Quant Strats 2025

March 11, 2025

Quorum by Convene, NY, USA

Petter Kolm

Professor NYU Courant

Tuesday 11th March agenda

2:10 PM Integrating and Applying LLMs in Quant Finance

  • How can LLMs be best levered in forecasts, risk management and ultimately, alpha generation? 
  • What level of sophistication has sentiment analysis reached? 
  • What is the selection process when using different LLMs for different tasks? 
  • How can a defense layer be built for high quality misinformation?

Check out the incredible speaker line-up to see who will be joining Petter.

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