About Quant Summit Europe 2019
The 13th Annual Quant Europe Summit 2019 returns to London on March 5-9th, 2019 with a new program full of inspiring ideas and practical insights. From machine learning use cases to quantum computing in capital markets. Evolving market structure, tech breakthroughs and booming growth of machine learning use in finance, offer today’s quants a fertile ground for new research in all departments including risk management, portfolio construction, pricing and modelling, quantitative investing, trading and regulatory solutions.
- 5th March: Pre-Conference Workshops
- 6th March: Day 1 of the Main Conference
- 7th March: Day 2 of the Main Conference
- 8th March: Post-Conference Workshops
Pre-Conference Workshop: 5th Mach 2019 "Risk.net Machine Learning Forum"
Risk.net Quant Summit Europe is pleased present the 2nd edition of Machine Learning Forum, a workshop-style event designed to provide in-depth analysis on the latest ML/AI applications, challenges and limitations these tools pose, and showcase ideas of how can industry practitioners go about them.
What to Expect
- Unique multi speaker format featuring sessions from key industry practitioners
- Gain insights into the latest industry applications and what progress has been achieved since the ML boom
- Get insights into how to access Big Data and alternative data in financial markets and how to work with it efficiently when building your models
- NLP applications: How are quants successfully harnessing data?
- Discuss ML/AI limitations and how industry view interpretability issues
- Join the Harvest Session with our speakers at the end of the day and have your questions answered!
- Beyond Libor: The transition from Libor and what research opportunities it offers for quants
- Blockchain, digital assets and smart contracts: Unravelling the unknowns
- Quantitative buy-side research: Factor investing, risk premia, smart beta
- Evolution of algo trading and execution across the fixed income business
- "Quantamental" investing: The best of both worlds
- New techniques in volatility modelling and pricing
- Fintech agenda within banks: How are you levering new technologies
- Model performance and model risk management
Hear from speakers from global advisory boards, leading financial institutions and top firms across Europe.
- Peter Hafez, RAVENPACK
- David Jessop, UBS
- Christian Schwarz, MIZUHO INTERNATIONAL
- Giuliano De Rossi, MACQUARIE GROUP
- Saeed Amen, CUEMARCO
- Flavia Poma, LLOYDS BANK COMMERCIAL
RavenPack Presenter: Peter Hafez, Chief Data Scientist
Pre-conference presentation: 5th March 2019 11:30am. Peter will discuss news sentiment with insights from top investment banks. Covering the following:
- Alternative data has become a “must-have” for Quants and Fundamental investors to stand out in an incredibly competitive market
- The latest use-cases on RavenPack Sentiment
- New ways of constructing alpha signals around alternative data
With a highly anticipated conference we would like to offer you 20% off tickets using the discount code Quant20. Click HERE for tickets.
March 5-8, 2019
London Marriott Hotel Regents Park