Event type: Informal presentation with a focus on discussion (similar to lunch series events)

Speaker: Dan diBartolomeo
Dan is the owner and president of Northfield Information Services, and has been in the business of providing financial models and analytic tools to investors for 30 years. He has spoken at many Q-Group events in the past and will need no introduction for many of you.

Topic: Back-testing and stress-testing: Useful tools or Financial Charlatanism?

Abstract: Back-testing is the widely used practice of simulating an algorithmic investment strategy. While essentially everyone involved in quantitatively driven investment methods conducts back-tests, it is widely accepted that simulated investment results achieved “in sample” are at best only a very weak indication of results to be expected in “out of sample” experience. In this presentation/discussion, we will describe the causes for the minimal validity of back-tests, and suggest methods to mitigate the problems.

More detail: Rather than providing a formal presentation, Dan will instead provide an informal presentation, with a focus on encouraging discussion among attendees. Many of you will be familiar with this type of event format, as it closely mirrors the lunch events we have run this year.

As per usual, the event is free for all current members of Q-Group. Several of us will likely head out for a few drinks after the event and continue the discussion. For those who are interested, this should be a fun opportunity for networking and intermingling between finance academics, practitioners, and the public sector. If you can confirm attendance at this point, then please rsvp using the following link:

mailto:qrsvp@qgroup.org.au?subject=I_am_coming_to_the_November_2_Northfi...

We look forward to seeing you on the day.

Q-Group Committee

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