Quant Invest & CTA World Europe 2012

Venue: Hotel Lutetia

Location: Paris, France

Event Date/Time: Nov 06, 2012 End Date/Time: Nov 07, 2012
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Description

The 6th annual Quant Invest brings together two of the biggest and most prestigious quantitative investment conferences in the world, in one place under one roof. It creates a one-stop shop for end investors and managers looking to diversify their Quant and CTA portfolios and effectively manage risk whilst pursuing the latest models and strategies.

The conference will get to the heart of the critical investor challenges and opportunities in this space and provide an opportunity to learn from quant pioneers who are shaping the present and future of this market.

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Additional Information

Key speakers include: • Jacques Attali, World-renowned economist and presidential adviser, Attali & Associates (A&A) • Albert-László Barabási, Director Center for Complex Network Research, Northeastern University • Dr. Gunduz Caginalp, Professor of Mathematics, University of Pittsburgh • Dr. Stefano Battiston, Chair, Systems Design, ETH Zurich • Arjen Pasma, Chief Risk Officer, PGGM Investments • Michiel Schuijt, Chief Risk Officer, MN • Martin Kallstrom, Portfolio Manager and Head of Hedge Fund Investments, AP1 Top 10 reasons to attend: • Hear from quant pioneers like Albert-László Barabási, Gunduz Caginalp and Stefano Battiston • Discover how to achieve an integrated approach to risk modelling across asset classes • Learn how to achieve true diversification and avoid overcrowding • Evaluate the returns on emerging markets when offset against risks • Exploit minimum variance to achieve steady returns and low risk sensitivity • Evaluate whether the industry has effectively responded to create acute risk awareness • Uncover the factors contributing to current and future CTA performance • Develop new models that display optimal adaptation and performance • Reduce overall portfolio volatility through managed futures • Overcome the challenge of sourcing the latest proprietary data