Quant Strats 2025
March 11, 2025
Quorum by Convene, NY, USA
Tuesday March 11 agenda
8:00 am - 8:40 am
REGISTRATION AND NETWORKING
8:40 am - 8:50 am
Chair’s opening remarks
Lydia Tomkiw -
Senior Reporter,
Pensions & Investments
8:50 am - 9:30 am
The Allocator Insight
Winston Ma -
Executive Director and Adjunct Professor,
Global Public Investment Funds and NYU
Elina Ploskin - Associate Director, LGT Capital
Chris Solarz - CIO of Digital Assets, Amitis Capital
Amrita Tiwari - Investment Analytics, New York Life Investment Management LLC
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.
9:30 am - 10:20 am
State of the Union: What does the current macro environment mean for you?
Laura Serban -
Managing Director,
AQR Capital Management
Irina Bogacheva - Director of Research, Systematic Global Macro, Millburn Ridgefield Corporation
Lorne Johnson - Managing Director and Portfolio Manager, PGIM
Lydia Tomkiw - Senior Reporter, Pensions & Investments
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?
Irina Bogacheva
Director of Research, Systematic Global MacroMillburn Ridgefield Corporation
10:20 am - 10:40 am
Intersections, integrations and applications – from idea to execution
Paul White -
CEO and Co-Founder,
Quantbot Technologies
Budha Bhattacharya - Head of Systematic Research, Lombard Odier Investment Manager
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
10:40 am - 11:15 am
NETWORKING BREAK AND REFRESHMENTS
11:15 am - 11:55 am
Unlocking the Alpha Edge: Data in Focus
Evan Reich -
Head of Data Strategy and Sourcing,
Verition Fund Management
Mike Koegler - Managing Principal, Market Alpha Advisors
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?
11:55 am - 12:30 pm
5x5 QUICK FIRE PRESENTATIONS
Nicolas Hourcard -
Co-founder & CEO,
QuestDB
Stefan Schlamp - Head of Quantitative Analytics, Deutsche Börse
Ben Zweig - CEO, Revelio Labs
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: High-Performance Database for Quants, built on Open Formats,Nicolas Hourcard, Co-Founder and CEO, QuestDB
Presentation 2: The Many Stories Told by Xetra Flows - From Market Structure to Alpha, Stefan Schlamp, Head of Quantitative Analytics, Deutsche Börse Market Data & Services
Presentation 3: Revealing company dynamics through Workforce data, Ben Zweig, CEO, Revelio Labs
Presentation 4: Pure Storage
Presentation 5:
Presentation 5: Parameta Solutions
Sponsored by: QuestDB
Sponsored by: Deutsche Börse Group
Sponsored by: Revelio Labs
Sponsored by: Pure Storage Inc
Sponsored by: Parameta Solutions (TP ICAP)
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, Neo Ivy CapitalIro Tasitsiomi - Principal Data Scientist, T. Rowe Price
Dhagash Mehta - Head of Applied Artificial Intelligence Research for Investment Management, BlackRock
Eoin Roche - SVP, Global Technical Sales & Customer Service, Kx
Christos Koutsoyannis - CEO, Atlas Ridge Capital
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.
Sponsored by: KX
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, Crescendo Asset Management
Judith Gu - Managing Director, Head Equities Quantitative Strategist, Scotiabank
Christos Koutsoyannis - CEO, Atlas Ridge Capital
- 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 - Managing Director, Portfolio Management, Principal Asset ManagementDr Harry Mamaysky - Co-Founder, Quantstreet Capital
Pam Vance - Head of Axioma Portfolio Construction Products, Axioma by SimCorp
Ilya Voytov - Senior Vice President, Lazard Asset Management
This 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?
Sponsored by: Axioma by SimCorp
Track B: Building and maintaining a high performing Quant Shop
2:10 pm - 2:30 pm Portfolio optimisation under discrete constraintsSponsored by: Gurobi Optimization
Track 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 PartnersRevant Nayar - Principal and CIO, Princeton AI and FMI Tech
Arkin Gupta - Vice President, Morgan Stanley
Frederick Crimins - Former Data Engineering Manager, Two Sigma
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 Jason Koulouras - Research Data Ranger and Market Data Leader, Bridgewater AssociatesYossi Cohen - Data Scientist, Wellington Management Company
Milind Sharma - CEO, QuantZ/ QMIT
- 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 Shift from Discretionary to Systematic Trading Dan Harrison - Managing Director, Global Head of Fixed Income and Macro Engineering, CitadelTransformation of Trading Styles:
- Observations on the move from discretionary fixed income and macro derivatives trading towards systematic approaches.
- The role of quant strategies in fixed income trading.
- Technology as a Catalyst:
Track C: Alternative Data and Alternative Assets: Mapping the Quant Spread
2:30 pm - 3:20 pm The Case for Fixed Income and FX: From automating analytics to enhancing execution Samir Shah - Founder and CIO, MBS Mantra, LLC - Alpha Through AnalysisJustin Xu - Managing Director - Head of Investments, Millennium Global Investments Ltd.
Nancy Davis - Founder and Portfolio Manager, Quadratic
Milind Sharma - CEO, QuantZ/ QMIT
- How does the market structure and dynamics differ from traditional assets?
- How can AI and ML be levered effectively across the fixed income and FX 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 The Systematic Spread: Private and physical assets in focusThis 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 B: Building and maintaining a high performing Quant Shop
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’
Track C: Alternative Data and Alternative Assets: Mapping the Quant Spread
3:50 pm - 4:10 pm Leveraging exponential technologies for frontier market investing Peter Marber - Managing Director, Global EvolutionThis presentation will discuss how technologies can be used with a particular focus on diverse frontier markets.
4:15 pm - 5:05 pm
Quantitative Techniques in Multi-Asset Investing: Unlocking Alpha Across Equities, Commodities, and Fixed Income
Logan Levy -
Chief Investment Officer & Founder,
Gardiners Bay Capital LLC
Arun Assumall - Head of EMEA Commodities, Macquarie Group
Bernd Wuebben - Global Head - Fixed Income Systematic Investing and Quantitative Research, AllianceBernstein
Manan Mehta - Senior VP, Quantitative Research, Northern Trust
Michael Hayes - Executive Director & Head of Systematic Fixed Income Research, MSCI
Oliver Faltin-Trager - Quantitative Researcher, Wellington Asset Management
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
Sponsored by: MSCI
Bernd Wuebben
Global Head - Fixed Income Systematic Investing and Quantitative ResearchAllianceBernstein
5:05 pm - 5:35 pm
Systematic & Discretionary: A match made in heaven?
Jhe Yun -
SVP, Portfolio Manager,
PIMCO
Sean Chen - Portfolio Manager, PanAgora AM
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.
