July 2018 Event – Minimum Volatility and Algorithms in the wild

We are delighted to bring to our Quantess community two very diverse speakers to talk about their quantitative research discoveries in their respective fields of work. Part I of Quantess Summer Seminars this year will take place on Friday 13th July, followed by networking over drinks and nibbles kindly hosted by our partner Macquarie.

Our first speaker Tara Sharma from BlackRock, who is a long-standing Quantess member, will discuss her research study on Min-Vol Cross Sectional Volatility (CSV) Interest Rates and Other Mysteries. This is then followed by our guest speaker Christine Foster from the prestigious The Alan Turing Institute to lead us in a discussion of Algorithms in the Wild.

To ensure your attendance, please register for tickets early through our Eventbrite page. Tickets sale will close by noon Wednesday 11 July.

Please Note: the seminar will start from 6pm on Friday 13th July at Macquarie (28 Ropemaker St). Admissions to the venue will close at 6.30pm to ensure the event starts promptly.

Thank you for being part of Quantess! We look forward to having you join us.