Who it addresses: Independent Advisors, Private Bankers, Financial Promoters, Sell Managers, Asset Managers.

Monday, 8 February 2010
QUANT methodologies
for client portfolio management

- Why robust methodologies give the best results?
- What are the new trends in asset management?
- Behavioral finance and Contrarian strategies
- When Qualitative managers wed Quant strategies

Tuesday, 9 February 2010
ASSET MANAGEMENT

- New QUANT Strategies and Models
- Modeling Future Default and Recovery Rates
- Commonly-made QUANT Errors
- High Frequency Trading

• What are the most recent developments in the QUANT Financial World?
• Did Quant Hedge Funds perform better than the market averages?
• What are the Quant strategies resisting the global financial crisis?
• Will a low financial lever allow us to seize ALPHA better than before?
• Which is the best strategy for the future: ALPHA or BETA?
• Could TIMING generate added value for clients?
• Will strategy diversification be successful in the future?
• Will market regulation bring about benefits or further hardship for the future?
• Can independent advisory use QUANTITATIVE Methodologies to its benefit?
• Which model will best serve management companies: Relative or Absolute? 
  

• Discover what top QUANT scholars are researching.
• Meet the leaders of Quantitative Finance.
• Develop key relationships for your business.
• Learn the latest mathematical management models.
• Evaluate the pros and cons of using mathematical models.
• Discover the latest RISK models.
• Arm yourself for the challenges that lie ahead.
• Exchange experiences with other market players.
• Enrich your background of equity market mechanisms.
• Expand your investment strategies.
• Identify and isolate the old theories that exposed their weaknesses in the financial crisis.
• Discover how to protect yourself from further shocks in the markets.
• Learn about the latest resources and materials available to investors like you.