Unveiling Quantitative and Systematic Strategies in Derivatives 2025 | S&P Global Market Intelligence | 6 May 2025 | Webinar
Venue
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| Event Date |
Wed May 7 CST (13 days ago)
In your timezone (EDT): Tue May 6 12:00pm - Tue May 6 12:00pm |
| Location | Webinar |
| Region | APAC |
Details
Join us for an in-depth exploration of quantitative and systematic derivatives-based strategies, covering smart beta index development, risk premia, dispersion trading, trend-following, curve dynamics, and systematic stock selection across multiple asset classes, included but not limited to equities, interest rates, and commodities. This session will provide insights from both the sell-side and buy-side, including perspectives from proprietary trading, hedge funds, structuring, QIS, and research. We will start with a qualitative overview before diving into a quantitative deep dive (QIS), culminating in cutting-edge applications of data science and machine learning. Additionally, this webinar will also examine the role of derivatives—from simple instruments to exotic and structured products—in shaping these investment strategies.
Speakers
2025 Speakers
Ankit Gheedia
CFA, Head of QIS Research, BBVA
Riccardo Werther Borghi
Systematic Portfolio Manager, Proprietary Trading Division, IMI CIB, Intesa Sanpaolo
Lini Gao
Head of Commodity Index Distribution – UK & MENA, Citi
Enrico Piccin
Director, EMEA Business Development, Derivatives Services, S&P Global Market Intelligence