TradeTech Europe 2017

25 - 26 April, 2017

Palais des Congrès de Paris

Contact Us: +44 (0)207 368 9548

 Christian Morgenstern
Christian Morgenstern Executive Director, Quantitative Investment Strategies Goldman Sachs Asset Management
Goldman Sachs Asset Management (GSAM) is one of the world’s leading asset managers, with over 700 investment professionals managing over $1 trillion in assets across many strategies.Christian is head of portfolio construction and trading for the Alternative Investment Strategies team within GSAMs Quantitative Investment Strategies platform, focused on alternative risk premia and hedge fund beta strategies. He is responsible for trading, implementation and portfolio management. Prior to this role, Christian worked for Equity Quantitative Trading. Christian has an MSc in Mathematics from Imperial College.

Main Day 1: Tuesday 25th April 2017

12:05 PM FIRE SIDE CHAT: The rise of the quant - defining their role in making smarter trading decisions

  • Identifying the differences in the role of a quant trader compared to the more traditional equity trader?
  • How can changes in trading strategy help aid company growth and increased capability in trading volumes
  • How to best use data to improve internal flow
  • How to customise data to improve the whole investment process
  • Which quant models work best and how can you evaluate their performance?

2:10 PM ROUNDTABLE THINK TANKS: How to evaluate your current technology suite and assess which investment/development routes best suit your desk

Table 1: Block execution strategy
Host tbc

Table 2: Quant execution strategy: Miles Kumaresan, Global Head, Trading, Nordea Asset Management

Table 3: Block execution strategy: Claus Mose, Head Trader, FX and Equities, Sparinvest

Table 4: Quant execution strategy

(Choose one roundtable to attend and dive in and dissect the practical strategies with the help of an industry expert leading your roundtable discussion. Tables are limited to 10 people)