Speaker "Matei Zatreanu" Details Back



Statistical analyses on big data for alpha generation


Investors are increasingly incorporating alternative data into their process. But data is just the beginning. The real work comes in applying statistics to reduce biases and ultimately produce better measurements and forecasts. This talk will cover some of the latest research into how applying statistics to big data can improve alpha.


Matei founded System2 to augment investment research with data and technology. Clients leverage the System2 team as an on-demand task force with expertise in data science, sourcing, engineering, and artificial intelligence to help them improve model estimates. He also hosts Augvest, a community of investors who meet regularly to discuss trends in data-driven investing. He previously spent eight years at King Street Capital, where he started the data science initiative. Matei holds an MA in math from Columbia University and BAs in psychology, math, government, and economics from Cornell University.