9/22 to 9/24
QuantInvest 2008
CAIA members receive a 10% discount towards registration costs
Extracting alpha using quantitative methods
The investment universe is densely populated with skilled managers all hunting for elusive alpha. Amongst these managers a new breed is emerging: Generation Q - the investment managers that are backed by an arsenal of quantitative techniques and strategies that consistently give them the edge over others in the market.
For delegates
Quant Invest 2008 is a practical guide for investors to extracting alpha with quantitative methods.
Combining investor case studies, presentations from CEO level speakers and interactive panel discussions, Quant Invest 2008 allows you to put your questions to the experts. It is your opportunity to discover how you can start benefiting from the increased transparency, controlled risk and superior returns offered by quantitative investments.
Quant Invest 2008, 22 - 24 September 2008, 22nd - 24th September 2008, Guoman Tower Hotel, London.
Quant Invest 2008 is a practical guide for investors to extracting alpha with quantitative methods.
Combining investor case studies, presentations from CEO level speakers and interactive panel discussions, Quant Invest 2008 allows you to put your questions to the experts. It is your opportunity to discover how you can start benefiting from the increased transparency, controlled risk and superior returns offered by quantitative investments. Further details on Quant Invest 2008 can be found on the website: http://www.terrapinn.com/2008/qi/ you can download the brochure http://www.terrapinn.com/template/master/docdl.aspx?txtEID=2405 or call Julia on +44 (0)20 092 1276
Speakers include:
• Paul Wilmott, Editor-in-Chief, Wilmott Quantitative Finance
• Carolina Minio-Paluello, Managing Director, Head of Quantitative Resources Europe, Goldman Sachs Asset Management
• Robert Fernholz, Chief Investment Officer, INTECH
• Tim Wong, Chief Executive Officer, AHL
• Jaap van Dam, Chief Strategist, PGGM Investments
• Pierre Guillemin, Head of Quantitative Asset Management & Alternative Investments, Swiss Life Asset Management
• Tomas Morsing, Head of Quantitative Strategies, AP2
• Peter Risevich, Head of Tactical Asset Allocation, AP1
• Pieter Jelle van der Sluis, Senior Portfolio Manager GTAA Fund, APG Investments
• Wim Schoutens, Professor of Mathematics, K.U. Leuven
• Claudio Albanese, Professor, Imperial College London
Key Topics include:
• Quantitative investing after the credit crisis: will it ever be the same again?
• Handling correlation, diversification, transparency, and back testing to create the perfect quantitative investment model
• Behavioural finance and fundamental / quantitative approaches: implementing the 'human touch' to quantitative portfolios
Event Organizer: Terrapinn
Location: Guoman Tower Hotel, London