Benjamin Moritz

Executive Partner HQ Asset Management

Benjamin Moritz is an Executive Partner and part of the founding team of HQ Asset Management, which is a quantitative asset management firm, based in Germany. HQ Asset Management provides a clear focus on quantitative asset management for institutional and semi-institutional investors. Our clients include banks, insurance companies, pension funds, corporates, family offices and foundations. Tailor-made portfolios are always at the forefront of solutions.

Benjamin has extensive industry experience in research and portfolio management. Since joining the industry in 2007, he was responsible for developing solutions for strategical asset allocation, tactical asset allocation, risk management, stock selection, factor investing and portfolio optimization.

His three recent academic papers focus on financial applications of machine learning, textual analysis and deep learning, and in 2015 Benjamin won the Best Paper Award at the Annual Meeting of the German Finance Association.

Benjamin holds a PhD in Statistics from Ludwig-Maximilians-University of Munich.

Conference Day One: 16 September 2019

Monday, September 16th, 2019

2:50 PM Forecasting the cross-section of stock returns using machine learning algorithms

Forecasting stock returns at the firm level brings the challenge of evaluating the independent information in the entirety of many cross-sectional predictor variables, their potential interactions and non-linearities. While traditional portfolio sorts and simple linear regressions are not up to that task, machine learning algorithms are well suited for that problem. This talk gives answers on when, why and how to use ML algorithms in forecasting stock returns at the firm level.

Check out the incredible speaker line-up to see who will be joining Benjamin.

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