We had a wonderful time at Global Derivatives last week in Amsterdam and wanted to thank so many of you for joining us at the event.

A lot of research and new ideas were shared at the event. However, we are aware that the agenda has too many talks for any one person to listen to! To help you find out what was discussed in some of the talks you may have missed or to provide another perspective on some of the talks you attended we have asked The Thalesians to put together a few post-event thoughts for us, which we would like to share with you now.

 ---------------------------------------------------------------------------------------------------------------------------

"Holland Ahead: Our quant thoughts from Global Derivatives 2015" by Saeed Amen of The Thalesians

We recently travelled to Amsterdam to speak at Global Derivatives. In this note, we discuss our main takeaways from the talks we attended, which included speakers from prominent institutions including sell side firms, like Goldman Sachs, as well as buy side funds like AHL and GSA. As in recent years, there was an increased focus on how quants are no longer purely working in option pricing, but are also beginning to move into areas such as algorithmic trading. Much of our write up focuses more on our takeaways from the trading orientated talks...


The complete article is available (no registration necessary) here http://www.icbi-derivatives.com/appdata/downloads/globalderivatives/Our_quant_thoughts_from_Global_Derivatives_2015.pdf