Preconference Day: Summits & WorkshopsMonday, 17 November 2025 - GMT (Greenwich Mean Time, GMTZ)

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?

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.

This work introduces a novel framework for identifying market regimes using news sentiment, approached from two distinct perspectives. First, a top-down macroeconomic regime classification model quantifies sentiment across fundamental and idiosyncratic macro drivers. Second, a bottom-up approach constructs sentiment indices for individual assets, aggregating them to generate sentiment series for various strategies and portfolios. This bottom-up method also identifies which news topics primarily impact prices. Finally, we apply this framework to Deutsche Bank's macro risk factors, bridging both approaches to create a transient sentiment risk factor, which effectively identifies short-term market trends. Potential applications, including tactical allocation, strategy timing, and enhanced risk explanation and management are also presented.

How are quants adapting to tail risk in a year of sharp market moves? Lessons in stress testing and model resilience.

More insights into tactical and strategic quant innovations, with a focus on execution and implementation.

National economies face deep uncertainty regarding the outcomes of their climate policy and the ability for firms to meet their climate objectives, with persistent pressure to inflation from physical climate losses and impacts from energy price inflation. Analogously firms face pollical, technical, macro-economic and climate risk uncertainty as part of their transition plan execution.

In the presentation I highlight how the structuring of Climate-Contingent-Convertible-Bonds (CloCos) for firms can mitigate the above risks and optimise their capital structures to enhance their future growth.

Furthermore, we highlight the pricing mechanism of the CloCo and how issuing firms can structure enhanced yields for Fixed Income investors and provide opportunities for current and future equity owners.

The implication of this instrument is extended to explore its impact on the Macro-Economy, with enhanced mechanisms to mitigate supply side inflation factors , reduce sovereign debt burdens and hence reduce fiscal pressures.

The impact of such bonds could be profound enabling the acceleration of the climate transition and furthering freeing permitting national governments to address the challenges. Enabling institution investors alongside innovative macro-economic risk management from national governments could have a profound impact not just to investors but national economies.

A practical exploration of how firms are constructing portfolios across asset classes while optimising for risk, cost, and return.

A case study in sustainable finance

How are systematic ETF strategies being used for liquidity, factor exposure, and tactical tilts?