QuantMinds International 2026

16 November 2026 – 19 November 2026

InterContinental O2, London, United Kingdom

172 sessions · 160 speakers

Organiser (1)

Informa Connect

Media Partners (2)

Quantitative Finance · FinTech Futures

Sponsors (6)

Clearwater Analytics · SAS · AMD · Murex · Deutsche Börse · S&P Global Market Intelligence

Association Partner (1)

Thalesians

Exhibitors (2)

London Stock Exchange Group · OptionMetrics

Supporting Partner (1)

Migrant Leaders

Agenda

• Chair's welcome remarks 16 November 2026
• QuantMinds fourth annual hackathon in partnership with CompatibL 16 November 2026
• Chair's welcome remarks 16 November 2026
• Chair's welcome remarks 16 November 2026
• Chair's welcome remarks 16 November 2026
• Quant investing in 2026: Markets, risk, and integration 16 November 2026
• Next-Gen quant infrastructure: AI, quantum, and cloud-native architecture revolutionising financial markets 16 November 2026
• Elements of deep learning 16 November 2026
• Important facts about volatility and early models 16 November 2026
• Logical and philosophical constraints applied to large language models 16 November 2026
• Does the AI edge exist? What allocators see when they test it 16 November 2026
• AI in finance: From predictive models to agentic systems 16 November 2026
• AI-driven alpha: From research to production 16 November 2026
• Deep learning for pricing and hedging 16 November 2026
• Stochastic volatility 16 November 2026
• A random walk down microstructure alley 16 November 2026
• Deep learning for approximating high-dimensional PDEs and control problems in finance 16 November 2026
• Volatility and tail risk: Managing the extremes 16 November 2026
• Agentic AI for math finance 16 November 2026
• Path-dependent volatility 16 November 2026
• Deep calibration 16 November 2026
• Systematic M&A arbitrage 16 November 2026
• The agent harness interface: code, control, and adaptive systems in finance 16 November 2026
• Deep LSVM simulation 16 November 2026
• Sovereign climate contingent convertible notes (S-CloCo) for power-sector transition finance funding cost reduction 16 November 2026
• Calibration of volatility models 16 November 2026
• Generative models 16 November 2026
• Cross asset portfolio construction: Managing risk and complexity 16 November 2026
• YieldGAN: Synthetic yield curve generation for hedging, cross-curve dynamics and regime shifts 16 November 2026
• The life cycle of a systematic strategy in crypto: the overfitting problem when you trade a single asset 16 November 2026
• Assessment framework for RAG systems: a quantitative approach 16 November 2026
• Chair's closing remarks 16 November 2026
• Chair's closing remarks 16 November 2026
• Deep hedging of interest rates derivatives 16 November 2026
• A novel market making strategy for stock baskets and optimised execution in the closing auction 16 November 2026
• Chair's closing remarks 16 November 2026
• Chair’s closing remarks 16 November 2026
• Mentorship for the next generation of global talent 16 November 2026
• AI, Machine Learning, and Big Data: Implications for Pricing/Hedging Calculators and Risk Models 16 November 2026
• AI in markets: The next stage of finance or a risky parrot? 16 November 2026
• Build v buy in the age of cloud and AI 16 November 2026
• Chair's welcome remarks 17 November 2026
• The state of quant finance: Navigating market evolution, technology disruption, and regulatory shifts 17 November 2026
• When Models Have Goals: A New Type of AI Model Risk 17 November 2026
• Play a few hands of poker 17 November 2026
• The art of uncomfortable questions: what documentary filmmaking teaches us about risk 17 November 2026
• The AI infrastructure inflection: how modern compute is changing quantitative finance 17 November 2026
• The allocator perspective on quant investing: Strategies and perspectives on alpha, risk, and portfolio construction 17 November 2026
• Chair's closing remarks 17 November 2026
• Check out the PhD poster area in the Foyer! 17 November 2026
• Play a few hands of poker 17 November 2026
• Chair's welcome remarks 17 November 2026
• Chair's welcome remarks 17 November 2026
• Chair's welcome remarks 17 November 2026
• Workshop “AI Model Risk Measurement, Reporting and Mitigation 17 November 2026
• Putting the noise in perspective: private markets through the recent news cycle 17 November 2026
• Magic Strikes 17 November 2026
• Modeling commodities curves: Adaptations for counterparty credit risk use cases 17 November 2026
• The greatest moments in VIX 17 November 2026
• Term Premia and Bond Convexity 17 November 2026
• Goal-based optimisation for regime-switching models 17 November 2026
• Portfolio stress loss models for equity prime brokerage 17 November 2026
• Lean for stochastic calculus 17 November 2026
• Systematic alpha in FX and fixed income in the post Covid era 17 November 2026
• Play a few hands of poker 17 November 2026
• Market Mysteries: Close-Up Magic for Financial Minds 17 November 2026
• Dissection of high dimensional empirical copula into analytical components 17 November 2026
• Session title TBC 17 November 2026
• Session title TBC 17 November 2026
• Differential Karhunen-Loève 17 November 2026
• Deploying sentiment analysis 17 November 2026
• From alpha discovery to alpha selection 17 November 2026
• Machine learning frameworks for contingent convertibles and their applications in asset management 17 November 2026
• XVA as the asymptotic limit of a deep-hedging problem 17 November 2026
• Option pricing in Bachelier-type models 17 November 2026
• Chair's closing remarks 17 November 2026
• Chair's closing remarks 17 November 2026
• Chair's closing remarks 17 November 2026
• Play a few hands of poker 17 November 2026
• Market Mysteries: Close-Up Magic for Financial Minds 17 November 2026