Quant Strats 2025

March 11, 2025

Quorum by Convene, NY, USA

Michael Hayes

Executive Director & Head of Systematic Fixed Income Research MSCI

Michael Hayes leads MSCI’s research on fixed income, derivatives and model validation. His current responsibilities include building tools to facilitate and streamline systematic credit investing. Prior to MSCI, Michael worked implementing and supporting all aspects of systematic credit, including signal generation, risk and portfolio management and foreign-exchange and interest-rate hedging. He holds a Bachelor of Arts in chemistry from Princeton University and a doctorate in chemical physics from the University of Colorado Boulder.

Tuesday March 11 agenda

4:15 PM Quantitative Techniques in Multi-Asset Investing: Unlocking Alpha Across Equities, Commodities, and Fixed Income

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

Check out the incredible speaker line-up to see who will be joining Michael.

Download The Latest Agenda