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Quant Summit Europe 2020 digital learning pack
Risk.net and its quantitative finance section, Cutting Edge, are delighted to present you Quant Summit Europe 2020 Digital Learning Pack – an online access to selected slides, videos and papers from our 14th annual Quant Summit Europe 2020 which took place in March in London.
Quant Summit Europe is the community that inspires, drives innovation and is creating a new vision for the quantitative finance world. Focusing on market critical issues including ML applications, the Libor transition, ESG investing, trading, investing, risk management and much more. No other quant event delivers the same forward-looking content, helping you and your team succeed in the ever-more competitive field of quantitative finance.
CLICK HERE TO ACCESS THE CONTENT
Key topics included in the learning pack:
- Quant approach to Libor transition
- Integrating ESG in quant strategies
- Factor investing and alpha generation
- Reinforcement learning in trading
- Neural nets applications
- New market generators
- Market structure & market making
- Latest techniques in hedging
- CVA, FVA and clearing risk
- Quantum neural nets
- ML in investing , stock selection & price detection
- Option pricing & volatility modeling
- AAD mission planning
The speaker lineup includes the world’s biggest names in quant finance today:
- Hans Buehler, global head of equities analytics, automation and optimization, JP Morgan
- Fabio Mercurio, global head of quantitative analytics, Bloomberg (Risk.net Quant of the Year 2020)
- Andrew Dyson, chairman and chief executive officer, QMA
- Nick Baltas, managing director, head of R&D, systematic trading strategies, Goldman Sachs
- Alexandre Antonov, chief analyst, Dankse Bank
- Antonia Lim, head of quantamental investments, Schroders
- Alexei Kondratyev, managing director, global head of data analytics, CCIB, Standard Chartered Bank
- Blanka Horvath, lecturer in financial mathematics, King’s College London (Risk.net. Rising Star Award 2020)
...and many many more!