Fitch Learning is Counting Down to the 8th Annual Quant Insights Conference

There are just three weeks to go until the CQF Institute’s 8th Annual Quant Insights Conference – being streamed globally online on Wednesday 27 – Thursday 28 October 2021 at 08:30 – 14:30 EDT / 13:30 – 19:30 BST.

Key Topics and Themes
This two-day virtual conference features 14 talks and two panel sessions bringing together some of the world’s most influential practitioners from a range of disciplines and sectors. Leading quant experts including Robert Litterman,  co-developer of the well-known Black-Litterman Global Asset Allocation Model, will focus on machine learning, volatility, and risk. You can view the exciting talk abstracts and a full list of keynote speakers here.

Commenting on the event, Dr. Randeep Gug, Managing Director, CQF Institute at Fitch Learning, said: “Our October conference will unite 19 of the world’s leading quant experts to provide key insights into the latest industry developments in machine learning, volatility and risk. With the emergence of ESG in recent years and an increased focus on climate change as a key driver for quant finance, we are thrilled to have Robert Litterman deliver our talk on managing climate risk.”

Conference Highlights include:

• Robert Litterman on managing climate risk
• Paul Wilmott’s on Jensen
• Alexander Lipton on cryptocurrency ecosystem
• Jesper Andreasen on S&P500 and VIX option conundrum
• Helyette Geman on oil storage and price discovery
• Alexandre Antonov on alternatives to deep neural networks
• Katia Babbar on cross-currency options
• Misha Fomytskyi on optimal portfolio construction

Panel Discussion 1: How Can We Be More Ambitious with AI in Finance? 
Machine Learning, a subset of Artificial Intelligence, has gained increasing adoption as an important tool in finance over the last decade. The question arises, however, whether a narrow categorization of ML as a ‘tool’ means that quants are ignoring the potential of Artificial Intelligence as a paradigm. Rather than viewing AI as a means to perpetuate finance in its present form, how might operating in the AI paradigm change finance itself? With the promise of the Quantum era, is it too ambitious for finance researchers to focus on modeling an “investment consciousness”?

Panel Discussion 2: The Origins of Financial Market Volatility
Volatility is at the core of option pricing. Unexpected volatility has the potential to destroy financial institutions and bring the global economy to its knees. But where does volatility come from? What drives extreme changes in market volatility? Most of us, as quants, think of volatility only in mathematical terms. If we want to do a better job at pricing securities and managing risk, we need to go deeper, we need to understand the origins of financial market volatility.

Registration

Tickets are free for all CQF Institute members and include access to all talks and panels, breakout and networking activities, plus 30 days of video on demand. To become a member and claim your complimentary ticket today, please register here.