***Please note that this is an Online Event.***
Hello everyone, we are back with another webinar in collaboration with Interactive Brokers.
In this webinar, member of our quantitative research team, Anshul Sirohiya will discuss how Machine Learning and Data Science techniques can help construct tax-optimized portfolios and build execution systems which can effectively reduce the tax drag.
Date: May 10, 2018
Time 12 PM- 1 PM (EST)
RSVP here to join: http://bit.ly/Webinar_20180510_qplum_IB
The key takeaways from this webinar are:
1.The superiority of buy-and-hold for taxable accounts is, practically, a myth.
2. To maximize post-tax returns, the rate of return often matters more than the holding period.
3.It is possible to make data-science based investment strategies that directly target post-tax returns.
4.While changing advisors or when switching to a new investment strategy, there are often a lot of opportunities to algorithmically minimize the tax impact. It is not a good idea to just sell everything when switching to a new investment strategy.
5.How you execute, and the tax-optimization methods you choose, can add to the underlying investment strategy. In one specific example, we demonstrate an additional annual return of over 1.5%.
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