Quant World

 

Quant World explores the latest strategies and innovation across quantitative risk management, portfolio optimization, statistical modeling and systematic asset allocation.

From exploring entropy pooling to debating the merits of quantamental strategies, this stream provides unique opportunities to learn from and interact with the leading minds in quant.

 

2017 SPEAKER HIGHLIGHTS:

 

Bob Litterman at Trading Show Chicago 2017

BOB LITTERMAN

Chairman,
Kepos Capital

Frederic Boyer at Trading Show Chicago 2017

FREDERIC BOYER

Global Head of Quantitative Research - Global Credit,
Citadel LLC

Marat Molyboga at Trading Show Chicago 2017

 MARAT MOLYBOGA

Chief Risk Officer,
Efficient Capital Managment

Carl Hopman at Trading Show Chicago 2017

CARL HOPMAN

Director of Quanitative Research,
Perot Investments

Attilio Meucci at Trading Show Chicago 2017

ATTILIO MEUCCI

Chief Risk Officer,
KKR   

Sal Abbasi at Trading Show Chicago 2017

SAL ABBASI

Co-Founder,
Coatbridge Capital

 

FOCUSES ON...

  • How to combine quantitative and fundamental approaches
  • Cutting-edge theory and methodology for systematic asset allocation and portfolio construction
  • How to develop, back test and validate risk models
  • The impact of regulation and market structure on quantitative risk management
  • Deploying artificial intelligence and machine learning-based quantitative investment strategies