Live from QuantMinds International, we’ve asked key speakers to share their views on active and passive asset management, diversification of strategies, the future of algorithmic trading, and the impact of climate change in quantitative finance.
Iuliia Shpak, Quant Strategies Specialist at Sarasin & Partners LLP, on new approaches to passive and active asset management:
Matt Napoli, General Manager, International Business Development at 1010data, on the past, present, and future of alternative data
Carol Alexander, Visiting Professor at Peking University HSBC Business School at Oxford & Professor of Finance at University of Sussex, on the BITIX volatility index, the issues with previous data analyses, and the future of cryptos
Michael Steliaros, Global Head of Quantitative Execution Services at Goldman Sachs, on machine learning’s impact on trading, and the future of algo trading
Artur Sepp, Head of Research at Quantica Capital AG, on diversification and what banks can learn from asset managers