Quant Insights Conference:
Portfolio Management in Quant Finance
13th March 2024
11:00 - 18:00 GMT
Brought to you by
CQF Institute, Fitch Learning, and Wilmott
About the Conference
The highly-anticipated Portfolio Management in Quant Finance Conference is back in March 2024. Book your free ticket today to expand your knowledge through insights from industry experts, explore cutting-edge techniques, models, and strategies, and enjoy professional networking.
Tickets are free and you will earn valuable CPD credits. Plus, you will get exclusive access to video on demand after the conference.
Confirmed speakers and panelists. Click on the images below to explore abstracts and biographies.
Dr. Jan Rosenzweig
Pine Tree Market Neutral
Fat Tailed Diversification: Entropies, Tail Covariances et al
There are infinitely many ways to orthogonalize a basket. In the presence of fat tails, though, orthogonalization is only a part of the equation. We will discuss general approaches to the other, missing part of this equation, and a specific realization of such approaches using a power-law estimate for marginal entropies. This results in a parallel diagonalization of the usual covariance matrix, and a specific slice of the mixed moment tensor, termed the tail covariance matrix. We will show some examples, and discuss general ways forward.
Dr. Jan Rosenzweig, Portfolio Manager, Pine Tree Market Neutral
Jan has been working in the financial markets for close to 20 years, as a quant, structurer, trader and portfolio manager. He worked at Credit Suisse, Rabobank, HSH Nordbank, IV Capital, Brancherose and Pine Tree. He has a PhD in applied maths from Cambridge and BSc in applied maths and computer science from Zagreb. Jan is based in London.
Neo Ivy Capital Management
How AI is Used to Generate Alpha in Investing
AI is widely used in many professions including medicine as AI can help in detecting patterns. How is AI used in a low signal to noise environment like investing to generate Apha?
Renee Yao, Founder, Neo Ivy Capital Management
Renee Yao began her career on Wall Street at Citadel, LLC. Later she left Citadel to join WorldQuant, a Millennium Management Portfolio Manager, as a Trader with discretionary trading authority for her own designated account. Subsequently she joined a prop trading firm where she managed multiple statistical arbitrage portfolios totaling several hundred millions USD in gross positions. In early 2015, Renee set up her own firm, Neo Ivy Capital Management, a quantitative hedge fund manager that focuses on trading liquid, publicly traded equity securities via artificial intelligence strategies. Renee was named as “Tomorrow’s Titan” by The Hedge Fund Journal in 2019 and “100 People Transforming Business” by Business Insider in 2020. Renee holds a M.A in Statistics from Columbia University.
Dr. Artur Sepp
Head of Quantitative Strategies
Dr. Artur Sepp, Head of Quantitative Strategies, Clearstar Labs
Artur Sepp is Head of Quantitative Strategies at Clearstar Labs in Zurich – a family office specializing in systematic strategies in crypto assets and DeFi. Artur has over 15 years of experience in financial markets including heading quant research at a crypto manager and a systematic hedge fund, leading development of front-office quant strategies and derivatives at private (Julius Baer) and investment banking (Merrill Lynch/BofA). Artur has a PhD in Mathematical Statistics from University of Tartu, an MSc in Industrial Engineering and Management Sciences from Northwestern University, and a BA cum laude in Mathematical Economics from Tallinn University of Technology. His expertise covers quantitative investing and asset allocation, modeling of derivative securities, machine learning and data science, and blockchain applications with DeFi. He is the author and co-author of several research articles on quantitative finance published in key journals.
Dr. Randeep Gug
Dr. Randeep Gug, CQF Institute, Managing Director
Dr. Randeep Gug is the Managing Director of the CQF Institute and a lecturer on the Certificate in Quantitative Finance (CQF). Prior to joining Fitch Learning, Randeep worked in a variety of roles. He spent five years working in the Equities division at Salomon Smith Barney and later traded futures and options on the Indian National Stock Exchange (NSE). More recently he has spent time teaching mathematics at all levels. He is a qualified teacher, holds a 1st class honours degree and a PhD for research in semiconductor physics. He is a CQF Alumnus, achieving a distinction on the programme and his current interests are based around improving and promoting the teaching and learning of Quant Finance.
13th March 2024
11:00 - 18:00 GMT
Quant Insights is presented by the CQF Institute, Fitch Learning, & Wilmott
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.
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.