With a little over one week to go until QuantMinds Americas, the Global Derivatives Editor-In-Chief, Ed Stapley, looks ahead to some of the areas he is most looking forward to.
The most striking thing about QuantMinds is how much the meeting has evolved in recent years. Whilst the conference remains true to its core of addressing the latest developments in volatility modelling, trading, option pricing, FX and commodities there is now, more than ever, a hunger to learn about the practical capabilities and benefits of AI and FinTech.
Next week in Chicago delegates will hear from some of the most respected names in quant finance from banks, buy-side and academia. Some of these talks will be focusing on the traditional quant challenges – handling negative interest rates, FX volatility, commodities, XVAs and dispersion/correlation trading. But in addition to this, through a dedicated quant innovation stream on each day of the two day main conference, the latest developments in big data and machine learning applied to options, HFT, commodities, equities and computational finance will be presented and debated.
Non-traditional subject matter requires transferrable lessons from non-traditional participants. This is why we are pleased to welcome Google and NASA who will be bringing their case studies and expertise on the recent breakthroughs in machine learning and quantum computing.
For those who are already gearing up and want a taste of what's to come, we recently ran a live webinar with Haim Bodek, founder of Decimus Capital Markets, on the evolution of automated options trading. This can now be watched on-demand here. There has also been lots of exclusive content on our community home from some of our key speakers, including Liming Brotcke, Quantitative Manager, Model Risk Oversight at Federal Reserve Bank Of Chicago, on what we need to be teaching the future generations of quants, and Dr. Timothy Klassen, CEO and founder of Vola Dynamics, discussing how to produce sensible and robust volatility surfaces in real-time.
I look forward to meeting you all at the Four Seasons Hotel, Chicago this November 1-3, and remember to get involved with the digital conversation using #QuantMinds !