Quant Finance Forum Welcome Address and Presentations

Quant Finance ForumQuant Leaders' Network

2026-09-24 | 11:00 AM - 12:30 PM

Information

11:00

Opening Remarks & Address: Mauro Cesa, Quant Finance Editor, Risk.net

11:05 – 11:45

Practitioner Presentations: “Bittersweet Lesson: Large Signal Sets in Quant Finance”

Hinting at Richard Sutton’s ‘Bitter lesson’ paper on general and scalable methods, Gappy will share his research on strategies that use a large number of signals and explain what properties those signals need to have for a strategy to be viable. Drawing on his extensive experience leading quantitative research at some of the world's leading investment firms, Gappy will explore how quants can distinguish meaningful signals from noise.

Presenter: Giuseppe Paleologo, Global Head of Quantitative Research, Balyasny

11:45-12:30

Practitioner Presentations: Local Vol Calibration: the case of American Exercise and Discrete Dividends

This talk shows how to build a fast algorithm to calibrate local volatility surfaces for American options on single stocks. This is an important practical problem with many moving parts, and is a prime candidate for AI agentic implementation assistance -- a topic that we will also briefly discuss.

Presenter: Leif Andersen, Global Head of The Quantitative Strategies Group, Bank of America Merrill Lynch