Quant Summit Europe is returning to London in March with a new agenda, showcasing the latest techniques and tools in quantitative risk management, portfolio construction and trading in banks and buy-side communities.
We will continue unravelling some of the most challenging regulatory requirements and review solutions proposed by the industry practitioners and academics. We will also showcase new revenue generating strategies and portfolio construction techniques giving you a robust overview of the latest developments in the quantitative investing. New technologies, such as blockchain and machine learning, are bound to transform capital markets; at the Quant Summit Europe, we will aim to shed some light on these cutting-edge technologies and how they can be applied in banks and buy-side firms.
This year’s Quant Summit Europe will bring together top quants to deliver their latest research on some of the most trending themes, including:
- Model risk management
- Scientific portfolio construction
- Risk Premia, Factor investing and Smart Beta
- Regulatory topics, including, XVAs, FRTB, Initial Margin and more
- Systemic risk and clearing
- Stress testing and scenario analysis
- Data science in financial markets
- Machine Learning
- Blockchain applications
- Trading strategies
- Volatility modelling
- Adjoint Algorithmic Differentiation (AAD)
…and many more
Full details and booking: http://events.risk.net/quantsummiteurope
