The Premier Event for Quantitative Investment Thought Leaders
Caio Natividade
Managing Director - Global Head of Quantitative Investment Solutions Research Deutsche BankCaio Natividade is a Managing Director and Global Head of Quantitative Investment Solutions Research at Deutsche Bank. The work of his team includes signal generation, portfolio construction and risk estimation across multiple frequencies, styles and products across asset classes. Since joining DB in 2002, Caio's research experience includes fixed income and FX research for EMEA countries, options strategy in FX and commodities, and cross-asset quantitative research. Caio's work has earned considerable recognition over the years, with accolades including top ranks at Institutional Investor, Risk Magazine Awards, Euromoney and Eleonora Emerging Markets. Caio holds a BSc in Finance from Lancaster University and an MSc in Financial Mathematics from King’s College London.
Day 2: 15 October
12:10 PM JOINT PRESENTATION: Systematic Investing in FX Options Markets: Beyond the VRP
In this presentation, we’ll cover opportunities in currency options going well beyond volatility carry. FX options markets provide unique opportunities including trades in the correlation and forward start domain which the quant investor can harness systematically while limiting exposure to traditional risks.
Check out the incredible speaker line-up to see who will be joining Caio.
Download The Latest Agenda
