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Quant Insights Conference: Quantum Computing in Finance

Watch the recordings from the July 2022 Quant Insights Conference. Enjoy talks from David Orrell, Dr. Araceli Venegas-Gomez, Dr. Oleksiy Kondratyev, and many more to discover the latest innovations in quantum computing.

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Quantitative Finance: Corporate Finance and Investments, Then and Now

In this talk, Dr. John Guerard traces the history of quantitative finance from the construction of efficient portfolios in the works of Harry Markowitz, Jan Mossin, William Sharpe, Ed Elton and Martin Gruber, Richard Brealey, Russell Ackoff, and William Ziemba. 

Dr. John Guerard
59 mins
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Tails, Black Swans and Optimal Portfolios

In this talk, Jan Rosenzweig explores why optimal portfolios, according to the Modern Portfolio Theory, are not diversified and whether this is a good thing or not. He also looks at whether simple trading rules-of-thumb beat Modern Portfolio Theory and which rules-of-thumb.

Jan Rosenzweig
47 mins
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A Day in the Life of a Quantitative Portfolio Manager

In this talk, Michael Althof describes his career journey as a Quantitative Portfolio Manager. 

Michael Althof
51 mins
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Deep Reinforcement Learning for Asset Allocation in US Equities

In this talk, Sonam Srivastava demonstrates the application of reinforcement learning to create a financial model-free solution to the asset allocation problem.

Sonam Srivastava
57 mins
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Reinforcement Learning and Hidden Markov Model Based Smart Trading Strategies

In this talk, Samit Ahlawat discusses Reinforcement Learning and Hidden Markov Model Based Smart Trading Strategies.

Samit Ahlawat
1 hour and 6 mins
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Neither God nor Machine: Man's model

In this talk, Elie Ayache discusses derivative pricing models.

Elie Ayache
1 hour and 38 mins
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What Short Rate Model Should I use?

In this talk, Colin Turfus covers the development of short rate modelling of interest rates over the last thirty years, assessing the strengths and weaknesses of the various approaches which have been proposed.

Colin Turfus
1 hour and 14 mins
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CQF Institute Delhi Society Meeting: Tail Risk & Portfolio Management Strategies

This talk will provide an overview of Tail Risks and why they are important in portfolio management strategies. 

Rishi Kohli and Pankaj Mani
1 hour and 49 mins
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Market Tremors: Hidden Risks in Modern "Zombified" Markets

In this talk, Hari Krishnan describes techniques for adjusting traditional risk measures such as volatility during this era of unprecedented balance sheet expansion.

Hari Krishnan
1 hour and 0 mins

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