Seminars and events

• Hackathon

Claude Code in Practice

A hands-on evening where finance meets AI, organised by NFKF and CFA Society Norway. It starts with a Claude Code workshop, followed by a hackathon where teams tackle real-world financial problems, test investment hypotheses and turn ideas into working prototypes, with prizes for the best. You do not need to be a developer to take part. The ticket is NOK 300 and includes the workshop, dinner and the hackathon. Places are limited.

• Seminar

Artificial Intelligence in Finance

Evening seminar on where artificial intelligence actually adds value in finance, which new risks it introduces, and how it can be governed. The topic was covered both by those who build and apply the models and by those who must understand and sign off on the risk.

• Szabolcs Hideg, DNB: AI risk management
• Kristoffer Gulestø, NBIM: AI product development
• Anmol Juneja, CFA, Kredinor / CFA Society Norway: Panel moderator

• Seminar

Asset Allocation in a Varying Market Regime

Seminar on asset allocation in a rapidly changing market, with two talks and a closing panel discussion.

• Richard Stott, Connectum Capital Management: Stocks, Bonds, and ICBMs: Asset Allocation in the Age of TACO
• Håkon Kavli, Reitan Kapital: Asset Allocation in Practice: Robust Portfolio Optimization and Regime Shifts
• Laurens Swinkels, NFKF: Panel moderator

• Session

Small Signals, Big Alpha?

Session on advanced portfolio management with alternative data: how quantitative research, data science and machine learning are shaping modern portfolio management, and where investors can find new sources of alpha.

NFKF took part in the session, hosted by UiO Quant Society.

• Pushon Ghosh, CFA, NFKF
• Marco Proto, President, CFA Society Norway: An Overview of CFA Institute and the CFA Charter

• Seminar

Index Fund Investing: History, Practicalities and How to Enhance Returns

Three index fund experts each gave a presentation on the history, the practicalities and how returns can be enhanced.

• Robin Wigglesworth, Financial Times: A Brief History of Index Funds
• Joakim Askenstedt Embu, KLP: A Day in the Life of an Index Fund Manager
• Alistair Sayer, Janus Henderson Investors: Enhancing Index Returns: Adding value to a long only portfolio using hedge fund techniques

• Seminar

Advances in Portfolio Management under Uncertainty

Our first in-person seminar since March 2020, with two speakers on portfolio management under uncertainty. Organised in cooperation with Janus Henderson / Intech.

• David Schofield, Intech Investment Management: Keynote: The Best Kept (Quant) Secret in Investing: Stochastic Portfolio Theory
• Guillaume Coqueret, emlyon business school: Dirichlet policies for reinforced factor portfolios
• Preben Oeye, Janus Henderson Investors: Conclusion

• Webinar

Building Quant Strategies with ESG Data

Webinar with presentations and Q&A sessions with three experts on quantitative ESG.

• Richard Peterson and Tiago Teodoro, MarketPsych: Quantitative Research on Media-based ESG Data
• Melanie Brooks, CARN: ESG Data in Active Management: Practitioner Perspective

• Webinar

ESG Investing

Webinar on sustainable investing with four talks: how the markets took on social responsibility in 2020, sustainable portfolio optimisation under Covid-19, the EU Action Plan on Sustainable Finance, and the share performance of Norwegian companies that disclose their carbon emissions.

• Kristoffer Aasen Solem, KLP Kapitalforvaltning: Markedene tar samfunnsansvar i 2020
• Thomas Leirvik, Nord universitet: Sustainable portfolio optimization under Covid-19
• Daniel Næsse, PwC: EU's Action Plan on Sustainable Finance
• Yevheniia Antoniuk, Nord universitet: Stock performance of the Norwegian carbon-disclosing companies

• Webinar

Machine Learning for Asset Managers

Webinar with Professor Marcos López de Prado, "Quant of the Year" and former head of machine learning at AQR. Organised together with NorQuant.

• Marcos López de Prado: Machine Learning for Asset Managers