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Business Analysis Quant'03 15-17 September, 2003 - London, UK
Generating Alpha: How to Implement, Use and Achieve Success from State of the Art Quantitative Research and Methodologies

This conference provides the opportunity to take away an enhanced understanding of the very latest quant techniques, an awareness of what the biggest fund managers are doing, and the ability to enhance your own quant strategy to outperform the index.

Covering Equities, Securities, and Fixed Income, 40 top class speakers will pick apart the latest research, methodologies and tools enabling you to generate alpha:
  • More about new quant strategies that you can implement and benefit from
  • What quant techniques your peers are using
  • What are the latest successful, cutting edge techniques being researched?
Professor Lionel Martellini, Research Director at the Edhec Risk and Asset Management Research Centre, will be presenting the results of Edhec's recent research on Tactical Style Allocation at the event.

Programme

Monday, 15th September 2003
Day One

08.30
Registration & Coffee

09.00
Chairman's Welcome

09.05
Keynote Plenary - The Road to Alpha: Changes of Direction in 2003
Bill Martin, Head of Global Investment Risk, Invesco

09.40
BASEL and Beyond: The Impact on the Quantitative Function
Götz Giese, Quantitative Credit Risk, Commerzbank AG

10.20
The Difficulties of Integrating Quant into the Traditional Investment Process - and How to Overcome Them
Dr Stephen Rees, Executive Director & Head of Investment Process Unit, Schroders

11.00
Morning Coffee

11.20
Asset Allocation and Risk with Hedge Funds Active Strategies
Dr Steve Satchell, Reader in Financial Econometrics & Fellow of Trinity College, Cambridge University

12.00
Guaranteed Positive Returns: Can Quants Answer the Challenge?
Mark Lundin, Head of Quantitative Research, Fortis Investment Management

12.40
Lunch for Speakers and Delegates

14.00
Stream Sessions:
  • Stream A: Fixed Income and Derivatives
  • Stream B: Advanced Theory Quant Sessions
15.20
Afternoon Tea

15.40
Stream Sessions continued

17.30
Chairman's Closing Remarks

17.40
End of Day One

Programme

Tuesday, 16th September 2003
Day Two

09.30
Chairman's Opening Remarks

09.40
Stream Sessions:
  • Stream C: Risk Management Credit, Market Risk
  • Stream D: Advanced Quant & Hedge Fund Strategies
  • Stream E: Asset Allocation & Risk
11.00
Morning Coffee/Tea

11.20
Stream Sessions continued

12.40
Lunch

14.00
Stream Sessions continued

Includes a presentation at 14.00 in Stream E: Asset Allocation & Risk, by Professor Lionel Martellini, Research Director at the Edhec Risk and Asset Management Research Centre:
  • Tactical Style Allocation - A New Form of Market Neutral Strategy:
    • Classification of active portfolio strategies
    • Evidence of predictability in style index returns
    • Implications for style allocation decisions
    • Extending the approach to market timing and sector rotation decisions
15.20
Afternoon Tea

15.40
Stream Sessions continued

17.00
Closing Remarks & End of Conference


Wednesday, 17th September 2003
Conference Workshops
  • Recent Advances in Portfolio Analysis and Construction to Handle Missing Data and Estimation Risk
  • Quantitative Tools for Market Prediction
Event Details
  When   Between 15/09/2004 08:30 AM and 17/09/2004 03:30 AM
Where   Kensington Hilton, London
Web  
 
Contact Details
  Name   Customer Services
E-mail   mailto:registration@iir-conferences.com?cc=iir@iir-conferences.com&subject=registration_enquiry_kj1959
Phone   +44 (0)20 7915 5055