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Showing of Streams
07:45 - 08:20 35 mins
Quant Invest Summit
Registration & welcome coffee
07:45 - 08:20 35 mins
Quant Tech Summit
Registration & welcome coffee
08:20 - 08:30 10 mins
Quant Invest Summit
Chairman's opening remarks
08:20 - 08:30 10 mins
Quant Tech Summit
Chairman's opening remarks
08:30 - 09:10 40 mins
Quant Invest Summit
Dealing with uncertainty How are firms successfully modelling volatile market events such as Brexit and global trade wars?
08:30 - 09:10 40 mins
Info
Quant Tech Summit
Ethics and AI

How do you control AI to ensure it is ethical and to what extent can supervisory rules be embedded in algorithms?

08:30 - 09:00 30 mins
Volatility Workshop
Registration, breakfast & networking time
09:00 - 09:05 5 mins
Volatility Workshop
Workshop leader’s opening remarks
09:05 - 10:30 85 mins
Info
Volatility Workshop
Fundamentals
  • Historical volatility estimation and implied volatility calculation
  • How to construct a good implied volatility surface
  • How to compute a fair skew in the absence of options
  •  Market facts: volatility regimes, handling earnings
09:10 - 09:50 40 mins
Info
Quant Invest Summit
Navigating Inflation risk

How to model, hedge and incorporate inflation into investment policies and decision making

09:10 - 09:50 40 mins
Info
Quant Tech Summit
Data engineering developments

Streamlining the process between data, modelling and getting models into production

09:50 - 10:30 40 mins
Info
Quant Invest Summit
Safeguarding returns during an unpredictable interest rates environment

How do quants model for long term returns against a challenging interest rate backdrop?

09:50 - 10:30 40 mins
Info
Quant Tech Summit
Tapping into the mass of unstructured data

How do quants access the data, work with it efficiently and ensure they have the appropriate computational setup

10:30 - 11:00 30 mins
Quant Invest Summit
Morning coffee & networking break
10:30 - 11:00 30 mins
Quant Tech Summit
Morning coffee & networking break
10:30 - 11:00 30 mins
Volatility Workshop
Morning coffee & networking break
11:00 - 11:40 40 mins
Info
Quant Invest Summit
The convexity profile of trend-following strategies

Evaluating the diversification benefits of trend-following strategies

11:00 - 11:40 40 mins
Info
Quant Tech Summit
Natural language processing applications

How are quants successfully harnessing relevant data from documentation and incorporating this into their process for pricing and decision making?

11:00 - 12:30 90 mins
Info
Volatility Workshop
Volatility models
  • Review of the most commonly used volatility models: Black-Scholes, Local Volatility model, Heston model, SABR models, stochastic local volatility model. Path dependent models, fractional volatility
  • Implementation of the Local Volatility model
  • Implementation of Local Stochastic Volatility models
  • Machine Learning to create data driven models
  •  Case studies: Barrier options, AutoCallables and Accumulators


11:40 - 12:20 40 mins
Info
Quant Invest Summit
Factor investing – Do factor premiums still exist?

Assessing the capacity of factor investing and the extent to which it can lead to systemic risk from crowding

11:40 - 12:20 40 mins
Info
Quant Tech Summit
Natural language processing applications

How are quants successfully harnessing relevant data from documentation and incorporating this into their process for pricing and decision making?

12:20 - 13:00 40 mins
Info
Quant Invest Summit
KYC asset allocation

Striking the balance between innovation, fee reduction and improved performance in a challenging, competitive marketplace

12:20 - 13:00 40 mins
Info
Quant Tech Summit
Machine learning and cloud computing

How to quickly use cloud solutions that you can run your own machine learning algorithms through to solve problems

12:30 - 14:00 90 mins
Volatility Workshop
Lunch
13:00 - 14:00 60 mins
Quant Invest Summit
Lunch
13:00 - 14:00 60 mins
Quant Tech Summit
Lunch
14:00 - 14:40 40 mins
Info
Quant Invest Summit
Passive vs active asset management

Can active investments consistently beat the market and justify the associated fees? To what extent is passive asset management a better and less risky return?

14:00 - 14:40 40 mins
Info
Quant Tech Summit
Interesting applications of blockchain to finance

How is it being used as part of operations within organisations?

14:00 - 15:30 90 mins
Info
Volatility Workshop
Volatility derivatives
  • Variance swaps, replication, practical issues
  • Volatility swaps
  • Cross corridor variance swaps
  • VIX: Spot, Futures, options and ETFs
  • Options on realized variance
14:40 - 15:20 40 mins
Info
Quant Invest Summit
Quant ETF strategies

Evaluating the benefits of ETFs and how quants can help improve automation and returns

14:40 - 15:20 40 mins
Info
Quant Tech Summit
Crypto trading practicalities

How to setup such a project and convince the board to invest in it? What is the scope of returns for cryptos as an asset class?

15:20 - 15:50 30 mins
Quant Invest Summit
Afternoon tea & networking break
15:20 - 15:50 30 mins
Quant Tech Summit
Afternoon tea & networking break
15:30 - 16:00 30 mins
Volatility Workshop
Afternoon tea & networking break
15:50 - 16:30 40 mins
Info
Quant Invest Summit
Using machine learning to build alpha strategies

How many funds are basing their strategies on machine learning?

15:50 - 16:30 40 mins
Info
Quant Tech Summit
Reverse quantum annealing approach to portfolio optimization problems

Finding optimal parameters for the reverse quantum annealing protocol

16:00 - 17:30 90 mins
Info
Volatility Workshop
Volatility trading & arbitrage
  • Volatility as an asset class
  • Frequency/phase arbitrage
  • Skew trades
  • Term structure of VIX arbitrage
  •  Earning trades: 3 ways to play forward variance
16:30 - 17:10 40 mins
Info
Quant Invest Summit
ESG investments – What value can quants bring?

How are quants reconciling different data sets and translating reports into numbers to embed ESG into investments?

16:30 - 17:10 40 mins
Info
Quant Tech Summit
Post-quantum cryptography: Timelines and possibilities for breaking encryptions

Examining which algorithms will and which won’t be immune to encryption breaking by quantum computers and the security implications

17:10 - 17:50 40 mins
Info
Quant Invest Summit
What do investors look for in a quant fund?

Weighing up which factors and components of products are most attractive to today’s discerning investors

17:10 - 17:50 40 mins
Info
Quant Tech Summit
Quantum machine learning

What exponential speed up of calculations can be achieved using quantum computing?

17:30 - 17:45 15 mins
Volatility Workshop
Workshop leader's closing remarks
17:50 - 18:00 10 mins
Quant Invest Summit
Chairman's closing remarks
17:50 - 18:00 10 mins
Quant Tech Summit
Chairman's closing remarks
18:00 - 19:30 90 mins
Info
Quant Invest Summit
Networking drinks reception & champagne roundtable discussion groups

A chance for everyone to network and relax after the day’s presentations and discussions.Champagne Discussion Groups offer delegates a chance to delve deeper into timely topics of the day and network with specific VIP speakers

18:00 - 19:30 90 mins
Info
Quant Tech Summit
Networking drinks reception & champagne roundtable discussion groups

A chance for everyone to network and relax after the day’s presentations and discussions.Champagne Discussion Groups offer delegates a chance to delve deeper into timely topics of the day and network with specific VIP speakers

19:30 - 19:35 5 mins
Quant Invest Summit
End of Quant Invest Summit
19:30 - 19:35 5 mins
Quant Tech Summit
End of QuantTech Summit