London quant group conference

His main interests are trading strategies, machine learning, exotic financial instruments and the impacts of macroeconomic events on the markets. Emmanuel likes challenges and the resolution of complex problems motivates him. Emmanuel works currently as a quant at UBS.

Olivier is an aspiring quant. Chief Data Scientists. Finance Quants. Thought leaders working in data science. Data Scientists and Analysts. Venture Capitalists and Investors. London November 19th—22nd, Data Science for Quant Finance. Some of Current Track Speakers. See the full list here! Some of Our Previous Speakers.

Why Attend? Data Science Skills. Machine Learning. Deep Learning. He is the author of numerous articles on financial markets which appeared in academic journals such as the Journal of Portfolio Management, the Journal of Financial Markets and the Journal of Banking and Finance. Since then, she has written research across a wide variety of topics including alpha, style factors, risk and portfolio construction.

With a career spanning over 25 years with First Quadrant, he has been involved in all aspects of investment management from research to risk measurement, risk allocation, portfolio optimization, trading and portfolio management. From his early specialization in tactical asset allocation and global macro strategies, Mr.

Levanoni joined First Quadrant from the California Institute of Technology with a background in physics and has also worked in the anatomy and neurobiology department of Washington University in St.

Michael manages a variety of teams globally, spanning algorithmic research, portfolio quants, client solutions, analytics and quantitative content generation. He joined the firm as a managing director in Prior to joining BGI, he worked as Director of Research at Barra, where his research covered equity and fixed income markets. Ronald Kahn is a well-known expert on portfolio management and quantitative investing.

He has published numerous articles on investment management, and, with Richard Grinold, authored the influential book Active Portfolio Management: Quantitative Theory and Applications.

The two of them are the winners of James R. Vertin award, presented periodically by the CFA Institute to recognize individuals who have produced a body of research notable for its relevance and enduring value to investment professionals. The book How I Became a Quant includes his essay describing his transition from physics to finance. He was a post-doctoral fellow in physics at University of California, Berkeley. Matthias holds a Ph. Matthias has published his research in various academic journals, such as the Journal of Portfolio Management, Finance Research Letters, Journal of Derivatives, and Journal of Behavioral Finance, among others.

He contributes to white papers and engages clients on topics such as strategic asset allocation and capturing alternative sources of return. Prior to AQR, he was a senior quantitative analyst and portfolio manager at Brevan Howard Asset Management, specializing in quantitative macro strategies and portfolio construction.

Thomas earned an M. His research focus on topics such as security lending markets; short selling; and limits to arbitrage. He regularly presents his work in the top academic conferences and contributed with articles to the popular press. Giuliano has a PhD in economics from Cambridge University, and worked for three years as a college lecturer in economics at Cambridge before joining the finance industry on a full-time basis.

He has worked on a wide range of topics, including pairs trading, low volatility, the tracking error of global ETFs, cross asset strategies, downside risk and applications of machine learning to finance. His academic research has been published in the Journal of Econometrics and the Journal of Empirical Finance. She publishes articles in the field of quantitative investment research and is co-editor of the Journal of Asset Management since January Fishwick has worked in quantitative finance for over 30 years in London, New York and Boston.

Where to stay. The LQG has secured rooms at a very competitive rate. If you do not want to stay in the Cripps Court please make your own arrangements.

The LQG is not reserving hotel rooms.