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.
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.
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.
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.
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.
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.
A Day in the Life of a Quantitative Portfolio Manager
In this talk, Michael Althof describes his career journey as a Quantitative Portfolio Manager.
In this talk, Michael Althof describes his career journey as a Quantitative Portfolio Manager.
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.
In this talk, Sonam Srivastava demonstrates the application of reinforcement learning to create a financial model-free solution to the asset allocation problem.
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.
In this talk, Samit Ahlawat discusses Reinforcement Learning and Hidden Markov Model Based Smart Trading Strategies.
Neither God nor Machine: Man's model
In this talk, Elie Ayache discusses derivative pricing models.
In this talk, Elie Ayache discusses derivative pricing models.
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.
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.
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.
This talk will provide an overview of Tail Risks and why they are important in portfolio management strategies.
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.
In this talk, Hari Krishnan describes techniques for adjusting traditional risk measures such as volatility during this era of unprecedented balance sheet expansion.
