Quant Summit Europe 2017, held this month in London, covered many themes including Adjoint Algorithmic Differentiation (AAD), factor investing and Smart Beta, plus regulatory topics, such as XVAs, FRTB, and Initial Margin.
Top practitioners and academics, including Alexander Sokol, CompatibL’s CEO, delivered their latest research unraveling the most challenging regulatory requirements and showcasing solutions for quantitative risk management, portfolio construction, and trading in banks and buy-side communities. Alexander Sokol, CompatibL’s CEO, shared his expertise and latest research.
About Quant Summit Europe
Quant Summit Europe offers a program full of inspiring ideas and practical insights covering the most thrilling areas in modern quantitative finance.