About the Conference

Quant Insights is back this May with a one day event focusing exclusively on the latest trends and insights in portfolio management. From 'Portfolio Construction for Sector Indices of Cryto Assets' to 'Optimal Execution in Fixed Income', this online event will bring together some of the biggest names in quantitative portfolio management.

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. Become a CQF Institute member for free to claim your complimentary ticket today.

Conference Schedule

19th May 2022

13.30 - 14.30 SGT

Virtual conference doors open - Familiarize yourself with the Hopin platform

14.30 - 14.35 SGT

Welcome Remarks
Dr. Randeep Gug, Managing Director, CQF Institute

14.35 - 15.10 SGT

Optimal Portfolios Under the Threat of a Crash
Dr. Paul Wilmott, Founder, Certificate in Quantitative Finance (CQF)

15.10 - 15.45 SGT

Tests of Asset Pricing Models with A Large Number of Assets
Dr. Dashan Huang, Associate Professor of Finance and BNP Paribas Fellow, Lee Kong Chian School of Business

15.45 - 16.20 SGT

Achieving Reliable Return Projections in Uncertain Times
Angana Jacob, SVP Product, SigTech
Radovan Vojtko, CEO, Quantpedia
Dr. Stuart Broadfoot, VP, Quantitative Analytics, SigTech

16.20 - 16.50 SGT

Break and Networking

16.50 - 17.25 SGT

Portfolio Construction for Sector Indices of Crypto Assets
Dr. Artur Sepp, Head Systematic Solutions and Portfolio Construction, Sygnum Bank

17.25 - 18.00 SGT

Modelling Banking Book Portfolios
Priya Balan, Director, Quantitative Analytics, Barclays

18.00 - 19.00 SGT

Factor Investing and the Road to Diversified Serfdom
Dr. Michael G. Kollo, CEO, Clanz (Panel Chair)
Dr. Bernard Lee, Founder and CEO, HedgeSPA
Professor James Sefton, Professor of Economics and Director of the MSc in Investment and Wealth Management, Imperial College
Leif Cussen, Founder, Onionfutures.com

19.00 - 19.30 SGT

Break and Networking

19.30 - 20.05 SGT

Cost-Effective Composite Forex and US Equities Feeds
Dmitry Zotikov, Senior Quantitative Analyst, dxFeed

20.05 - 20.40 SGT

Market Impact and Optimal Execution in Fixed Income: A Machine Learning Approach
Professor Edith Mandel, Principal, Greenwich Street Advisors LLC

20.40 - 21.10 SGT

Break and Networking

21.10 - 21.45 SGT

Seven Lessons on Starting your own Business (previous conference recording)
Dr. Paul Wilmott, Founder, Certificate in Quantitative Finance

21.45 - 22.20 SGT

A Stylized History of Quantitative Finance
Professor Emanuel Derman, Financial Engineering Professor, Columbia University

22.20 - 22.25 SGT

Closing Remarks
Dr. Randeep Gug, Managing Director, CQF Institute

22.25 - 23.25 SGT

End of day networking

Conference Speakers

Confirmed speakers and panelists. Click on the images below to explore abstracts and biographies.

Conference Tickets

Date

19th May 2022

Time

14:30 - 22:30 SGT
07:30 - 15:30 BST

Missed the event or want to watch it again? Catch up with video on demand.
Not a member? Become a basic member for free to watch the event.

Conference Organizers

Quant Insights is presented by the CQF Institute, Fitch Learning, & Wilmott

CQF Institute

Promoting the highest standard in practical financial engineering, the CQF Institute, part of Fitch Learning, is a global membership organization dedicated to educating and building the quantitative finance community. The CQF Institute is also the awarding body for the Certificate in Quantitative Finance (CQF) the world’s largest professional qualification in quantitative finance.

Fitch Learning

Part of the Fitch Group, Fitch Learning partners with businesses to help develop the future leaders of the financial services industry. Alongside centers in established financial hubs, Fitch Learning utilizes a best-in-class technology platform to deliver blended learning solutions that maintain the personal element of development.

Wilmott

Wilmott is the leading resource for the quant finance community, comprised a website and discussion forum and Wilmott magazine.

Conference Sponsors

Platinum Sponsors

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