The StatPro Cloud Summit took place on September 13th, 2012, 29 floors up in the clouds at the top of Millbank Tower, London. It was the first summit for revolution where portfolio managers, fund administrators, analysts, sales directors, and marketing professionals from the global investment market shared some insightful presentations and there was a lively debate.
In my presentation I have shown a novel method that we are researching that allows the computation of risk attribution for complex portfolios. The details of the presentation cannot be freely shared because a patent application is being prepared on the method developed.
On March 7th, 2012, I gave a guest lecture in Bologna for the students of the master in Quantitative Finance. The topic chosen for the lecture was the importance of the convenience-yield risk variable in the computation of risk for long-dated commodity derivatives. You can download the slides of my presentation here.
On January, 18th, 2011, a number of QuantLib "fans" gathered at the Marriot Hotel in Canary Wharf, London, UK, to celebrate the first QuantLib forum. This is a link to the official forum page on the StatPro website where you can also download the forum brochure: London QuantLib Forum January 18, 2011.pdf
I personally believe the event was a great success and we had great feedback (anyway if you were at he event and would like to comment to me please drop me a line). I met many people that were interested in QuantLib for many different reasons: beginners, people interested in pricing only, people interested in risk management only, users of the QuantLibXL add-in, people interested in the C++, and so on and so forth.