Now in its 4th year, Global Derivatives USA brings together senior practitioners from hedge funds, prop shops, asset managers, pension funds, banks and more to discuss the key issues facing quantitative traders, portfolio managers, derivatives strategists and quantitative analysts across all asset classes of derivatives.
Details & Booking here: http://www.globalderivativesusa.com/
Key topics to be covered include:
- Volatility Trading: Volatility strategies beyond selling volatility, VIX trading strategies, non-equity volatility
- Volatility Modelling: Volatility forecasting, vol of vol, modelling VIX options dynamics
- Quant Trading Strategies: Developing & backtesting strategies, market impact modelling, big data, the HFT debate
- Portfolio Optimization: Smart beta, factor investing, tail risk, dynamic portfolio analysis
- Equity Derivatives: dividends, optional trading strategies, modelling and trading equity correlation
- Fixed Income Products: Interest rate volatility, fixed income algorithmic trading, inflation trading
- Commodities: Market outlook, trading strategies, modelling FX-commodity correlation
- Computational Efficiency: Algorithmic differentiation, GPUs, coding
- FX: Trading strategies, FX market outlook, hedging strategies
- Quantitative Approaches For Insurance Products: Variable annuities, gap risk, mortality
- Discounting & Valuation Adjustments: CVA, FVA, multi-curves
- Central Clearing & Regulation: Collateral, SEFs, central counterparty risk, market structure in the new regulatory environment
