR-TIMEZONE:Eastern Time (US & Canada)
BEGIN:VEVENT
DTSTAMP:20260916T163323Z
UID:tag:localist.com\,2008:EventInstance_39332391044713
DTSTART:20220310T164500Z
DTEND:20220310T183000Z
DESCRIPTION:Market neutral portfolios are designed to offer a positive expe
 cted return that is uncorrelated to the return on the broad equity market.
  It is a form of statistical arbitrage commonly used by hedge funds and ot
 her quantitative equity investors. In this talk\, presenter Joe Marks will
  begin by estimating the statistics that serve as the inputs to a market n
 eutral trading strategy\, solve an optimization problem that produces the 
 portfolio weights for our strategy\, and test the strategy out-of-sample t
 o determine if the market neutral portfolio return was actually uncorrelat
 ed to the market return as intended.
GEO:42.34201;-71.086197
LOCATION:Curry Student Center\, 333
SUMMARY:Creating and Backtesting Market Neutral Portfolios in MATLAB
URL;VALUE=URI:https://calendar.northeastern.edu/event/creating_and_backtest
 ing_market_neutral_portfolios_in_matlab
CATEGORIES:Lecture
END:VEVENT
END:VCALENDAR