We held the 3rd Annual European Quantitative and Macro Investing Conference on June 17. Due to COVID-19, the full day conference was delivered in a virtual format. Around 200 buy-side investment professionals and researchers from around the world attended the event.
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Interest rates were suppressed globally to ultra-low or even negative levels even before the COVID-19 pandemic took place. The global health crisis triggered further aggressive easing by major central banks, by further lowering interest rates or implementing massive QE’s. In this JQES, we provide a list of relevant academic papers on the implications of ultra-low (or negative) interest rates on economic development and asset allocation decisions.
On April 21, we held our Second Annual Natural Language Processing (NLP) and Machine Learning (ML) Investment Conference. This year’s NLP and ML conference was presented in virtual format. Our virtual conference was attended by over 400 buy-side investment managers and researchers from around the world.
The rapid development of the China’s coronavirus outbreak, reminiscent of the SARS fallout in Asia in 2003, is causing significant volatilities across the global financial markets. In this month’s JQES, we list a few academic research papers that examine the implications of the SARS case, which could guide investors to understand the current outbreak.
On March 22, we held our first NLP (Natural Language Processing) and Machine Learning Investment Conference in New York City. Almost 150 buy-side investment managers and researchers from around the world attended the event.
For this month’s JQES, we decide to conduct a comprehensive review of all academic papers published in either working paper repositories or peer-reviewed journals in 2018 and 2019 year-to-date. After going through thousands of articles, we pick over 150 papers for this issue.
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