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QuantMinds International
18 - 21 November 2024
InterContinental O2London
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Main Conference Day 1 (Please note this is the 2023 agenda*) - GMT (Greenwich Mean Time)

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Main Conference Day 1 (Please note this is the 2023 agenda*) - GMT (Greenwich Mean Time)

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Showing 4 of 4 Streams
16:40 - 16:45
Chair's welcome remarks
  • Aous Labbane - Managing Director, EMEA Equity, Nomura
16:45 - 17:15
Learning volatility – now with mean reversion
  • Brian Huge - Head of Quant, Saxo Bank
17:15 - 17:45
Before you optimise the portfolio, optimise the alpha
  • Jonas Svallin - Senior Director, Quantitative Solutions, Factset
17:45 - 18:15
Automations in the equity market
  • Matteo Rolle - Deputy Head of Sella Financial Markets, Banca Sella Holding
  • Luca Foresti - Quant Trader, Banca Sella Holding
16:40 - 16:45
Chair's welcome remarks
  • Saeed Amen - Visiting Lecturer, Queen Mary University London
16:45 - 17:15
Core Signatures and Inversions. Case study: The Brazilian Real – Non-standard curve building

How do we construct the curves for emerging markets currencies?

  • Marcos Carreira - Former Chief Risk Officer, Upon Global Capital
17:15 - 17:45
Long bonds: The market developments
  • Jessica James - Managing Director, Senior Quantitative Researcher, Commerzbank AG
17:45 - 18:15
More about local volatility in interest rate models
  • Viatcheslav Belyaev - Senior Quantitative Analyst, U.S. Bank
16:40 - 16:45
Chair's welcome remarks
  • Julien Kockelkoren - Former Head of Trading Research, Undisclosed
16:45 - 17:15
On (local) rough stochastic volatility and weak rates
  • Peter Friz - Professor of Mathematics, TU Berlin, Weierstraß-Institut Berlin
17:15 - 17:45
Arbitrage-free FX implied volatility by variational inference
  • Yoshihiro Tawada - Director, MUFG Securities EMEA
17:45 - 18:15
Introduction to gas supply and demand forecasting
  • Wafaa Schiefler - Executive Director – Commodities Quantitative Researcher, JP Morgan Chase
16:40 - 16:45
Chair's welcome remarks
  • Carol Alexander - Professor, University of Sussex
16:45 - 17:15
Automated Market Makers Designs Beyond Constant Functions
  • Fayçal Drissi - Post Doctoral Researcher, University of Oxford
17:15 - 17:45
Automated market makers in deFi for trading and liquidity providing
  • Artur Sepp - Head of Quantitative Strategies, Clearstar Labs AG
17:45 - 18:15
To forecast bitcoin price using quantitative models
  • Daniele Bernardi - Chief Executive Officer, Diaman Partners
  • Francesco Canella - Director, Diaman Partners
Summits & Workshops (Please note this is the 2023 agenda*)
NextMain Conference Day 2 (Please note this is the 2023 agenda*)
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