Talk by Milind Sharma, CEO, QMIT- QuantZ Machine Intelligence Technologies and CEO of QuantZ Capital Management
Milind Sharma will present to students and alumni on quant investing. He is the author of The Quantamental Revolution: Factor Investing in the Age of Machine Learning.
Mr. Sharma’s 30y of market experience spans running prop desks at Deutsche Bank (Saba/ ICT) + RBC (GAT entity) + hedge funds (QuantZ) + mutual funds (MLIM). His funds have won many awards over the years including those from Morningstar, Lipper + WSJ. He was a co-founder of Quant Strategies at MLIM (now BlackRock) where his investment role spanned a dozen of the earliest Quantamental factor funds (~$30 Billion under MLIM President/ CIO). He was also a Manager of the Risk Analytics and Research Group at EY and co-architect of Raven TM (1st derivatives model validation engine). Amongst the first to receive an MFE from the pioneering, top ranked MSCF program at Carnegie Mellon, he also has an MS in Applied Math from CMU where he was in the Logic/ AI PhD program. Other education includes Oxford (Phil + Math), Vassar, Princeton (ORFE courses), Wharton. He was the recipient of many academic scholarships financing the entirety of his education including that at the best boarding school in Canada (Pearson UWC). His publications have appeared in the Journal of Investment Management, Risk, Wiley, World Scientific, Elsevier etc. A frequent speaker at conferences, he has guest lectured or taught capstone courses at Columbia, Carnegie Mellon, NYU, UCLA, UCSD etc. Media coverage includes CNBC, Bloomberg TV, WSJ, FT, Reuters, Institutional Investor etc. Founder of QWAFAxNEW - NYC's premier quant society. QuantZ's QMIT affiliate has pioneered the application of ML towards factor investing + created the world’s 1st fully Synthetic Hedge Fund Strats via bank QIS swaps: https://www.quantzqmit.com/media
