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Global Derivatives Trading & Risk Management Event

Addressing the latest developments with Advanced Pricing, Hedging & Risk Management of Equity

The Quantitative Investment Strategies Summit - Monday 18th May

Whether you are already using quantitative techniques in your investing and portfolio optimization or are eager to learn, this one-day summit will feature leading practitioners and academics discussing the latest cutting-edge research and what actually works in real life.

Key topics will include:

  • Diversification: Dynamic Allocation, Overlays & New Asset Classes
  • Smart Beta: Capturing Risk Premia & Long Term Investment Themes
  • Factor Investing: Understanding Risk Drivers & Developing Successful Factor Investing Strategies
  • Backtesting: Calibrating Quantitative Investment Strategies While Avoiding Overfitting The Data 
  • Big Data: Leveraging Big Data To Measure & Forecast Human Behaviour
  • Responsible Investing: Integrating ESG Factors Into Quantitative Investments
  • Liability-Driven Investment: Exploring A New Approach To Liability-Driven Investment
  • Dynamic Portfolio Analysis: Using Dynamic Portfolio Analysis In Practice To Optimise Portfolios
  • Downside Protection: Balancing The Need For Protection & Return

Speakers already confirmed for the Quantitative Investment Strategies Summit include:

 
Marcos Lopez de Prado   Ed Fishwick   Nicolas Gaussel
  Yoav Git
  Gerben de Zwart
  Domenico Mignacca


Marcos Lopez de Prado

Senior Managing Director
GUGGENHEIM PARTNERS

 


Ed Fishwick

Managing Director & Global Co-Head Of Risk & Quantitative Analysis
BLACKROCK

 


Nicolas Gaussel

Chief Investment Officer
LYXOR ASSET MANAGEMENT

 


Yoav Git

Head Of Fixed Income
AHL

 


Gerben de Zwart
Head Of Quantitative Equity Research
APG
 


Domenico Mignacca

Head Of Risk Management
EURIZON CAPITAL


View the agenda for the Portfolio Optimisation & Quantitative Investment Summit here



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For more details, please contact Stephen Ashiotis on sashiotis@icbi.co.uk

If you are a full-time academic, we would like to invite you to attend Global Derivatives for the reduced fee of £500!

To take advantage of this offer, please contact Marie Houghton on mhoughton@icbi.co.uk

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