#QuantStrats
Huge thanks to Jonathan Bentinck, Lauren Mickelsen, Juan Peironcely, and Jiajun Sun (all FM MSc students) for representing us at the Quant Strats Conference in London! They enjoyed a day of cutting-edge learning and networking.

#QuantStrats #Finance #MSc #London #PartofLSE #LSEMathematics
October 16, 2025 at 3:25 PM
Thanks everyone who came to my commodities panel with Paul @bilokon and Oudom Dy @quantstrats - covered many topics to how each commodity is different, regime shifts (eg batteries) and much more! (Thanks @art_thu for the photos!)
October 15, 2025 at 11:41 AM
Caio Natividade & Francisco Pozetti @DeutscheBank discussing FX vol strategies beyond the traditional VRP/short vol approach @quantstrats
October 15, 2025 at 11:23 AM
Haoxue Wang talking about the importance of context engineering with LLMs @quantstrats - LLMs can’t read your mind if context not provided
October 15, 2025 at 9:50 AM
Andrew Harvey discussing speculative markets: bubbles or balloons @quantstrats
October 15, 2025 at 9:16 AM
Great talk from Paul @bilokon discussing the path from static alpha models -> adaptive, learning systems -> autonomous market ecosystems @quantstrats
October 15, 2025 at 8:28 AM
Daniele Bianchi @quantstrats talking about the importance of interpretability of machine learning using techniques like SHAP
October 15, 2025 at 8:15 AM
Neil Martin talking about the data collecting in Formula 1 @quantstrats - really fascinating stuff, always looking to make the cars safer.
October 14, 2025 at 4:54 PM
Discussing alt data @quantstrats, a few points raised the need to monitor data continuously, imputing missing data, smaller histories etc. “Alpha is Alpha!”
October 14, 2025 at 4:21 PM
Barry Fitzgerald @ManQuantTech talking about cloud vs on prem (or both) decision for your models @quantstrats
October 14, 2025 at 3:46 PM
Wafaa Schiefler @jpmorgan discussing time series forecasting with an example of gas supply and demand, looking at factors like seasonality (both throughout the year, days of the week), temperature etc. @quantstrats
October 14, 2025 at 2:51 PM
Discussion of interesting use cases for LLM @quantstrats
October 14, 2025 at 2:11 PM
Rohit Shama @BNYglobal @quantstrats talking about deep learning for price forecasting, more broadly talking about working with tick data using kdb together with Python
October 14, 2025 at 1:37 PM
Discussing robust multi-asset portfolios @quantstrats, noting each drawdown has had a different driver, but can try to cover many bases.. with tail risks you first need to identify, and then work out optimal hedge (and cost)
October 14, 2025 at 12:00 PM
Panel @quantstrats on strategizing with AI, general purpose vs task specific models, tool to speed up R&D etc.
October 14, 2025 at 11:22 AM
Chris Williamson @SPGlobal discussing the benefits of PMIs timely, hard data not sentiment etc. at @quantstrats
October 14, 2025 at 9:21 AM
Panel at @quantstrats on quantifying risks, noting how alt data can help. Before it was financial & macroeconomic risks.. now we have more risks geopolitical, climate etc.
October 14, 2025 at 8:44 AM
Mike Bell kicking off @quantstrats with a bearish view on UK, pointing out that headline inflation is mostly energy etc.
October 14, 2025 at 8:10 AM
Tomorrow, October 24th, 2023, I'm stoked to attend the #QuantStrats conference in London, UK 🎉

Check out the event details here: www.alphaevents.com/events-quant...

My focus? #GenerativeAI, #ReinforcementLearning, and #LOBmodelling. Can't wait!
October 23, 2023 at 12:52 PM