Demand for quantitative strategies is expected to rise as technology supports more agility in the space and the approach can outperform in the current market environment. In a recent Hedgeweek article, Dr. David Mascio discusses the volatile market environment and how investors desire for risk and reward have changed as volatility spiked.
Hedgeweek: Hedge funds to capitalise on investor need for stability Read More »
Dr. David Mascio presented his latest research at the ‘The Battle of the Factors’ during the Neudata Summit. His talk focused on how to close the gap and investigate whether combining publicly available sentiment and macroeconomic variables can yield more robust market forecasting signals than the sentiment or macroeconomic variables alone using machine learning techniques.
Dr. David Mascio to speak at the Neudata Summit – New York Read More »
We are proud to announce that Della Parola has won Best Emerging Manager in Hedgeweek‘s US Awards. Our team, led by CEO, David A. Mascio, PhD made the trip to New York City last week to receive the honor at the awards gala. After making the shortlist through data sourced from Bloomberg LP, we would like to thank all of the investors that supported us and helped win the title of Best Emerging Manager.
Dr. David Mascio leads a discussion on ‘The Battle of the Factors’ during the Neudata Summit’s Data Management & Tech track. His talk focused on how to close the gap and investigate whether combining publicly available sentiment and macroeconomic variables can yield more robust market forecasting signals than the sentiment or macroeconomic variables alone using machine learning techniques.
Dr. David Mascio to speak at the Neudata Summit – San Francisco Read More »
Dr. David Mascio presented his latest research at the AI in Finance Summit New York, introducing how machine learning techniques can be used to investigate popular macroeconomic or sentiment factors to better predict stock market returns.
Dr. David Mascio Presents at AI In Finance Summit New York Read More »
