Irene Aldridge has contributed a chapter on interaction of quantitative and non-quantitative (discretionary or human) investment managers in this groundbreaking new book on Financial Behavior published by Oxford University Press.
2017-05-22
Biography
Irene Aldridge is a co-author of “Big Data Science in Finance” (with Marco Avellaneda, Wiley 2021). She is an internationally-recognized quantitative and Big Data Finance researcher, Adjunct Professor at Cornell University and President and Managing Director, Research, of AbleMarkets, a Big Data for Capital Markets company.
Schedule
Irene Aldridge is often invited to speak at conferences, corporate events and other content-driven gatherings. March 10, 2021: Noise in Big Data Analysis, Thalesians March 31, 2021: Henlow Women in Quant Finance Panel, panelist June 16, 2021: “Beyond Machine Learning: Big Data Models as a Profitable Paradigm in Finance”, http://www.Qwafaxnew.org June 24-25, 2021: “Algorithmic & High Frequency Trading Strategies” workshop, Risk Management and Trading Conference, Riskmathics For past events, please click here.
