The Gateway to Algorithmic and Automated Trading

Global Derivatives Trading and Risk Management

ICBI

17 Nov 2014 - 21 Nov 2014

Chicago

Details: click here

Register: click here

What Makes Global Derivatives USA 2014 The Must-Attend Event For All Quants, Traders & Derivatives Practitioners?

15% DISCOUNT

Over 80 Speakers From Leading Financial Firms Speakers have already confirmed from firms including Morgan Stanley, Aurora Investment Management, Ford Motor Company, Bank Of America Merrill Lynch, Barclays, Bluefin Trading, Caisse De Dépôt Et Placement Du Québec, Chicago Trading Company.

The Only Event To Offer In-Depth Coverage Of All Asset Classes Of Derivatives Under One Roof In Four Days
With a full 5 day program, 90 sessions and 9 separate streams to choose from.
Meet 200+ senior traders, portfolio managers, derivative strategists, quantitative analysts from all over the world.

The Most Diverse Speaker Line-Up Ever
Learn from senior quants, portfolio managers and traders from asset managers, hedge funds, pension funds, prop trading firms and banks.
Fascinating Market Insights
Gain invaluable insights from our keynote speakers including
  • Neal Soss, Vice Chairman, Research, CREDIT SUISSE who will examine the global economic outlook for 2015 and beyond
  • Haim Bodek, Managing Principal, DECIMUS CAPITAL MARKETS who will discuss market structure and the problem of high frequency trading
  • Ray Iwanowski , Founder & Managing Principal, SECOR ASSET MANAGEMENT - former Head of Quantitative Investment at Goldman Sachs Asset Management - unique perspective to offer

View the latest agenda for the premier US quant trading & derivatives conference

What Topics Will Be Covered At Global Derivatives USA 2014?

Now in its 4th year, Global Derivatives USA brings together senior practitioners from hedge funds, prop shops, asset managers, pension funds, banks and more to discuss the key issues facing quantitative traders, portfolio managers, derivatives strategists and quantitative analysts across all asset classes of derivatives.

Key topics to be covered include:

  • Volatility Trading: Volatility strategies beyond selling volatility, VIX trading strategies, non-equity volatility
  • Volatility Modelling: Volatility forecasting, vol of vol, modelling VIX options dynamic s
  • Quant Trading Strategies: Developing & backtesting strategies, market impact modelling, big data, the HFT debate
  • Portfolio Optimization: Smart beta, factor investing, tail risk, dynamic portfolio analysis
  • Equity Derivatives: dividends, optional trading strategies, modelling and trading equity correlation
  • Fixed Income Products: Interest rate volatility, fixed income algorithmic trading, inflation trading
  • Commodities: Market outlook, trading strategies, modelling FX-commodity correlation
  • Computational Efficiency: Algorithmic differentiation, GPUs, coding
  • FX: Trading strategies, FX market outlook, hedging strategies
  • Quantitative Approaches For Insurance Products: Variable annuities, gap risk, mortality
  • Discounting & Valuation Adjustments: CVA, FVA, multi-curves
  • Central Clearing & Regulation: Collateral, SEFs, central counterparty risk, market structure in the new regulatory environment

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