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Evolution of Quantitative Equity Investment Methodologies and Processes

    A Panel Discussion on March 29th With:

  1. Indrani De, PhD, Director of Quantitative Research, New Amsterdam Partners 
  2. Jaime Fitzgerald, President and Founder, Fitzgerald Analytics 
  3. Margaret Stumpp, PhD, Chief Investment Officer, Quantitative Management Associates (QM Associates, a Prudential company)

Moderator: Herbert Blank, SVP-Quantitative Products, Rapid Ratings International 

AGENDA
5:20- 6:10 Registration, Networking, and Refreshments
6:10 - 6:15 Chapter Business 
6:15 - 6:20 Introduction of Panelists, Herb Blank, SVP, Rapid Ratings - Moderator
6:20 - 6:35 Importance of Disciplined Investment Processes and the Role of Quantitative Methodologies - My Perspective - Indrani De, Director of Quantitative Research, New Amsterdam Partners
6:35- 6:50 Importance of Disciplined Investment Processes and the Role of Quantitative Methodologies - My Perspective - Margaret Stumpp, Chief Investment Officer, QM Associates
6:50- 7:05 Importance of Disciplined Investment Processes and the Role of Quantitative Methodologies - My Perspective - Jaime Fitzgerald, President and Founder, Fitzgerald Analytics
7:05 – 7:20 Break 
7:20 – 8:15 Panel Discussion (All of the Above) - Evolution of quantitative investment methods over time - what have we learned?

About the Speakers

Indrani De, CFA, Director of Quantitative Research, received an undergraduate degree in Economics (Honors) from the University of Delhi, and a graduate business degree from the Indian Institute of Management. Ms. De completed coursework for a PhD (Business-Major in Finance) at the City University of New York. Prior to her doctoral studies, Ms. De worked as an Investment Analyst for GE Capital Services. Ms. De has also worked in equity investment positions at Birla Global Finance and 20th Century Venture Capital. In addition, she has been published in the Journal of Investing and NYSSA Financial Professionals' Post.

Jaime Fitzgerald is the Founder and President of Fitzgerald Analytics, a “next generation” consulting firm which uses quantitative methods, technology, and process innovation to convert "Data to Dollars™." Jaime is a frequent speaker at national conferences on the subject of innovation in data, technology, and analytics. The morning after joining our panel, Jaime will give the keynote presentation and facilitate a panel discussion on “Analytics in Financial Services,” at an event co-sponsored by The Data Warehousing Institute and the New York Technology Council. He is the co-author of several published articles, including two articles in the Journal of Management Development. Previously, Jaime worked for First Manhattan Consulting Group and Novantas LLC. He received his BA in economics, with honors, from Harvard University.

Margaret Stumpp, PhD is the Chief Investment Officer of Quantitative Management Associates (QMA). She is portfolio manager for equity portfolios for institutional investors and mutual fund clients and is extensively involved in quantitative research in asset allocation, security selection and portfolio construction. Maggie has published articles on finance and economics in numerous publications, including The Financial Analysts Journal, The Journal of Portfolio Management, The Journal of Investment Management and Award Papers in Public Utility Economics. Maggie earned a BA cum laude with distinction in Economics from Boston University and holds an AM and PhD in Economics from Brown University. 

Herbert Blank (moderator) is Senior Vice President of Rapid Ratings International and Head of its Quantitative Products group. Among his responsibilities are business development and product develoment. Working with QED International, the consulting firm he founded in 1997, Herb had been a consultant to Rapid Ratings for more than three years. Among the more noteworthy ETF launches on which Herb consulted were iShares and Van Eck Market Vectors. He has also written articles and book chapters on ETFs and index issues. Prior to this, Herb managed the CountryBaskets Index Fund ETF Portfolios for Deutsche Bank; these were the first ETFs to trade on the NYSE. Prior stops included Value Line and Fidelity Bank. Herb is Vice President and Steering Committee Chair man of QWAFAFEW-NYC. He holds a graduate degree from the Stern School of Business of NYC and a BA in Mathematics from the University of Pennsylvania.