Automate Your FI Relative Value & Liquidity Analysis with Bquant
Join our experts from Bloomberg Business Intelligence and CTO Office to share analysis on the current market situation and to see how you can automate your credit relative value workflows using BQuant Enterprise in order to spot trading opportunities on a big credit universe.
Discussion Topics
- Comment on current market situation through RV lens
- Automate RV workflows using BQuant Enterprise
- Power your model with Liquidity Analysis
Speakers
Gary Kazantsev
Head of Quant Technology Strategy, Office of the CTO
Bloomberg
Gary is the Head of Quant Technology Strategy in the Office of the CTO at Bloomberg. Prior to taking on this role, he created and headed the company’s Machine Learning Engineering group, leading projects at the intersection of computational linguistics, machine learning and finance, such as sentiment analysis of financial news, market impact indicators, statistical text classification, social media analytics, question answering, and predictive modeling of financial markets. Prior to joining Bloomberg in 2007, Gary had earned degrees in physics, mathematics, and computer science from Boston University. He is engaged in advisory roles with FinTech and Machine Learning startups and has worked at a variety of technology and academic organizations over the last 20 years. In addition to speaking regularly at industry and academic events around the globe, he is a member of the KDD Data Science + Journalism workshop program committee and the advisory board for the AI & Data Science in Trading conference series. He is also a co-organizer of the annual Machine Learning in Finance conference at Columbia University.
Noel Hebert
Director of FICC Strategy & US Credit Strategist
Bloomberg Intelligence
Noel Hebert is global director of fixed income, currency and commodity strategy for Bloomberg Intelligence. He specializes in U.S. investment grade and high yield corporate credit strategy. Before joining Bloomberg, Noel was chief investment officer for Concannon Wealth Management, an adviser for high net worth clients. Before that, he held a variety of roles, including senior analyst for credit-related hedge funds at HSBC and Palisade Capital. He began his credit career at Moody's Investors Service, where he covered the technology and media sectors as a senior associate. Noel earned his bachelor’s of arts in mathematics from St. Anselm College and is a CFA charterholder.
Chloe Vuong
Quantitative Developer/Researcher
Bloomberg L.P.
Chloe is a Quantitative Developer and Researcher at Bloomberg, where she focuses on factor investing and quantitative trading strategies. Prior to joining Bloomberg, Chloe worked for 9 years on risk analytics and derivatives pricing models in banks and fintech company, providing quantitative solutions to buyside clients.