What's new at Quant Strat's New York?

One month until we reconvene in New York City on March 12 to discuss all things Alpha.?

We are currently in the process of conducting reparation calls with speakers and I can say with no doubt, that this will be a fantastic conference, with the biggest hedge funds and quant shops in the world, all in one room.

Whether you are a data sourcing professional looking for niche data to give you that edge or a seasoned portfolio manager, looking for ways to unchain yourself from the herd movements of bonds and equities, then there is a session for you.

In case you missed it, we have updated our program and it's definitely something you should look at!

The program, assembled through literally dozens of research calls, follow-ups and under the guidance of our expert advisory board has something for everyone.

Download the latest program here.

Check out some of the latest speakers who have joined the lineup:

• Dr Kjell Carlsson, Ph.D. , Head of AI Strategy, Domino Data Labs ?
• Oliver Faltin-Trager , Quantitative Researcher, Wellington West Asset Management Inc. ?
• Yuyu Fan , Principal Data Scientist, AllianceBernstein ?
• Michael Hayes , Executive Director & Head of Systematic Fixed Income Research, MSCI Inc. ?
• Andrey Kazachkov , Head of Quant Research for Global Equities, Citadel ?
• Robert Luce , Principal Developer, Gurobi Optimization ?
• Lee Morakis , Senior Quantitative Implementation Consultant, EPFR ?
• Revant Nayar , Principal and CIO, Princeton AI and FMI Technologies?
• Dr Samuel Palmer , Head of Financial Engineering, Multiverse Computing ?
• Vikram Srimurthy , Senior Quantitative Analyst, EPFR ?
• Conor Twomey , Head of Customer Success, KX ?
• Dr Dario Villani , CEO and Co-Founder, Duality Group Limited ?

At Quant Strats 2024, we will be separating the signal from the noise by debating, discussing, and delving into the key drivers and changes in the industry, with a specific focus on real-life applications which give you a competitive edge. After the morning keynotes the day splits off into three different tracks to ensure we are catering to all your specific interests. Our three tracks are:?

• AI, ML, and NLP Innovation: This track will merge the latest academic research with real-life use cases and deployment of recent developments in AI, ML, and NLP, turning theory into practice.?
• Innovation with data and technology: This track will focus on the minutiae of operationally onboarding and integrating data and technology into your organization, unchaining the potential whilst overcoming problems.?
• Quant application in unchartered territory: This track will focus on asset classes where the potential of quant application hasn’t been fully realized. The sessions will discuss potential alternative sources of alpha and offer up some ideas to diversify portfolios.?

Across these three tracks, we will be covering the biggest topics at Quant Strats including:?

• Searching for the next source of alpha?
• Finding novel data in a saturated market?
• Applying AI, ML, and NLP for risk and investment purposes?
• Onboarding, organizing, and actioning data for a variety of sources?
• Bringing together different functions to streamline decision-making?

A session you won’t want to miss:?

9:10 AM - KEYNOTE PANEL: Will recent technological innovations unlock the next source of Alpha??

This panel will consist of systematic and discretionary managers who come from fundamental, quantitative, and quanta mental funds to give their insights on where the market will move through different lenses, covering:?

• With early signs of interest rates stabilizing and market volatility reducing, where are the opportunities to generate alpha??
• To diversify or not to diversify? Where is the sweet spot for asset allocation??

• Is the need for a human touch waning, or is it needed more than ever??
• Have lower barriers to entry spelled the end for ‘easy alpha’??

Michelle Noyes, CAIA | AIMA - The Alternative Investment Management Association | Yesim Tokat-Acikel, Ph.D. | Principal Asset Management | Stacie Mintz, CFA | PGIM Quantitative Solutions | Vlasios Voudouris | Argus Media

Download the latest program here.

Speaker interviews:

This month, we had the privilege to speak with quant expert: Petter Kolm, Professor at NYU Courant.??

In our interview with Petter, he shared his thoughts on whether novel data sources still exist, what has spearheaded the growth in credit market interest, and can quant be applied there effectively. He also gave us his opinion on the current quantitative landscape and his thoughts on the biggest challenges facing data scientists/AI experts/quantitative practitioners/portfolio managers for 2024 and beyond.??

Read Petter's speaker interview here.

Sign up for Quant Strats here!

Use our exclusive discount code for an extra 20% off - QSLN20

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