Execution Beyond Regimes
The past couple of years has shown us the unprecedented nature of markets – in other words, the chaos which fundamentally reshaped markets. The drastic shifts in regimes came as no surprise, and now, we adapt to the “new” normal.
In our upcoming QuantBrains seminar, we discuss lessons learned from the new landscape, and how we evolve and adapt to changing environments. We will introduce the latest research, data science methodology, and technology used to build dynamic forecasting and modeling for our suite of execution algorithms. At Quantitative Brokers, as markets evolve, so do we.
Questions? Contact us at email@example.com
Registration and Coffee
Panel 1: Regime Roadmap
The financial world as we know it, has become more dynamic – including the ways we execute across different asset classes. In this panel we explore regimes, market correlation, and electronification of new asset classes. We explore these questions and methods with QB’s research team.
Panel 2: Navigating Changing Microstructure, Buy-Side Perspective TBD
Panel 3: Product Announcements
The world is shaped by chaos, and financial markets too. At QB, we believe the best way to face chaos is by adapting dynamically to it. By using our creativity, research, spontaneity, and passion, we bring a new array of products to our clients.
Panel 4: Designing Dynamic Algorithms – Keynote Speaker Robert Almgren
We humans are creative and original, but not great at processing huge amounts of data or making statistical decisions every millisecond. Machines can do all of that and more, if we can figure out how to tell them to do it. Evolving markets mean that we need new tools – at QB, we believe robust algorithmic trading strategies must keep evolving to use the latest methods of machine learning, data science, and technology.
Cocktails & Networking
About the Organizers
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