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Summits & Workshops (Please note this is the 2023 agenda*) - GMT (Greenwich Mean Time, GMTZ)
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Summits & Workshops (Please note this is the 2023 agenda*) - GMT (Greenwich Mean Time, GMTZ)
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Quant Invest Summit
08:50 - 09:00
Chair's welcome remarks
- Thomas Raffinot - Head of Quant Investment Signals, AXA Investment Managers
09:00 - 09:40
An overview of the year past: What does the buy-side want?
Quant milestones & developments
- Erik Vynckier - Board Member, Chair of the Investment Committee, Foresters Friendly Society and Institute and Faculty of Actuaries
09:40 - 10:15
Biodiversity: Factor-based liquid portfolios with sustainable steering
10:15 - 10:45
Implied volatility changes and corporate bond returns
10:45 - 11:15
Morning break & networking
11:15 - 11:55
Climate risk assessment of a large-sized credit portfolio
11:55 - 12:30
Green or brown? Choosing an overpriced stock to short sell
12:30 - 13:00
Factor investing in fixed income: applications to emerging market sovereigns
- Joe Hanmer - Global Head of Quant, Fidelity International
13:00 - 14:00
Lunch break & networking
14:00 - 14:40
Interactions in asset pricing
- Thomas Raffinot - Head of Quant Investment Signals, AXA Investment Managers
14:40 - 15:20
Physics vs AI Paradigms in Asset Management
- Revant Nayar - Chief Investment Officer, Dilaton Technologies LLC Family Office
15:20 - 15:50
Afternoon break & networking
15:50 - 16:30
The End of Overfitting? Quantitative modelling in the age of overparameterised networks
16:30 - 17:10
Clustering market regimes using the Wasserstein Distance II: multi-dimensional case
17:10 - 17:50
Cross-impact in equity markets (joint work with Prof. Rama Cont)
17:50 - 18:00
Chair's closing remarks
- Thomas Raffinot - Head of Quant Investment Signals, AXA Investment Managers
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