The Computational Foundations of Quant Trading and Risk Management.
Speaker
Cliff Diamond
Agenda
6:30pm - Hybrid event starts
8:00pm - Presentation ends with networking and refreshments for those in person
9:00pm - Event close
Synopsis
In this talk we will cover:
- Introduction to the quant landscape - including the business problems that quants (hopefully) solve.
- Mathematical foundations of quantitative analysis.
- Derivatives overview: Futures and options, and how they're used (touching on Greeks) and basic pricing formulae (touching on Black Scholes and binomial pricing).
- Risk Management: Value at Risk (VaR), its limitations and modern developments.
- Execution and microstructure: Where quant devs like me come in. An explanation of order book microstructure, order routing, the distribution of liquidity and the types of venues that exist.
- Machine learning foundations (signal generation, volatility surface modelling, optimal order routing, decision trees and random forests).
- Careers and the real world.
About the speaker
Cliff Diamond MBCS CITP
Cliff is an experienced trading platform and quant developer with a demonstrated history of working in the financial services industry. Cliff is a strong finance professional skilled in Ultra Low Latency, Securities, Multicast, Quantitative Investing, and Trading Systems as well as experienced in equities, derivatives and fixed income trading.
Our events are for adults aged 16 years and over.
This meeting is conducted in accordance with the BCS Code of Conduct for Meetings.
BCS is a membership organisation. If you enjoy this event, please consider joining BCS. You’ll be very welcome. You’ll receive access to many exclusive career development tools, an introduction to a thriving professional community and also help us Make IT Good For Society. Join BCS today
If you are attending in person, please familiarise yourself with the Visitor Instructions for the BCS London Office.
Please note, if you have any accessibility needs, please let us know via groups@bcs.uk, and we’ll work with you to make suitable arrangements.
BCS privacy notice: your data will be processed by BCS in accordance with our data privacy notice.
Photography: by attending this event, you may be photographed or filmed. Please speak to a member of staff if you do not wish to be included.
For overseas delegates who wish to attend the event, please note that BCS does not issue invitation letters.
This event is brought to you by: London Central branch
Supported by: London North branch and London South branch
