London Reporting House Symposium: GC Division – Classifying trades in the repo market using machine learning techniques.

London Reporting House Symposium: GC Division – Classifying trades in the repo market using machine learning techniques.
Thursday 7 November 2024, 15:00 – 17:00

Following the recent publication of London Reporting House’s (LRH) white paper: GC Division – Classifying trades in the repo market using machine learning techniques, LRH is hosting a symposium on Thursday 7 November at Kaizen’s head office at The Gherkin, 30 St Mary Axe, London.

The age-old repo market, deep in volume, broad in reach, and rich in information, is fertile ground for Machine Learning. During the event, we will delve into the LRH data and apply various machine learning techniques to better understand the GC markets.

Our research, compiled by LRH’s Quant Analyst Dr Marian Priebe, is centered on how GC & specials are currently classified, and how other machine learning techniques could be considered; offering the users an advantage. Using LRH’s proprietary SFTR-based data, covering the major government repo markets, Marian has exhaustively researched the options and offers the audience, and the alchemists of the repo market, informed choices of how to classify their own trades & the difference these can make to GC rates.

We will also be joined by other Machine Learning and AI experts from across the financial services industry to explore other real-world applications.

Agenda:

15:00 – Registration & refreshments

15:30 – Opening remarks
Danny Corrigan, Co-founder & CEO, LRH

15:35 – ‘GC Division: classifying repo trades using machine learning techniques.’ An explanation.
Dr Marian Priebe, Quantitative Analyst, LRH

15:55 – Using machine learning in practice: Fireside Chat
Dr Robert Barnes, Chartered FCSI(Hon),  CO-CEO BPX & Managing Director Anopolis (former Group Head of Securities Trading & CEO Turquoise Global Holdings Limited, LSEG plc) & Dr Marian Priebe, Quantitative Analyst, LRH

16:10 – Practical applications of machine learning & AI to the interest rate markets
Dariush Hosseini, Director of Studies, Associate Professor, UCL

16:30 – Uses now and in the future of repo markets
Richard Comotto, Co-Founder and Chief Product Officer, London Reporting House & Senior Advisor, ICMA

16:50 – Closing remarks
Danny Corrigan, CEO and Co-founder, LRH

17:00 – Drinks reception

Please complete the form to confirm your place. Due to limited capacity, places for the symposium will be allocated on a first come, first served basis.  This event will appeal to market professionals, data analysts, and repo specialists alike.

GC Division – Classifying Trades in the Repo Market using Machine Learning Techniques – London Reporting House

Registration for this event has now closed.