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23-27 May, 2022
Online virtual conferenceBST (British Summer Time, GMT+1)

23-27 May, 2022
Online virtual conference,
BST (British Summer Time, GMT+1)

Sharpen your focus

Mid-year learning and knowledge sharing for the quant finance community

A week of 5 precision-engineered digital summits, laser-focused on the most innovative research. Choose the days that matter to you. Meet the quants finding solutions to the same problems you face.

A SERIES OF QUANT FINANCE VIRTUAL EVENTS

In-depth content. Interactive discussions. Idea-sharing. All online.

AI & ML - Monday 24 May

With AI & ML playing an increasing large part in the day-to-day role of the quant and with so many new applications out there, this summit shared best practice and future opportunities. The 2021 speakers covered the following key sessions:

  • Practitioners experience of implementing AI in financial services
  • Learning Exotic Derivatives without calibration
  • Recommender Systems - ML in corporate bond trading
  • Benchmark datasets in finance
  • New developments in Deep Pricing
  • Valuing Exotic Options and Estimating Model Risk

Alpha & Quant Investing - Tuesday 25 May

This focus day examined the quantitative techniques increasingly used by asset managers, hedge funds and insurance companies to optimise asset allocation and portfolio management. The 2021 speakers, covered the key areas including:

  • Alpha generation using ML techniques
  • Building systematic trading strategies
  • Backtesting FX options trading strategies in Python
  • Alternative sentiment data for managed futures

Interest Rate & IBOR - Wednesday 26 May

With under a year left before the expected cessation of Libor as a regulated benchmark, this timely summit examined the expectations for a successful transition and instruments for a post-Libor world. See which expert speakers covered the following topics:

  • Expected median of a Shifted Brownian Motion
  • Semi-Analytic Cap Pricing post-LIBOR with Smile and Skew
  • SABR Model for RFR
  • Genuine term rates remain elusive
  • Managing the transition and rates modelling challenges in a post-IBOR world
  • Looking Forward to Backward-Looking Rates

Pricing, Trading & Volatility - Thursday 27 May

This summit considered all practical aspects of volatility data, modelling, risk management, and trading, with detailed examples of trading and risk management of both popular and exotic products. View the 2021 summit speakers here and the items on their agendas:

  • Next generation local volatility
  • Trading and hedging bitcoin and crypto asset volatility
  • Black Basket Analytics for Mid-Curves and Spread-Options
  • Static replication of European multi-asset options
  • Adding Optionality
  • Semi-analytic pricing of double barrier options

Risk Management & Modelling - Friday 28 May

Few predicted the pandemic and this summit looked at the lessons learned from Covid-19 and implications for risk management and modelling. View the 2021 summit speakers here that shared their insights on the following topics:

  • High Performance Computing in the financial industry
  • Fair valuation of hybrid liabilities
  • Modelling Energy Curves for XVA
  • CCPs: from CVA to economic capital
  • Optimal VaR adaptation in transient environments

NEW advisory board: Leading QuantMinds

In 2021 we welcomed our first advisory board of leading Quants that offered their perspectives to our QuantMinds programme.

These Leading QuantMinds assisted to curate and shape the QuantMinds agendas, as well as participating as speakers with their own research.

What can you expect from QuantMinds in Focus in 2021?


Meet some quants solving the same problems as you.

300+ leading quants from around the world.

5x virtual events in one week!

Select the days to want to attend or join the whole week!

What is the plan for 2021?


To keep the world's leading quant minds learning sharing and innovating.

Provide a series of digital and physical events across the year to enable connected thinking in quant finance.


THE NUMBERS THAT MATTER

300+

leading quants from across the world

45+

Expert speakers

5

Summits of knowledge sharing

STAND OUT FROM THE CROWD

We'll provide you the platform to connect 300+ of the world's leading quants.

Whether you want to get your brand seen, meet the people that matter to you or get measurable ROI and engagement - we can help.

Please contact Josef Lanjri on josef.lanjri@informa.com or call +44 (0) 20 8052 0424 


Jochen Theis

Market Risk Specialist

Independent Advisor

QuantMinds remains the pre-eminent industry conference for quantitative finance... as a digital version it was excellent.