Date: 12 July 2018
11:00am – 12:00pm EST / 4:00pm – 5:00pm BST
In an era with exponential growth in market data, hear how funds can efficiently manage risk and capture alpha using real-time analytics, through discussion points such as:
– Is there a new paradigm emerging to manage liquidity and margin risk after the volatility shock in February this year?
– Using machine learning techniques to assess risk and generate signals from big data asset classes like equity options
– How to best integrate big data analytics into your trading and risk applications
– Deploying scenario analytics and stress testing techniques for higher performance
– Atul Pawar, Prime Risk Management, Goldman Sachs
– Frank Tan, Founding Partner, Voyant Capital Management
– Jerry Hanweck, PhD, CEO, Hanweck
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