Global Quant Network

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PRESENTS

Global Quant Network

Stay informed. Stay connected. Stay ahead.

 

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We hope you enjoyed the annual Global Quant Network event!

Over the past 4 interactive days, we have covered topics including the quant approach to Libor transition, quantum computing in finance, quant ESG strategies, modeling energy curves for XVA and much more.

WATCH ON-DEMAND

Day 1: A focus on XVA calculations

Global Quant Network kicked off with a detailed look at XVA calculations and management, and share new research on XVA funding. We were also joined by Fabio Mercurio, Global head of quantitative analytics, Bloomberg on his session, Looking forward to backward-looking rates: modeling and calibrating the volatility decay factors. 

Day 2: A deep dive into advanced data science and Machine Learning

Day two at Global Quant network focused on data and everything that goes into acquiring and gaining unique insights from data sets. We also looked at different use cases of Machine Learning and Deep Reinforcement Learning. A unique opportunity to dive deep into data science in quantitative finance!

Day 3: Master class day

Day three at Global Quant Network featured three technical masterclasses designed to be truly interactive learning experiences. The three high powered masterclasses covered: 1. Recent advances in VIX modeling; 2. Quantum computing in finance & 3. Market data simulation.

Day 4 - A focus on the role of ESG in portfolio construction and machine learning in asset management 

Specifically tailored for our APAC markets, day four featured sessions showcasing the complex structures and sophisticated volatility models so characteristic of APAC markets. We also looked at buy-side research, specifically the role of ESG in portfolio construction and machine learning in asset management.