Main Conference Day Two - GMT (Greenwich Mean Time, GMTZ)
Main Conference Day Two - GMT (Greenwich Mean Time, GMTZ)
Applications of HPC for risk management and modelling
The financial and strategic implications of the lack of diversity in the workplace and the wider industry
Navigating the regulatory waters as it applies to the quant finance industry. Perspectives from the sell-side, buy-side, and investors.
Modelling techniques and investment strategies for better decision-making and improved investment performance.
VAR and FRTB
Are we getting more quotes? How do we find hedges for rising inflation?
The impacts of the upcoming 2025 stressed market conditions on liquidity.
New methods of model risk
Reviewing a portfolio as a q function for specific scenarios.
Quantitative methods for optimising equity portfolios.
Old school FFT techniques enhanced for efficiency
Optimisation processes for loan management
How can ML and time-series analysis identify market inefficiencies?
Rent out your model, preserve your throughput.
What do firms want? What do quants want?
Developing a balanced portfolio