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
Hear from the experts in quantitative asset allocation strategies
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.
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
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.