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Connections and ideas that are powering quant innovation

From investment strategies to tech and regulation: what did the experts at QuantMinds International say?

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What’s being discussed at QuantMinds International? Our speakers joined us for a quick Q&A to talk about key issues in their fields of expertise.

New perspectives in smart beta portfolio construction

“Analysts are optimistic about the performance of some factors but this optimism has been declining over time.”

– Hamza Bahaji, Head of Engineering and Solutions, Amundi

What does the complete generalised FMM mean for quant finance?

“The model we’re proposing is effectively a hybrid between a HJM and a LIBOR market model. The new hybrid model is able to retain advantages of both LMM and HJM.”

– Fabio Mercurio, Global Head of Quant Analytics, Bloomberg L.P.

The NISQ computing era: what does it mean for neural networks?

“There’s a lot of research going on right now, trying to establish quantum advantage on real-world practical use cases. That’s what we’re doing: looking for finance related use cases.”

– Alexei Kondratyev Managing Director, Global Head of Data Analytics, CCIB, Standard Chartered Bank

The latest innovations in volatility modelling

“Numerically, we are ale to tackle the issue. What remains open it to answer things theoretically.”

– Aitor Muguruza Gonzalez, Head of Quantitative Modelling and Data Analytics, Kaiju Capital Management

AI & ML in finance: what are the risks?

“It’s very easy to be too optimistic about what you’ve achieved. You can very easily accumulate more risk.”

– Robert Macrae, Research Associate, Systemic Risk Centre

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