Preconference Day: Summits & Workshops - GMT (Greenwich Mean Time, GMTZ)
- Aous Labbane - Quant Investment Professional, Independent
A big picture look across asset classes. How are allocators and managers adapting to market shifts, evolving risk dynamics, and the rise of quant integration in multi-asset portfolios?
- Altaf Kassam - Managing Director, Europe Head of Investment Strategy & Research, State Street
Key updates in global regulation. What are the compliance and structuring considerations shaping investment decisions today?
From climate data to social scoring, how are ESG metrics being woven into quant strategies? What works, what doesn’t – and how are regulations driving innovation?
How are quant managers navigating current volatility? A deep dive into instruments, hedging techniques, and risk modelling approaches.
- Diego Parrilla - Chief Investment Officer, Quadriga Asset Managers
Insights into how banks and managers are building new alpha sources and tools for the buyside.
Understanding the evolution of BMR and its implications for index-based products and quant compliance.
How are quants adapting to tail risk in a year of sharp market moves? Lessons in stress testing and model resilience.
- Guillaume Pealat - Founding Partner, Gallium Investment Partners
More insights into tactical and strategic quant innovations, with a focus on execution and implementation.
A closer look at vol markets, 0DTE options, and how exchange products are being used in short-term quant strategies.
A practical exploration of how firms are constructing portfolios across asset classes while optimising for risk, cost, and return.
From frontier markets to new data sources – how are quants expanding the investable universe?
A look into how digital assets are being used integrated into institutional quant portfolios – and where the next opportunities lie.
How are systematic ETF strategies being used for liquidity, factor exposure, and tactical tilts?
- Aous Labbane - Quant Investment Professional, Independent