CUATS is excited to be organising its first quant conference!

This event will feature four expert speakers discussing the latest research in the world of algorithmic trading. The talks also fit neatly within the framework of the QuantConnect modules for automated trading we have been using to build our own algorithms in our fortnightly coding sessions, namely:

- Universe Selection/Alpha Generation

Applications of Machine Learning to Target Alpha in Financial Markets Fredrik Giertz Jonsson, Executive Director of Strategic Indices Structuring, J.P. Morgan

- Portfolio Construction

Portfolio Construction and the Long-Only Constraint Ashley Lester, Head of Systematic Investments, Schroders

- Execution

Applying Advanced Technologies to Equity Trading Andreas Petrides, Head of Foundational Research, Goldman Sachs and Andi Reci, Executive Director of Quantitative Execution Strategies, Goldman Sachs

- Risk Management

Covariance Matrices and Risk Control: Random Matrix Theory and Beyond Jean-Philippe Bouchaud, Chairman and Head of Research, Capital Fund Management

This is a great opportunity to hear some fascinating talks and to meet some of today's leaders in the quant industry as well as to mingle with like-minded students interested in this field.

For more details including speakers' bios and the abstracts of their talks, please visit:

https://cuats.co.uk/conference

Refreshments and merchandise will be provided.

A wine and canapes networking reception will follow the conference.

Tickets are free for students (subject to student status verification).

If you are not a student, please purchase a general admission ticket here:

https://cuats_conference1.eventbrite.co.uk

We look forward to seeing you all at the CUATS Quant Conference 2022!