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Quantitative Asset Allocation Strategies agenda

We've got a whole stream of content focused on quantitative asset allocation strategies on Tuesday 14 May. Key topics under discussion include:

  • Machine learning for quant problems
  • Application of digital signal processing in quantitative finance
  • Building an innovative, low-cost systematic trading strategy
  • Using robo-advisors for investment decisions in practice
  • A blueprint for deriving multiple efficient and coherent asset allocations for premium and private banking clients in CEE

Why Not Also Attend:

Quant Invest Summit

Monday 13 May 2019

There is growing interest from and movement of quants to the buy-side. Therefore, it's increasingly important to address the fundamental quantitative challenges that asset management firms, insurance companies and hedge funds are currently facing day-to-day.

Join this summit to hear from a range of asset managers on their quantitative methods applied to investment and asset allocation decisions.

Learn more about the summit
Volatility Workshop

Monday 13 May 2019

Workshop Leader: Bruno Dupire, Head Of Quantitative Research, BLOOMBERG L.P.

Modules will include the fundamentals of volatility, models, derivatives and trading & arbitrage

Learn more about the workshop
Demystifying AAD: Adjoint Greeks Made Easy Workshop

Friday 17 May 2019

Workshop Leaders: 

  • Luca Capriotti, Managing Director - Head Quantitative Strategies Global Credit Products EMEA, CREDIT SUISSE
  • Uwe Naumann, Professor of Computer Science, RWTH AACHEN UNIVERSITY
  • Mike Giles, Professor of Mathematics and Department Head, OXFORD UNIVERSITY

Modules will include the particle method for smile calibration, stochastic control techniques & applications, machine learning techniques for option pricing and model-free bounds for option prices.

Learn more about the workshop