Ram Ahluwalia,

Download the presentation slides here.

The presentation addresses key issues, including:

• Human learning: are we too smart for our own good?
• Human biases
• Machine biases
• Man & machine interaction
• Case study: Random Matrix Theory Synthesis
• A recipe for building risk models via RMT
• … and much more!

If you want to know more about this topic, download the slides now.

Quant Invest New York 2013 is part of The Trading Show New York. For more information,download the prospectus here. Can’t wait until December? Check out The Trading Show Chicago, taking place this June.

Ernest participated in the section of day two about new modeling ideas, presenting a case study called “Are there leading indicators of risk? Evaluating traditional risk indicators and identifying new ones”.

You can now download it here >

During Ernest’s presentation, he discussed discovering risk indicators in the FX markets, including:

- Motivation
- Risk in FX
- The effects
- The anti-climax
- Other risk indicators

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Interested in Canadian quant trading and investing? Check out this year’s Quant Invest Canada, taking place October 9-10 in Toronto.

Deutsche Bank is an organization well used to considering quantitative investing from a global perspective, and last year they shared their expertise with other attendees in Toronto.

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View their 2012 presentation to learn more about:

- The paradigm shift of quantitative investing
- Increased machine learning in stock selection
- Using the AdaBoost algorithm to transform nonlinear factors into a linear pattern
- The seasonal pattern of factor performance
- Capturing the changing environment

Click here to download the presentation >

Interested in Canadian quant trading and investing? Check out this year’s Quant Invest Canada, taking place October 9-10 in Toronto.

Find out what they had to say here >

- Download their presentation to read on as TD discusses:
- The low volatility effect
- Hypotheses for the low volatility effect
- How can investors harvest the low volatility effect?
- Low volatility vs. value investing

Get it here >

Interested in Canadian quant investing and trading? Check out this year’s Quant Invest Canada, taking place October 9-10 in Toronto.

On day two of last year’s event, he gave a presentation titled “How can pension investors optimize Liability Driven Investment in an Asset Liability Management framework?”.

You can download it here >

In his presentation, James discusses:

- Liability driven investing
- Portfolio seeking portfolios
- Liability hedge portfolios
- How plan demographics impact investment decisions
- Real rate risk
- Inflation risk
- Asset return volatility
- Holding assets that provide the right blend of hedging and return generating attributes

Get your copy now >

Interested in Canadian quant trading and investing? Check out this year’s Quant Invest Canada taking place October 9-10 in Toronto.

On the first day of last year’s event, he gave a presentation titled “Algorithmic and high frequency trading in the global FX market”.

You can download it here >

In his presentation, Hany discusses:

- Algorithmic FX global market organization
- Clearing
- Technology and its direction
- Market data
- Empirical market microstructure

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Interested in Canadian quant trading and investing? Check out this year’s Quant Invest Canada taking place October 9-10 in Toronto.

They gave a presentation on how to integrate quant into your Canadian and global portfolio, and we’re making it available for you to download now before we post it online.

Download your copy here > 

Check it out to hear what OMERS has to say about:

- Complementing your fundamental equity investment style
- Moving human judgment to the front rather than the end of the research and investment decision process
- Reducing behavioral biases
- Increasing the amount of assets managed using quantitative strategies

Click here to download >

Interested in Canadian quant trading and investing? Check out this year’s Quant Invest Canada, taking place this October in Toronto.

On the second day of the conference, Taha gave a presentation titled “How to hedge tail risk and manage extreme risk for fund of hedge funds”.

You can download it here >

His presentation addressed the following questions:

- How do we identify left-tail risks?
- How do we select an appropriate left-tail hedge?
- How do we size the hedge?
- How do we structure the hedge?
- How do we execute the hedge?

Get your copy to get the answers >

Interested in Canadian quant trading and investing? Check out Quant Invest Canada, taking place this October in Toronto.

Azul Systems

Download the report here.

Originally published by Waters magazine, the report includes several interesting articles on all things algorithmic trading-related, as well as some interviews with industry leaders.

Articles include:

• ITG releases closing auction liquidity algo
• National Bank Financial activates Orc for Canadian algo trading
• Perseus goes public with Euro microwave network

Interviewees include:

• Scott Sellers, CEO & Co-Founder, Azul Systems
• Andrew Banhidi, MD and CTO, Bank of America Merrill Lynch
• Aduris Siow, Director, Electronic Trading Sales & Consulting, ITG
• Louis Lovas, Director of Solutions, OneMarketData

Get your copy of the report now.

Azul Systems is a sponsor of the upcoming Trading Show Chicgao.

You can download her presentation here >

During her presentation, Wendy discussed:

• Multi-market dynamics
• Electronic trading rule
• Third-party access to marketplaces
• Order flow to marketplaces
• High frequency trading
• Dark liquidity and short sales
• Volatility controls

Get your copy here >

Interested in the Canadian quant industry? Check out our Quant Invest Canada, taking place this October in Toronto.