Some of Our Key Events in Trading

Last evening we brought together an amazing pool of talented students with backgrounds in fields such as econometrics, mathematics, engineering and quant finance. In collaboration with Cross Options, a cutting-edge trading firm, we explored the dynamic world of options, energy markets, commodities, and futures trading. And what better setting than one of Amsterdam's finest bars

A big thank you to everyone who joined us, see you at the next event!

Yesterday, we had an amazing in-house event at Accent Circonflexe Groupe! Accent is a trading company founded in 1992. It operates in the financial markets for its own account.

Everyone had the chance to experience what it's like to be a real trader for an hour. From the US market open at 15:30 to 16:30, everyone traded using a paper account. Afterwards, we had drinks at the office bar next to the trading floor, with all colleagues joining in for some after-work fun. We wrapped up the day at Cafe van Zuylen, enjoying some Amsterdam sunshine.

See you at the next company event!

Sven Hubens taught us all you need to know on options! With more than 14 years of experience at firms such as Optiver, Maven, and CBOE, he knows it all.

Sven currently gives trainings at large market makers and trading firms, so this was an amazing opportunity to get some insights in the professional world of trading. We dove into various topics such as using options in practice, hedging, trading strategies, option dynamics, and more.

We look forward to seeing you all at our next expert session!

IMC Trading is a leading global proprietary trading firm and market maker, founded in Amsterdam in 1989. With a strong focus on technology and quantitative research, IMC provides liquidity and trades across asset classes on the world's major exchanges.

About the challenge: Step into the fast-paced world of headline trading, where every decision counts. React to breaking news, anticipate market shifts, and outsmart fellow participants as you compete to maximize profits in our simulated exchange. This challenge mirrors real market conditions and puts your instincts, strategy, and quick thinking to the test. Collaborate, compete, and uncover the psychology behind successful trading—all in one high-energy experience.

In collaboration with Prometheus Capital and Amsterdam Quant Society, we hosted an Options Deep Dive led by Vincent Vis — a mathematician turned market maker who has held trading roles at Optiver, IMC, and Maven Securities, serving as in-house corporate trainer at each.

Topics covered:

• Volatility in practice: how market makers model and trade it in real markets
• Delta-hedged risk: where gamma, theta, vega, and skew actually matter
• Regimes & transitions: quoting, inventory, and risk when markets shift
• Humans vs models: intuition, speed, and automation in modern market making

Vincent currently specializes in options & volatility, managing a cross-asset book. He also serves the Dutch/Belgian retail community through DeAandeelHouder.nl and works as a trainer and advisor for the financial industry through his venture limitlong.com.

On April 8, 2026, we hosted The Trading Fair — one of the largest trading career events of the year. We gathered 12 trading firms, including Optiver, Flow Traders, IMC, and more, to inspire the next generation of traders and quants.

The event welcomed 200+ STEM students to a large Amsterdam venue, with sub-rooms reserved for smaller breakout sessions of 20–30 students. Across the day, attendees moved through workshops, games, market-making competitions, sponsor stands, panels, and one-on-one conversations with traders, recruiters, and engineers from across the industry.

The goal was simple: spark interest in trading and give students direct exposure to how the firms shaping European markets actually work. For more information, photos from the day, and details on Trading Fair 2027, visit thetradingfair.com.

We welcomed two professionals with highly complementary backgrounds across commodity trading, quantitative finance, and portfolio management. The evening brought together perspectives from traditional, fundamentals-driven commodity trading and the modern quantitative, data-driven approaches used across financial markets today, exploring how trading has evolved toward increasingly systematic methods while both perspectives continue to play a major role.

Martijn Bron is a commodity trading expert and headhunter with over 26 years of experience across commodity trading, sourcing, and risk management at Cargill. As former Global Head of Trading for Cargill Cocoa & Chocolate, he held multiple leadership roles across grains, seeds, cocoa, and chocolate trading. Today he advises commodity firms on recruitment, trading, and risk management. He is a LinkedIn Top Voice, co-host of the Strong Source commodity podcast, ranked the #3 most influential voice in finance in the Netherlands by Favikon, and author of the bi-weekly cocoa market report for Vesper.

Xingyu Yang, FRM is a quantitative credit portfolio manager with experience across bonds and derivatives. At SAMCo she built a top-down allocation model for index CDS forecasts, issuer curve construction across the investable universe, and optimized portfolio construction using machine learning and data analytics. Previously she executed systematic and discretionary cocoa futures strategies at Cargill, delivering a VaR multiple above 20. She holds an MSc from ETH Zurich, is FRM certified, and works with Python, SQL, and stochastic modeling.

Across the evening we covered commodity trading and global markets, quantitative and systematic trading strategies, risk management and derivatives, and practical advice on how to break into trading and commodity markets, followed by an interactive Q&A with both speakers. We closed off the evening with networking drinks at CREA.