Unveiling quantitative and systematic strategies in derivatives

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.