Portformer: Portfolios, made better
Wealth/Stack Showcase 2019
We were featured in the Startup Showcase during the inaugural Wealth/Stack conference in front of hundreds of independent advisors in Scottsdale, AZ.
Here are our favorite talks discussing integrating expert insights with machine learning predictions.
Wealth/Stack Showcase 2019
We were featured in the Startup Showcase during the inaugural Wealth/Stack conference in front of hundreds of independent advisors in Scottsdale, AZ.
FinTech Sandbox Demo Day 2019
Moody's Analytics in NYC, we unveiled Portformer as our newest solution to help financial advisors reduce their clients' fees and construct better portfolios.
Tiingo Investing: How to Create a Better Investment and Retirement Portfolio
We sit down with Sean Kruzel, an MIT poker player turned portfolio manager and now financial technology founder, to discuss the changing landscape of Mutual Fund and ETF fees. In this episode we not only discuss his views on financial technology and markets, but also break down the real dollar cost of moving your portfolio to lower fee alternatives. We also discuss how you can use fee tracking to keep your wealth manager accountable. Check out Sean’s firm, Astrocyte Research and their latest fee tracking web app: Portformer.
2018 - Drobny Global Conference - Santa Monica
2018 - Open Data Science Conference
2017 - Fintech Roundtable Brainstorming Session (BCIC)
Combining Machine Learning with Expert Knowledge to Forecast Micro Trends, Macro Events and Global Market Risks
2017 - Fintech Connect by Venture Cafe
2016 - QWAFAFEW Boston
2016 - Data Mining Meetup
From the view point of a Quantitative Global Macro Investor, the speaker will go over: Why investors and traders use stop-levels instead of hypothesis tests to exit trades? Why are the best trading strategies discovered in the search for the surprisingly mundane? Why searching for profitable strategies leads to bad strategies (and it’s not because of overfitting)? This talk will take a clear look into trade sizing covering Kelly Criterion to the fat tails of the Sharpe Ratio and Correlations that no one talks about in the world of finance and investing.
2015 - Boston Algorithmic Trading Meetup
How economic and equity event days affect risk, alpha and trading volume in equity and currencies. The impact of news on financial markets has been well researched, but often investors and risk managers do not fully integrate their understanding of market-sensitive information into their trade sizing and risk management. Sean Kruzel will compare the differences in market impact and correlations between known and unknown events as well as the differences between ‘equity-events’ and ‘macro-events’. Its implications on trade sizing as well as best-practices for integrating macroeconomic factors into quantitative strategies will be addressed.