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QuantMinds International
16 - 19 November 2026
InterContinental O2London
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Preconference Day: Summits & Workshops - GMT (Greenwich Mean Time, GMTZ)

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Preconference Day: Summits & Workshops - GMT (Greenwich Mean Time, GMTZ)
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Showing 1 of 1 Streams
07:30 - 09:00
Registration and morning refreshments
09:00 - 09:10
Chair's welcome remarks
  • Aous Labbane - Founder and CEO, Jasmine Capital Consulting
09:10 - 09:55
Quant investing in 2025: Markets, risk, and integration

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?

09:55 - 10:30
Regulatory compliance and model validation: Navigating evolving requirements for quantitative strategies
10:30 - 11:00
Morning break and networking
11:00 - 11:45
Volatility management in the buyside

How are quant managers navigating current volatility? A deep dive into instruments, hedging techniques, and risk modelling approaches.

11:45 - 12:20
Systematic strategies and alpha generation: Leveraging machine learning for investment decisions
12:20 - 13:30
Lunch break and networking
13:30 - 14:10
Volatility and tail risk: Managing the extremes

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

14:10 - 14:50
Harnessing equity factors, credit factors and discretionary alpha capture in systematic equity strategies
  • Barney Rowe - Senior Quantitative Analyst, Fidelity International
14:50 - 15:30
Sovereign climate contingent convertible notes (S-CloCo) for power-sector transition finance funding cost reduction
  • Christopher Cormack - Honorary Research Fellow, University College London
15:30 - 16:00
Afternoon break and networking
16:00 - 16:45
Cross asset portfolio construction: Managing risk and complexity

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

16:45 - 17:20
The accuracy of polymodel analysis of hedge funds
  • Raphaël Douady - Research Professor, University of Paris 1 Pantheon Sorbonne
17:20 - 17:55
Systematic ETFs in 2025 portfolio management

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

17:55 - 18:05
Chair’s closing remarks
  • Aous Labbane - Founder and CEO, Jasmine Capital Consulting
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