JOIN US AT The Indian Institutional Quant Conference (Bengaluru Edition 2025) on 16th May 2025 in Bengaluru Following the success of The India Institutional Quant Conference Mumbai, LAQSA is bringing its flagship institutional quant event to Bengaluru. This full-day conference will be a meeting ground for leaders, researchers, and enthusiasts eager to explore new ideas, […]
By Sudhanshu Kanwar, CFA, FRM, CQF “Hedging Delta protects you against yesterday’s risk, Hedging Vomma and Ultima prepares you for tomorrow’s crash” Abstract Historical economic landscape shocks from Black Monday to the COVID-19 crisis have repeatedly exposed shortcomings of traditional Delta-centric hedging. Successful risk management demands understanding of higher-order Greeks—particularly Vomma, Zomma, and Ultima—that reveal […]
Kannan Singaravelu April 03, 2025 Abstract Risk management in structured systems often relies on Value-at-Risk (VaR) as a key indicator of systemic stress. Analysis indicates that 2024 experienced the highest number of VaR breaches since 2020. In July 2024, the NASDAQ-100 breached its 10-day VaR seven times, including four consecutive breaches—an anomaly given its historical […]
LAQSA is excited to announce the official launch of the Quant Education Program, in collaboration with Quant Insider. The Quant Education Program is a comprehensive, cohort-based course designed to build deep quantitative expertise from the ground up. Starting from core principles in statistics, mathematics, and coding/programming, the course progresses into advanced topics like Quantitative Modeling, […]
A Landmark Event in Quantitative Strategies Indian Institutional Quant Conference 2025 The Indian Institutional Quant Conference 2025 was held on 17th January 2025 at the St. Regis, Mumbai. This milestone event brought together some of India’s brightest minds as well as renowned and world-class experts in the field of quantitative strategies for a full day […]
The inaugural launch event of the Lambda Quantitative Strategies Association (LAQSA), held in collaboration with Bloomberg at their offices, was a resounding success! This first-of-its-kind gathering brought together leading Quant Experts from across the Indian Industry, Govt. Institutions, Academic and Research Institutions. Participation was widespread, with attendees traveling from cities across India specifically for the […]
Bloomberg and LAQSA upcoming joint event to promote awareness about “Quant Strategies in India” on 27th September,2024 in Mumbai where the Leaders from the Indian Quant Community would speak and participate.
Taleb, Nassim Nicholas and Goldstein, Daniel G., The Problem is Beyond Psychology: The Real World is More Random than Regression Analyses (October 10, 2011). International Journal of Forecasting, Forthcoming, Available at SSRN: LINK Raphael Douady and Nassim Taleb : Mathematical Foundation of Fragility/Anti-Fragility LINK Mani, Pankaj , Simpson’s Paradox: Relativity in Statistics/ Quant Data Analysis […]
Warm Welcome to everyone interested in quant and systematic strategies! We are excited to start this non-profit Quant Association for India as an industry body for quant was much needed given the high growth and scope of quant in India! Lots of exciting things like events, talks, research sessions, learning events and others are planned […]
