Embracing innovation in quantitative risk management, modelling, investing and trading

Showcasing the latest quantitative research in risk management, portfolio construction and trading

The 16th annual Quant Summit USA returns to New York on July 9-12 with an agenda highlighting the biggest trends in the industry and showcasing the latest research in these areas.




The quant playing field has been gradually changing over the years, and now we can see where many quants have shifted their focus. One of the big trends is the proliferation of machine learning in finance and its application in trading, asset allocation, stock selection, portfolio optimisation, risk management and compliance - to name just a few areas. We have also seen the buy-side adopting a more systematic approach to money management creating a fertile ground.

Despite these emerging trends, quantitative solution to regulatory challenges remain an important area in quant finance, thus XVA, the standard initial margin model, Fundamental Review of the Trading Book, stress-testing, remain an important part of Quant Summit Europe. We have also observed interesting developments in price modelling and computational techniques which we will showcase at the event this year.







Key themes this year include:

  • Portfolio optimization techniques
  • Machine learning in financial markets
  • Quantitative buy-side research
  • Quantum computing applications in finance
  • Quant tools in portfolio construction
  • Innovation in modelling
  • Algorithmic trading
  • Computational solutions
  • Risk Premia, Factor investing, Smart Beta 
  • Regulatory topics, including, valuation adjustments, FRTB, Initial Margin and more
  • New research areas for quants