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24 - 28 May, 2021
Online virtual conference,
CET/CEST (Cent Europe Summer, GMT+2)

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 solving the same problems as you.

A NEW 5 DAY SERIES OF QUANT FINANCE VIRTUAL EVENTS

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


AI & ML - Monday 24 May
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, we are running a dedicated summit on the topic to enable leaders in the field to share best practice and future opportunities including:

  • Deep learning and reinforcement learning
  • Trading strategies
  • Validation of ML in pricing, for stock picking
  • Trusting in and the explainability of AI
  • Hedging, time series forecasting using ML
  • Applications in derivative pricing and hedging
  • Deep hedging: Turning of hyperparameters
  • Analysing the risks of black box models
  • Data generation: data storage (large), automatic alpha and risk
Alpha & Quant Investing - Tuesday 25 May
Alpha & Quant Investing - Tuesday 25 May

This focus day will examine the quantitative techniques increasingly used by asset managers, hedge funds and insurance companies to optimise asset allocation and portfolio management, taking a deep dive into the latest strategies including:

  • What are the next generation alphas?
  • Data usage to select investment opportunities in alpha generation
  • Risk based asset allocation
  • Investment strategies
  • Portfolio construction
  • Cryptocurrencies, crypto assets, how to combine traditional assets and the emerging crypto assets
  • Factor investing: high Alpha investing; long short investing
  • Distinguishing between Alpha and Smart or Exotic beta, skill vs luck
Interest Rate & IBOR - Wednesday 26 May
Interest Rate & IBOR - Wednesday 26 May

With under a year left before the expected cessation of Libor as a regulated benchmark, this timely summit will examine the expectations for a successful transition and instruments for a post-Libor world including:

  • Libor transition and cessation
  • Rough volatility models
  • XV, Libor soft dislocation and liquidity impact
  • What's changing for asset liability management? What’s missing on quant side?
  • SOFR Transition: Risk management and the challenges of transition to SOFR and other rates
  • Non-linear IR derivatives in the new RFR world e.g. caps, floors, swaptions for non quoted tenors

Pricing, Trading & Volatility - Thursday 27 May
Pricing, Trading & Volatility - Thursday 27 May

This summit will consider 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, including:

  • Applications of ML and AI including parameterised and non-parameterised methods of measuring real time volatility
  • Rough volatility in practice
  • New volume strategies
  • New methods and models of pricing derivatives
  • High Frequency Trading
  • Model risk management
  • Model calibration with illiquid/missing data and cost of recalibration
Risk Management & Modelling - Friday 28 May
Risk Management & Modelling - Friday 28 May

Few predicted the pandemic and this summit will look at this central discipline in the light of the pandemic and consider the impact of lessons learned from Covid-19 and implications for risk management and modelling.

  • Risk monitoring, including classic risk frameworks, VaR and XVA
  • Liquidity and operational risk
  • AAD and AI in risk management
  • Counterparty credit risk models
  • Assessing correlation to model risk across products
  • Model risk management in the new pandemic context
  • Rough volatility models and AI
  • The role of ML&AI in risk management
  • Extreme Value Theory, Copulas, and financial economics
NEW advisory board: Leading QuantMinds
NEW advisory board: Leading QuantMinds

In 2021 we are delighted to welcome an advisory board of leading Quants that will be lending their perspectives to our QuantMinds programmes. 

These Leading QuantMinds will be influencing and assisting to curate and shape the QuantMinds agendas, as well as participating as speakers with their own research where possible. 

Meet the advisory board

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

500+
leading quants from across the world
75+
Expert speakers
5
Days of knowledge sharing

A taste of what's to come


What did QuantMinds look like virtually?

"A superb conference" - Ricardo Pachon Cortes, Credit Suisse

STAND OUT FROM THE CROWD

We'll provide you the platform to connect 500+ 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.