Fiduciary Investors Symposium, RACV, Headlesville Victoria, Australia

Date: 13 November 2017

CFM are sponsors and will be speaking at the event.

FISConexus

Southeast Institutional Investor Forum Atlanta

Date: 25 October 2017

MarketsGroup

Context Summits West 2017 - Dana Point, CA

Date: 17 September 2017

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Rainmaker - Financial Standard - Best of Breed event. Paris

Date: 1 September 2017

BoB

Portfolio Construction Forum - Strategies Conference, Sydney

Date: 23 August 2017

CFM will be a speaker

PCF

Great Plains Institutional Investor Forum

Date: 27 June 2017

CFM is a sponsor

The 4th Annual Great Plains Institutional Investor Forum is an educational initiative designed through close coordination with the region’s leading institutional investors to build peer communities that merge global best practices with local expertise. The forum is specially designed to bring together 100+ staff members, investment officers, board members and trustees representing Minnesota, Wisconsin, North Dakota, South Dakota, Nebraska and Iowa.

The program’s agenda will cover alternative beta, pension fund management, the global equity market landscape, hedge fund allocation trends, outlook for emerging market economies, currency strategies, interest rates and the credit cycle, real assets and non-traditional asset classes, fiduciary responsibility and fraud protection.

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Rencontre Maths-Industrie sur les questions de l’Intelligence Artificielle

Date: 20 June 2017

CFM will be moderating the event, which will be held at the Palais Brongniard and where participants will discuss how artificial intelligence can disrupt market finance.

 

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CAIA France Annual Panel Event on Absolute Return Strategies

Date: 15 June 2017

CFM will be speaking at CAIA France's annual event with investment professionals from Blackrock, BNP Paribas Capital Partners, Credit Agricole Assurances and DNCA.

CAIA

Mean Field Games and Related Topics

Date: 15 June 2017

CFM will be speaking at this event, which will be held in Rome

Mean field games theory describes the equilibria in strategic interactions of a large number of rational agents. In the recent years, this research area has been rapidly spreading in several different directions which are concerned with significant probabilistic and analytic issues. The goal of this conference is to discuss recent advances in the modeling, analysis and numerical approximation of mean field games systems as well as some related, even if different, approaches to the description of macroscopic behaviors in collective dynamics.

Charles-Albert Lehalle will be speaking at the end of day 1 on

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FundForum International Berlin

Date: 12 June 2017

CFM will be participating in a session on "Alternatives and liquid alternatives workshop part 2: The solution providers" on June 14th.

FFIntl

Talk at Laboratoire de Finance des Marchés de l’Energie

Date: 2 June 2017

Charles-Albert Lehalle will be speaking on Closing The Loop of Optimal Trading: a Mean Field Game of Controls at the Laboratoire de Finance des Marchés de l’Energies (FiME)

This talk explains how to formulate the now classical problem of optimal liquidation (or optimal trading) inside a Mean Field Game (MFG). This is a noticeable change since usually mathematical frameworks focus on one large trader in front of a  » background noise  » (or  » mean field « ). In standard frameworks, the interactions between the large trader and the price are a temporary and a permanent market impact terms, the latter influencing the public price. Here the trader faces the uncertainty of fair price changes too but not only. He has to deal with price changes generated by other similar market participants, impacting the prices permanently too, and acting strategically. Our MFG formulation of this problem belongs to the class of  » extended MFG « , we hence provide generic results to address these  » MFG of controls « , before solving the one generated by the cost function of optimal trading. We provide a closed form formula of its solution, and address the case of  » heterogenous preferences  » (when each participant has a different risk aversion). Last but not least we give conditions under which participants do not need to instantaneously know the state of the whole system, but can  » learn  » it day after day, observing others’ behaviors.

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Mid-Atlantic Institutional Investor Forum

Date: 23 May 2017

CFM is a sponsor

The 5th Annual Mid-Atlantic Institutional Investor Forum is specially designed to bring together 100+ senior investment officers, board members, and investment consultants representing Delaware, Washington D.C., Maryland, North Carolina, Virginia, and West Virginia's institutional investor community.

The program’s agenda will cover smart beta, pension fund management, private equity allocation trends, real assets, fund operational issues, global equity market landscape, hedge fund allocation trends, asset recovery, securities litigation, distressed cycle and credit market navigation, interest rates and the credit cycle, real assets and non-traditional asset classes, fiduciary responsibility, and fraud protection.

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Fiduciary Investors Symposium - Blue Mountains NSW, Australia

Date: 15 May 2017

CFM are sponsors and Philippe Jordan will be speaking on "Tail-Risk hedging: who's scared of the black swan?"

FISConexus

CMSA Harvard University Workshop

Date: 9 January 2017

CFM will be participating at the Workshop on Discrete and Topological Models for Effective Field Theories hosted by the Center of Mathematical Sciences and Applications of Harvard University.

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CMStatistics 2016

Date: 9 December 2016

CFM will be speaking at the 9th International Conference of the ERCIM WG on Computational and Methodological Statistics at the Higher Technical School of Engineering, University of Seville, Spain.

Market Microstructure: Confronting Many Viewpoints

Date: 6 December 2016

CFM is a sponsor of this year's Market Microstructure event.

The accumulation of high frequency market data in recent years has revealed many surprising results. These results are interesting both from theoretical and practical standpoints. The mechanism of price formation is at the very heart of economics; it is also of paramount importance to understand the origin of the well-known anomalous “stylized facts” in financial price series (heavy tails, volatility clustering, etc.). These issues are of obvious importance for practical purposes (organisation of markets, execution costs, price impact, etc.). This activity is also crucial to help the regulators, concerned with the organisation of liquidity in electronic markets and the issues raised by “high frequency trading”.

Correspondingly, this problem has been vigourously investigated by at least five different communities (economics, financial mathematics, econometrics, computer science and econo-physics), scattered in academic institutions, banks and hedge funds, with at present limited overlap and sometimes lack of visibility. On the other hand, due to the gigantic amount of available data, precise, quantitative theories can be now be accurately tested.

The organizers thought that it could be extremely fruitful to confront the ideas that have blossomed in those different communities in the past decade. In order to foster this confrontation and ease communication, we have gathered in Paris researchers from these different communities, including professionals, and ask them to give introductory tutorials, reviewing both their recent activity and the problems that, in their eyes, are most relevant to address in the near future. We have insisted on the importance of pedagogy and cross-disciplinary spirit. We are convinced that this event will be a unique opportunity to learn about recent research trends in finance.

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CBOE Risk Management Conference - Europe

Date: 26 September 2016

CFM will be speaking at CBOE's Risk Management Conference in Ireland.

CBOERMC

Absolute Returns Conference - Sydney

Date: 15 September 2016

CFM will be speaking at the Absolute Returns Conference in Sydney

The tenth annual Absolute Returns Conference is a chance for institutional investors to hear from international hedge fund managers and absolute return funds and to hear what fellow investors are doing in this space.

It will cover analysis of the current most popular absolute return strategies, an update on fees, strategies to combat the current low yield environment, the case for liquid alternatives and how to gain equity returns from alternative beta.

It will feature consultant overviews of the space and a panel of prominent investors who will give a reality check on what is, and what is not tangible for Australian institutional investors and their boards.

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AIMA Australia Annual Forum 2016

Date: 13 September 2016

CFM will be participating in a panel during the AIMA annual forum in Sydney

The AIMA Australia Annual Forum is a non-profit hedge fund conference organised by the industry for the industry, featuring quality Australian and international speakers sharing insights, reflections, war-stories and facts with hedge fund managers and investors.

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Soft Matter - Theoretical and Industrial Challenges Workshop

Date: 7 September 2016

CFM will speaking during this workshop, which aims to highlight developments in theoretical physics and mathematical frameworks for the modelling and simulation of soft matter systems, with particular emphasis on how these models can inform industrial processes, materials, and design. 

The two main objectives of the workshop:

  • to encourage Industrial participants to help identify grand-challenge questions for the broader academic community that can motivate future theoretical work.
  • to foster collaborative and interdisciplinary approaches that will maximise the impact of emerging new theoretical insights on currently outstanding industrial problems.

Building on the foundations laid by Sir Sam Edwards, talks will provide leading-edge advances and insights into soft matter systems and their applications. Scientific topics will include both traditional and novel polymeric materials; powders, glasses and jammed materials; and interfacial soft matter such as emulsions and colloidal gels. Current and potential applications areas for these systems include health, energy and environment, consumer goods, advanced materials, and foods.

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Portfolio Construction Forum Conference

Date: 24 August 2016

CFM will be speaking on day 1 of the Portfolio Construction Forum Conference in Sydney

Conference 2016 will facilitate debate on the markets, strategies and investing, with particular focus on the friction between short-term and long-term investing imperatives - and the portfolio construction decisions that must be made. We'd welcome you joining us!

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CFM's Challenge Data

Date: 1 July 2016

CFM currently has a Challenge Data project for the prediction of transaction volumes in financial markets

What is Challenge Data ?

  • Machine learning challenges for teaching and research in data science.
  • Promotes a free exchange of data and algorithmic knowledge, for education, science, industrial, social and medical applications.
  • Challenges are supervised classification or regression problems, organized as competitions. Data provided by start-ups, innovative companies, medical centers and scientific experiments.
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Quant Invest 2016

Date: 1 June 2016

Quant Invest is Europe’s premier event for the quantitative finance community . It was created 10 years ago to allow institutional investors, quant funds, brokers, academics and advisors to come together and discuss opportunities and challenges within this exciting field of finance .

In 2016 the event will be moving from London to Munich, and will continue offering the opportunity for academics & thought leaders to present their research & ideas, whilst at the same time connecting them with the real world of investors’ and managers’ challenges . Attendees will have the chance to examine the latest strategies & innovations and identify future trends changing their industry.

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Global Derivatives Trading & Risk Management

Date: 9 May 2016

Zoltan Eisler will be speaking on Non-Linear Market Impact Across Asset Classes

Global Derivatives Trading & Risk Management is the longest running and largest derivatives & risk management conference in the World. Established in 1994, the conference has built up a reputation as the one must-attend event in the industry.

Attended by over 450 senior practitioners every year, it is the only financial engineering conference to cover such a wealth of derivative asset classes including equity, volatility, interest rate, FX, credit, commodities, hybrid and inflation derivatives as well as securitisation and exchange traded products all under one roof.

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UK Pensions Awards 2016

Date: 5 May 2016

CFM has been shortlisted in the category Alternative Investment Manager of the Year in the UK Pensions Awards. Winners will be announced on 5 May.

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HFM European Performance Awards 2016

Date: 21 April 2016

CFM has been shortlisted in several categories for the HFM European Awards. Winners will be announced on 21 April.

HFM Awards 2016

Investors Choice Awards 2016 EMEA & APAC

Date: 19 April 2016

CFM has been nominated in several categories at the Investor's Choice Awards. Winners will be announced on 19 April.

Machine learning and finance

Date: 21 March 2016

This half-day workshop is dedicated to the applications of machine learning techniques ("big data") in finance. Talks will be given by both academics and practitioners, among the best specialists of the field. This workshop is a part of the House of Finance Days, from 14 to 24 March 2016.

9th Financial Risks International Forum

Date: 21 March 2016

The 9th Financial Risks International Forum, organized by The Institut Louis Bachelier, in cooperation with the Fondation du Risque, the Europlace Institute of Finance and the Louis Bachelier "Finance and Sustainable Growth" Laboratorwill focus on "NEW CHALLENGES FACING THE INVESTMENT MANAGEMENT INDUSTRY".
The aim of this conference is to highlight the methodological and regulatory challenges confronting the investment management industry. The financial crisis and its aftermath have resulted in reflection on the tools and practices of investment managers. The economic and financial environment is challenging, marked by low interest rates, increased volatility, and new economic and demographic risks. Standard practices such as the use of traditional risk management models, benchmarks, quantitative backtests, are being called into question. End investors require more governance and socially responsible investment practices. Regulatory complexity is a constantly evolving concern for the industry. Questions have been raised about potential incentive problems created by delegated management, and financial stability risks posed by the asset management industry.

Charles-Albert Lehall will be moderator of the "Smart Beta and Factor Investing" roundtable and speaker at the "Asset Allocation" Session, on "Stochastic Portfolio Theory and Mean Reversion: Explaining Theoretical Performances by Observed Market Dynamics"

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3rd Annual Ohio Institutional Investor Forum

Date: 27 January 2016

CFM will be participating in a panel during the The 3rd Annual Ohio Institutional Investor Forum,  an educational initiative designed through close coordination with the region’s leading institutional investors to build peer communities that merge global best practices with local expertise.

The program’s agenda will cover smart beta, pension fund management, private equity allocation trends, real assets, fund operational issues, global equity market landscape, hedge fund allocation trends, asset recovery, securities litigation, distressed cycle and credit market navigation, interest rates and the credit cycle, real assets and non-traditional asset classes, fiduciary responsibility, and fraud protection. The forum is specially designed to bring together 100+ staff members, investment officers, board members, and trustees representing Ohio.

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8th Annual Hedge Fund Research Conference

Date: 21 January 2016

Charles-Albert Lehalle will be speaking on "Private information and corporate earnings: Evidence from big data" during this event, organized by House of Finance, Université Paris-Dauphine.

This academic meeting will take place in Paris during January 21-22, 2016. Academic sessions will cover the latest researches on hedge funds, but also, more broadly, researches that seek to improve the understanding of the roles of different market intermediaries and the effect of their behaviour on asset prices. 

Topics include: Hedge fund risks and performance; transparency (reporting) and due diligence; hedge fund activity and broad macroeconomic issues such as systemic risk and contagion; hedge fund activism; portfolio liquidation and liquidity; financial regulation; etc.

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ENS Lyon Workshop

Date: 19 January 2016

Jean-Philippe Bouchaud will be speaking on "statistical physics to financial asset management".

Euronext Annual Exchange Conference

Date: 19 January 2016

Charles-Albert Lehalle will be participating on a round-table discussing "Les Indices : tendance inéluctable dans la gestion".

Market Microstructure: The CFM-Imperial Workshop 2015

Date: 14 December 2015

Contacts: Martin Gould, Marta Guzzon

“Market Microstructure: The CFM-Imperial Workshop” is a two-day event taking place on 14-15 December 2015. The aim of the workshop is to bring together a wide range of academics and practitioners, to facilitate discussion of the many different ideas that have blossomed in these communities during the past decade, and to provide an overview of the state-of-the-art research in market microstructure. The workshop will be organized by the CFM-Imperial Institute for-Quantitative Finance, and will be hosted in the auditorium of Deutsche Bank, in the heart of the City of London. The event will unite several of the world's leading researchers in quantitative finance around specialized research talks and round-table discussions, and will also provide young researchers with the opportunity to present their work in poster sessions. Overall, we seek to provide an opportunity for diverse and stimulating intellectual exchange on a wide range of topics highly relevant to modern financial markets.

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Dealer Group Research Forum

Date: 1 December 2015

Contacts: Conexus Financial

CFM is participating at the Professional Planner Dealer Group Research Forum in Sydney, a one-day event designed specifically for senior research professionals.

Focusing on improvements in the generation and delivery of research and research-related materials to financial planners and their clients, the forum features a mix of panel sessions and open and small-group discussions, and will also provide an insight into what’s expected of the research community by financial planners themselves, licensees, regulators and other parties, including professional indemnity insurers and dispute resolution schemes.

 

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Professional Pensions Investment Awards Ceremony

Date: 27 November 2015

Winners will be announced at an awards lunch on 27th November; Capital Fund Management have been shortlisted for ‘Quant Hedge Fund Manager of the Year’.

The Professional Pensions Investment Awards recognise the advisers, providers and investment managers that offer the highest level of innovation, performance and service to occupational pension schemes and their members, and have done the most to improve over the past year

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Fiduciary Investors Symposium

Date: 16 November 2015

CFM is participating at the Fiduciary Investors Symposium in Yarra Glen, VIC, Australia

Now in its seventh year, the Fiduciary Investors Symposium has become a must-attend event for Australia’s institutional investment decision makers.

Hear chief investment officers, portfolio managers, consultants and fund managers tackle current issues on major asset classes, new investment approaches and asset allocation strategies. This event features a popular CIO Q&A which will ask the leaders of the leading funds about their workloads, their hopes and fears. As much as the presentations, a key part of this event is the numerous opportunities to network with your peers.

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Mathematics and Social Sciences Workshop

Date: 16 November 2015

Jean-Philippe Bouchaud will be participating at a workshop sponsored by EHESS, ERC Readi, Imperial College London & the EPSRC.

 

Although mathematics have been used in social sciences for over two centuries, there has been an incredible intensification of the scientific activity related to socio-mathematics which started about a decade ago. The field has been rapidly growing and a number of different approaches have been developed of both quantitative and qualitative nature. It seems now quite timely to gather specialists of with a view to understand what big scientific trends emerge. The conference also will strive to present to specialists and newcomers in the field active avenues of research in the coming years. Mathematical methodologies will include Partial Differential Equations both of deterministic and stochastic types, discrete Agent-Based models, networks, etc. The workshop to span aspects going from model derivation and qualitative behaviour analysis to numerical approximation and model calibration on real data. We will emphasize the strong interplay between models and their targeted social phenomena. With this aim, the workshop will attempt to provide a state-of-the-art of various interfaces between mathematics and social sciences as examplified by the (non-exhaustive) following themes:

  • Crime

  • Economics

  • Networks and social sciences

  • Opinion dynamics

  • Pedestrians and collective dynamics

  • Urban studies

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The London Quantitative Finance Seminar: Lubos Pastor

Date: 12 November 2015

Time: 18:00 - 19:00
Venue: Clore Lecture Theatre, Huxley Building
Campus: South Kensington Campus
Audience: Open to all
Ticket: Registration in advance
Website: register on-line here
Contact: Marta Guzzon

We find that active mutual funds perform better after trading more. This time-series relation between a fund's turnover and its subsequent benchmark-adjusted return is especially strong for small, high-fee funds. These results are consistent with high-fee funds having greater skill to identify time-varying profit opportunities and with small funds being more able to exploit those opportunities. In addition to this novel evidence of managerial skill and fund-level decreasing returns to scale, we find evidence of industry-level decreasing returns: The positive turnover-performance relation weakens when funds act more in concert. We also identify a common component of fund trading that is correlated with mispricing proxies and helps predict fund returns.

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Leading The Way in Big Data

Date: 5 November 2015

CFM will be part of a roundtable on Finance & Big Data at this event, organized with ENSAE ParisTech (University Paris Saclay) & the HAAS School of Business (University of California Berkeley)

Physique & Entrepreneuriat = création de valeur

Date: 4 November 2015

Jean-Philippe Bouchaud will be speaking on "statistical physics to financial asset management" at the second edition of this forum, organized by IncubAlliance & SATT Paris-Saclay

Si l’on associe volontiers la physique à l’exploration de l’infiniment grand et de l’infiniment petit, on oublie trop souvent qu’elle est aussi source de nombreuses innovations. Comment capitaliser sur l’excellence des recherches menées par les laboratoires des établissements membres de l’Université Paris-Saclay ? Comment transférer les résultats de ces équipes vers des entrepreneurs et industriels et donc créer de la richesse et de l’emploi sur le territoire national ? Telles sont les grandes questions qui seront abordées tout au long de ce Forum.

Après les mathématiques qui avaient réunis près de 250 participants en 2014, c’est donc au tour de la physique d’être mise à l’honneur cette année à l’occasion de la seconde édition du Forum IncubAlliance & SATT Paris-Saclay.

Parmi les principaux temps forts de cette journée : les interventions de Mathias Fink sur la possible transformation des concepts physiques en start-up innovantes, et de Jean-Philippe Bouchaud sur la création de modèles numériques issus de la physique qui ont permis la croissance de sa start-up. Les réflexions des principaux acteurs de la valorisation et du financement de l’innovation sur le plateau de Saclay, des présentations de start-up et de success stories à la française ainsi que des témoignages d’entrepreneurs, autant de moments qui seront pour tous l’occasion de découvrir que « physique peut parfois rimer avec santé, finance ou agriculture ».

Entre les interventions et pendant la pause déjeuner, les participants pourront également rencontrer, échanger et débattre avec les nombreux partenaires de l’événement dont les stands se trouveront à l’extérieur de l’amphithéâtre Poincaré. Résolument placée sous le signe des échanges, cette journée sera conclue par une table ronde sur la capacité de la France à exploiter le potentiel de ses physiciens.

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Statistical Physics Approaches to Networks Across Disciplines 2015

Date: 20 October 2015

Contact: Pascale Searle (pascale.searle@kcl.ac.uk.)