Quant Strats 2025
March 11, 2025
Quorum by Convene, NY, USA
Tuesday 11th March agenda
8:00 am - 8:40 am
REGISTRATION AND NETWORKING
8:40 am - 8:50 am
Chair’s opening remarks
Michael Koegler -
Managing Principal and Founder,
Market Alpha Advisors
8:50 am - 9:10 am
The Allocator Insight
Samuel Weissen -
Executive Director - Portfolio Manager Alternatives,
LGT Capital Partners
Hear from a large institutional investor about their strategic posture and priorities at the mid-way point of the decade and how these translate into their processes when selecting fund managers and investment strategies.
9:10 am - 10:00 am
State of the Union: What does the current macro environment mean for you?
Farouk Jivraj -
Portfolio Manager & Head of Alternative Risk Premia,
FMR Investment Management (UK) Ltd.
Laura Serban - Principle, Global Stock Selection Research Group, AQR Capital Management
This ‘state of the union’ type panel deciphers just what has happened over the past year, with volatility, uncertainty and seismic technological advancements garnering speed, this panel has a look at what that means for the Quant Strats community.
- What strategies and tools have generated alpha over the past year? How does an organisation allocate assets and who have been the winners?
- How will self-learning technological advancement be scaled and impact global financial markets? Are we starting to see a shift?
- Where are the risks in the wider market, funds and diversified portfolios? How is this exposure being managed?
Farouk Jivraj
Portfolio Manager & Head of Alternative Risk PremiaFMR Investment Management (UK) Ltd.
10:00 am - 10:30 am
Intersections, integrations and applications – from idea to execution
Paul White -
CEO and Co-Founder,
Quantbot Technologies
This fireside chat will be centred around streamlining functions and processes within organisations and will cover the following key internal stakeholder relationships critical to enhancing investment decision making and ultimately, executions.
- Streamlining decision making between data, quant and investment functions to get usable data into quants hands at pace and the analytics into the investment managers in trays to construct, manage and optimise their portfolios.
- Building long term partnerships between researchers and engineers to turn ideas into useable investment tools
- Integrating systematic and fundamental thinking across asset classes, merging the capabilities of man and machine to improve fund performance
10:30 am - 11:10 am
Unlocking the Alpha Edge: Data in Focus
Evan Reich -
Head of Data,
Verition Fund Management
Eugene Miculet - Director, Data Sourcing and Strategy, WorldQuant
This session will focus on the first step of the investment journey, selecting and onboarding data and will centre around the following points...
- Does novel data exist in familiar geographies?
- How does one refine internal infrastructure to seamlessly onboard data?
- Does a one stop shop exist, or is it even preferable?
- How does one determine the criteria companywide when sourcing data?
- How does one navigate the compliance framework effectively?
11:10 am - 11:45 am
NETWORKING BREAK AND REFRESHMENTS
11:45 am - 12:10 pm
5x5 QUICK FIRE PRESENTATIONS
This part of the programme will consist of 5, 5-minute presentations with each presenter showcasing how their data offering, platform, software or tool which can you the edge in and increasingly competitive market.
Presentation 1: QuestDB
Presentation 2: Revelio Labs
Presentation 3:
Presentation 4:
Presentation 5:
12:10 pm - 12:30 pm
Evolution or Revolution in the Fixed Income Space?
The fixed income space has been ‘Evolving’ for decades, but is a revolution round the corner? With wider availability of higher frequency data, increased electronic trading, and AI's ability to scrape / analyse at real time speed, is the fixed income space the next big opportunity for quant trading?
12:30 pm - 1:30 pm
NETWORKING BREAK AND REFRESHMENTS
Track A: AI, ML and LLM/NLP Innovation
1:30 pm - 2:10 pm From Automation to Alpha Generation? Renee Yao - Founder and CIO, Neo Ivy CapitalIro Tasitsiomi - Head of AI and Investments Data Science, AI Labs, T. Rowe Price
Dhagash Mehta - Head of Applied Artificial Intelligence Research for Investment Management, BlackRock
This session will explore if, how, when and where A.I’s applications are both in reality and potentially when it comes to asset management. From workflows to automation to unlocking unique signals not spotted by the human eye, this session is centred upon the practical applications of A.I.
Dhagash Mehta
Head of Applied Artificial Intelligence Research for Investment ManagementBlackRock
Track A: AI, ML and LLM/NLP Innovation
2:10 pm - 2:30 pm Integrating and Applying LLMs in Quant Finance Petter Kolm - Professor, NYU CourantSheedsa Ali - Managing Director - Head of Systematic Strategies, PineBridge Investments
- 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?
Track A: AI, ML and LLM/NLP Innovation
2:30 pm - 3:20 pm Machine Learning vs the Fundamental Analyst – who comes out on top? Andrew Gelfand - Quant, L/S Equity Alpha Capture, Balyasny Asset Management LPAlisa Rusanoff - Head of Credit / Trade Finance, Crescendo Asset Management
Judith Gu - Managing Director, Head Equities Quantitative Strategist, Scotiabank
- Assessing the potential of ML and identifying opportunities where it can truly surpass human performance.
- Examining the real-world applications of machine learning, is its primary value in optimizing routine tasks, or is it being leveraged to drive alpha generation?
- Making ML accessible across an organization to boost productivity at all levels
Track B: Building and maintaining a high performing Quant Shop
1:30 pm - 2:10 pm Leveraging the best-in-class tools when allocating and optimising your portfolio Yesim Tokat-Acikel - Head of Dynamic Risk Multi-Asset Strategies,, Principal Asset ManagementThis session is focused on the nuts and bolts of effective portfolio construction, allocation and optimisation and execution and will be centred around the following key questions:
- What does effective allocation look like?
- Are all signals created equal?
- To diversify or not to diversify?
- What would trigger a re-balancing?
Track B: Building and maintaining a high performing Quant Shop
2:10 pm - 2:30 pm Portfolio optimisation under discrete constraintsTrack B: Building and maintaining a high performing Quant Shop
2:30 pm - 3:20 pm Agile Architecture: Streamlining the Data to Portfolio Pipeline Giovanni Beliossi - Senior Advisor, Astarte Capital PartnersDavid Mascio - Founder, CEO and CIO, Della Parola
Revant Nayar - Principal and CIO, Princeton AI and FMI Tech
In an era of metadata, with a plethora of data sources out there, both structured, unstructured and coming in all shapes and sizes, how can your organisation ensure the operational agility and necessary architecture to extract the most value from data?
Track C: Alternative Data and Alternative Assets: Mapping the Quant Spread
1:30 pm - 2:10 pm The Alternative Data Offering- What’s the alt-data landscape look like?
- How does one merge alternative and traditional data sources?
- What does a cross asset-data offering look like?
- How re-usable is a data set in a multi-asset strategy?
- Which markets suffer from the ‘lack of data’ myth?
Track C: Alternative Data and Alternative Assets: Mapping the Quant Spread
2:10 pm - 2:30 pm The Systematic Spread: Private and physical assets in focus Konstantinos Vamvourellis - Director of Data Science, ITE ManagementThis presentation will delve into how quant techniques can be applied to more illiquid assets, from commodities to infrastructure to private equity and debt spheres and will discuss practical ways to overcome the following challenges:
- Limited/inconsistent market data
- Long-term investment horizons
- Pricing inefficiencies
- Lack of transparency and liquidity
Track C: Alternative Data and Alternative Assets: Mapping the Quant Spread
2:30 pm - 3:20 pm The Case for Fixed Income: From automating analytics to enhancing execution Samir Shah - CEO/CIO, MBS Mantra, LLC - Alpha Through AnalysisJustin Xu - Managing Director - Head of Risk, Millennium Global Investments Ltd.
- How does the market structure and dynamics differ from traditional assets?
- How can AI and ML be levered effectively across the fixed income landscape?
- Do LLMs herald more risk than reward in this space?
3:20 pm - 3:50 pm
NETWORKING BREAK
Track A: AI, ML and LLM/NLP Innovation
3:50 pm - 4:10 pm Leveraging exponential technologies for frontier market investing Ole Jorgensen - Director of Research, Global Evolution USAThis presentation will discuss how technologies can be used with a particular focus on diverse frontier markets.
Track B: Building and maintaining a high performing Quant Shop
3:50 pm - 4:10 pm Enhancing and determining quality trade executions Henrik Neuhaus - Co-Founder & CIO, CataMetrics Management- Enhancing transaction cost analysis techniques, including the opportunity cost of not making the trade
- Discussing what determines a quality trade execution process, in addition to being faster and cheaper
- Exploring the nuances and difference across asset classes when executing trades
Track C: Alternative Data and Alternative Assets: Mapping the Quant Spread
3:50 pm - 4:10 pm Alternative data for Alpha generation Dmitry Novikov - Head Of Equity Research, Franklin TempletonThis presentation will focus on the unique properties from a wide range of alternative data sources and how they can create models and gain a competitive edge, the presentation will be centred around the following points:
- Understanding the unique angles and insights which alternative data can provide
- Merging different types of alternative data sets from across the landscape
- Strategies to find and structure the ‘diamonds in the rough’
4:15 pm - 4:55 pm
PANEL: Quantitative Techniques in Multi-Asset Investing: Unlocking Alpha Across Equities, Commodities, and Fixed Income
Bernd Wuebben -
Global Head - Fixed Income Systematic Investing and Quantitative Research,
AllianceBernstein
This session will explore how quantitative techniques are applied across equities, commodities, and fixed income, with an emphasis on similarities and differences in application across asset classes, topics will include
Equities – factor modelling, machine learning and portfolio optimisation
Commodities – trend following and volatility modelling
Fixed income – yield curve modelling and credit risk analysis
Bernd Wuebben
Global Head - Fixed Income Systematic Investing and Quantitative ResearchAllianceBernstein
4:55 pm - 5:25 pm
Systematic & Discretionary: A match made in heaven?
Jhe Yun -
SVP, Portfolio Manager,
PIMCO
This session will bring together a systemic and discretionary portfolio manager, to discuss how they interact and collaborate, from deciphering signals to constructing portfolios, this session analyses and discusses some of the common themes when active and passive strategies come together.
