What makes Quant Strats a must-attend event?

Quant traders might be thinking, "Oh great, another event discussing Generative AI" We get it; it seems like generative AI has crashed our financial party uninvited. But hey, if you can’t beat them, join them... ??

The topic of Generative AI appears to have pervaded every nook and cranny of the industry. Nevertheless, while we engage in discussions on this highly contested topic, many sessions focus on quant strategy, processes, and other technical aspects.??

Check out what we have planned for you next month at Quant Strats! This is one not to be missed!

Download the latest agenda here.

Our top sessions?include:?

8.40 am OPENING KEYNOTE: Generative AI for Limit Order Book Modelling?

• Developing a generative model of realistic order flow in financial markets through a first end-to-end model that generates tokenized limit order book (LOB) messages similar to tokenization in large language models (LLM).???
• Out-of-sample results showing performance in approximating the data distribution, as evidenced by low model perplexity and mid-price returns calculated from the generated order flow exhibit a significant correlation with the data, indicating impressive conditional forecast performance.???

• Offering new application areas for future work beyond forecasting, e.g. acting as a world model in high-frequency financial reinforcement learning applications.?

12.10 pm PANEL: Advanced modeling techniques – reinforcement learning??

• Deep hedging with real-world market frictions???
• Exploring new ML and RL technology and processes for alpha generation??
• Understanding how to enhance traditional quant methods with ML and RL??

PANEL: Utilising traditional and non-traditional data to understand macro risk exposure???

• Data sourcing and strategy from non-traditional and traditional data sources – creating a competitive advantage???
• Understanding how historical data is driving real-time trading for a competitive advantage??

PRESENTATION: The expected cost of decarbonization in systematic strategies??

• What cost to expect from adding decarbonization objectives in systematic strategies??
• A pricing framework of the expected cost of decarbonization for stock index portfolios.??

• The cost depends primarily on the structure of carbon risk.??
• Other key drivers are systemic risk factors as well as fossil fuel risk, macroeconomic, and sentiment-related factors.??

Get your copy of the full agenda here.?

Check out a selection of our expert speakers:?

• Michael Schewitz , Co-Portfolio Manager, Credit Trading and Investment, Investec Corporate and Investment Banking
• Hamza BAHAJI, PhD , Head of Financial Engineering and Investment Solutions, Amundi
• Roel Oomen , Managing Director, 德意志银行 ?
• Benoit Mondoloni , Head of Markets Data Product, Barclays ??

• Nikolaos Sotiriou, CFA , Data Science Manager, HSBC Asset Management ?
• Gareth W. , Co-Head Voya Machine Intelligence, Voya Investment Management
• Stefan Zohren , Deputy Director, Oxford-Man Institute of Quantitative Finance, University of Oxford
• Francesco Maria Delle Fave , Head of EMEA Applied AI, 高盛 ??
• Igor Yelnik , CIO and CEO, Alphidence Capital Limited ??

• Samuel Livingstone, CFA , Head of Data Science, Jupiter Asset Management ??
• Iman Honarvar, PhD , Director of Quant Research, Robeco ?
• James Munro , Head of ArcticDB, Man AHL ?
• Mikhail Samonov , CEO, Two Centuries Investments ??
• Aitor Muguruza Gonzalez , Head of Scientific Research and Data Analytics, Kaiju Capital Management ?

Sign up for Quant Strats?here!?

Use our exclusive discount code for an extra?20% off?–?QSLN20?

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