Explore a comprehensive lecture from the Brooklyn Quant Experience (BQE) series at NYU, featuring Milind Sharma's insightful presentation on "From Smart Betas to Smart Alphas." Delve into the evolving landscape of quantitative finance, examining the intersection of machine learning and deep learning in the financial sector. Gain valuable insights into smart beta strategies, factor investing, and portfolio construction techniques. Discover the importance of momentum, analyst ratings, and various investment buckets including profitability, capital uses, and deep value. Learn about advanced topics such as random forest algorithms, growth classification, and parameter tuning in quantitative finance. This 58-minute talk, delivered on January 30, 2020, at the NYU MakerSpace, offers a rich exploration of modern quantitative investment strategies and their applications in today's financial markets.