DAY ONE I Tuesday March 31

• AlphaX Stage Alpha Strategies, Data Intelligence & Alternative Signals
• RiskX Stage Portfolio Construction & Market Risk
• TechX Stage Technology Infrastructure & Execution Systems
• Skills Accelerator Masterclass Series Practical to implementation hands-on sessions
• Multi-Asset Round Table Discussions

AlphaX Stage Alpha Strategies, Data Intelligence & Alternative Signals

11:20 am - 12:00 pm PANEL DISCUSSION: Multi-Asset Alpha – Signal Integration Across Equities, Bonds, FX & Crypto

Manju Boraiah - Global Head of Systematic Fixed Income, All Spring Global
Judith Gu - Managing Director, Head Equities Quantitative Strategist, Scotiabank - Global Banking and Markets

Discussion Points:

• Share practical examples of multi-asset signal construction and validation

• Discuss infrastructure needed for cross-asset strategy integration

• Explore alpha decay and diversification techniques

Manju Boraiah

Global Head of Systematic Fixed Income
All Spring Global

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Judith Gu

Managing Director, Head Equities Quantitative Strategist
Scotiabank - Global Banking and Markets

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AlphaX Stage Alpha Strategies, Data Intelligence & Alternative Signals

12:00 pm - 12:40 pm PANEL DISCUSSION: The Future of Work in Quant Research – Leaner Teams, Greater Intelligence

Milind Sharma - Chief Executive Officer, QuantZ

Questions:

• How are AI and automation changing the makeup of quant research teams?

• Which skill sets are becoming redundant—and which are now essential?

• What is the actual ROI of replacing headcount with intelligence tools?

• How do you balance team reduction with the need to maintain innovation, oversight, and explainability?

• How do you interpret the “tsunami of intermediation” — where LLMs and agents now sit between data, models, and decision-makers?

• How do we validate the decisions of AI agents in portfolio construction, signal generation, or risk models?

• How do you plan talent strategy and workflow design in this rapidly evolving landscape?

Milind Sharma

Chief Executive Officer
QuantZ

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AlphaX Stage Alpha Strategies, Data Intelligence & Alternative Signals

12:40 pm - 1:00 pm FIRESIDE CHAT: Alpha Capture Through Decision Science in Action

Mike Soss - Co-Chief Investment Officer, Millburn

Discussion Points:

• Why traditional signal-based models aren’t enough

• The frameworks, structures, and mindset shifts required to embed decision science into the investment process

• What defines a great analyst in a decision science world? Beyond credentials—traits like probabilistic thinking, cognitive flexibility, and data curiosity

• Where discretion fits in, and how the firm ensures accountability and clarity in human-machine collaboration

• Frameworks for building a culture of structured thinking, analytical humility, and iterative learning

Mike Soss

Co-Chief Investment Officer
Millburn

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AlphaX Stage Alpha Strategies, Data Intelligence & Alternative Signals

1:00 pm - 1:20 pm PRESO: Alpha in Motion: Reinforcement Learning and the Future of Portfolio Optimization

Discussion Points:

• Why reinforcement learning is suited for portfolio optimization under uncertainty and feedback

• How RL strategies uncover dynamic allocation paths that evolve with the market environment

• Formulating the RL problem for real-world investing with constraints, transaction costs, and slippage

• Dealing with instability, convergence issues, and ensuring consistency under changing regimes

• Practical considerations in deploying RL systems on the investment floor—data pipelines, simulation environments, and governance

RiskX Stage Portfolio Construction & Market Risk

11:20 am - 12:00 pm PANEL DISCUSSION: Navigating the Quant Landscape: Alpha, Risk, and Convexity in a Volatile World

Mayank Saxena - Hybrid Derivatives Trader Vice President, Société générale

Discussion Points:

• Understanding the spectrum of quantitative strategies: from pure quant to risk factor-based approaches.

• Differentiating alpha generation methodologies

• Harnessing volatility - Portfolio protection techniques including convexity, tail-risk hedging, and scenario stress testing.

• Role of market data and market risk assessments in enhancing model precision and decision-making.

• Exploring the rise of quantamental strategies - blending data science with fundamental research to drive next-gen investment approaches.

Mayank Saxena

Hybrid Derivatives Trader Vice President
Société générale

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RiskX Stage Portfolio Construction & Market Risk

12:00 pm - 12:40 pm KEYNOTE PRESENTATION: Precision Under Pressure: Rethinking Market Risk in a Volatile World

In this keynote, Sébastien Laurent draws on his deep expertise in econometrics to challenge the current state of volatility modelling and explore cutting-edge methodologies for assessing and forecasting conditional risk in complex portfolios.

Key Topics Covered:

• Volatility of market risk: structural shifts, clustering, and asymmetric responses

• Understanding the link between model precision and portfolio robustness

• The trade-off between complexity and interpretability in high-stakes risk modelling

• Practical implications of risk misestimation on capital allocation and stress testing

RiskX Stage Portfolio Construction & Market Risk

12:40 pm - 1:00 pm FIRESIDE CHAT: Stress Testing the Future: Integrating Advanced Models Across Economic, 'Quantamental', and Risk Scenarios

Harry van Rooy - Director, Risk Modelling, Alberta Investment Management Corporation (AIMCo)

Discussion Points:

• The role of macroeconomic modelling in stress testing and capital planning and assessing GDP sensitivity and scenario planning under market shocks

• Challenges in validating econometric models for dynamic policy environments

• Quantamental Approaches in Model Development

• Linking model outputs to P&L and strategic asset allocation decisions

Harry van Rooy

Director, Risk Modelling
Alberta Investment Management Corporation (AIMCo)

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RiskX Stage Portfolio Construction & Market Risk

1:00 pm - 1:20 pm PRESO: Modern Portfolio Construction and Execution: Where Mathematics Meets Machine Learning

Petter Kolm - Professor, Courant Institute of Mathematical Sciences, New York University

Key Topics Covered:

• How advanced machine learning is improving short- and medium-term return forecasts, volatility modelling, and regime detection

• Incorporating predictive models into asset allocation while managing slippage, liquidity, and real-world frictions

• Extracting structured signals from unstructured data, news, earnings calls, filings, and social media, to enhance portfolio insights

• Frameworks for deciding when and how to deploy ML, LLMs, or agentic AI—balancing interpretability, speed, complexity, and impact

• Organizational readiness -considerations in deploying next-gen AI in investment workflows

Petter Kolm

Professor, Courant Institute of Mathematical Sciences
New York University

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TechX Stage Technology Infrastructure & Execution Systems

11:20 am - 12:00 pm PANEL DISCUSSION: Re-Architecting the Edge: Building Scalable, Intelligent Front Office Infrastructure

Discussion Points:

• What does a modern front office tech stack look like at scale—and how do you balance modularity with performance?

• How are you approaching the trade-off between customization and system-wide efficiency?

• Are there specific architectural principles or patterns you prioritize?

• How are you leveraging AI/ML to enhance the front office from signal generation to model deployment and execution?

• How do you future-proof infrastructure against evolving demands from quant teams, regulators, and market shifts?

• What’s your philosophy on tech-team structure and talent—especially as infrastructure becomes more intelligent and automated?

TechX Stage Technology Infrastructure & Execution Systems

12:00 pm - 12:40 pm PANEL DISCUSSION: Scaling for Stability: Building Robust Quant and Risk Infrastructure in the Post-Trade Era

Questions:

• How do you build and maintain infrastructure that’s both resilient and adaptive in the face of evolving market structures?

• What are the technical challenges of supporting large-scale quant risk models in a clearing context?

• How is the role of AI and automation expanding in post-trade services and clearing risk?

• Can you give a behind-the-scenes look at managing technology risk?

• Do you have any lessons on how to build scalable, fault-tolerant, and performance-optimized systems for quant research and real-time operations?

• Can you give insight into how quantitative innovation is enabled and accelerated by the right tech foundations?

TechX Stage Technology Infrastructure & Execution Systems

1:00 pm - 1:20 pm PANEL DISCUSSION: Building Tech Infrastructure That Scales with Quant Innovation

Discussion Points:

• Assessing challenges in building a scalable platform

• Reviewing custom building tech and systematic concepts application

• Benchmark infrastructure strategies across firms

• Address tech debt, modularity, and microservices

• Share innovation velocity metrics and tooling stack best practices

Skills Accelerator Masterclass Series Practical to implementation hands-on sessions

11:20 am - 12:50 pm Financial Trading with cognitive clarity, technical realism and zero hype

John Thomas Foxworthy - Founder, The Global Institute of Data Science

This Session Is for You If:

• You know nothing about AI and want a clear, jargon-free introduction—grounded in market reality, not tech utopia.

• You know everything about AI but are tired of hype, academic detachment, and ineffective implementations.

Masterclass Objectives:

1. Cut through the noise: Understand what AI/ML can do in trading, and where it's often misunderstood.

2. Explore real-world AI/ML models that work—and why most don’t.

3. Learn how to validate whether your AI investment is delivering financial impact.

4. Build a functional bridge between finance, modeling, and machine learning.

5. Apply critical thinking to AI adoption in financial markets.

John Thomas Foxworthy

Founder
The Global Institute of Data Science

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Multi-Asset Round Table Discussions

11:20 am - 12:20 pm COMMODITIES

Discussion Points:

1. How are firms quantifying fundamental drivers like inventories, weather, and logistics?

2. Can satellite imagery, freight flows, and sensor data be reliably used for alpha generation?

3. What role do commodities play in factor-based and volatility-targeted strategies?

4. Are machine learning methods improving signal extraction in noisy commodity markets?

Multi-Asset Round Table Discussions

12:20 pm - 1:20 pm REAL ESTATE

Discussion Points:

1. Can factor models designed for equities and credit be adapted effectively for property markets?

2. How are institutional allocators quantifying the role of real estate in a broader multi-asset portfolio?

3. Does real estate still provide genuine diversification in an era of higher correlation with credit, rates, and equities?

4. Which quantitative models are best suited to capture real estate’s unique characteristics—illiquidity, local market heterogeneity, and non-linear macro drivers?

TRACKS

• AlphaX Stage Alpha Strategies, Data Intelligence & Alternative Signals
• RiskX Stage Portfolio Construction & Market Risk
• TechX Stage Technology Infrastructure & Execution Systems
• Skills Accelerator Masterclass Series Practical to implementation hands-on sessions
• Multi-Asset Round Table Discussions

AlphaX Stage Alpha Strategies, Data Intelligence & Alternative Signals

2:20 pm - 3:00 pm PANEL DISCUSSION: Signal Discovery & Alpha Capture: Breaking Silos Across PMs, Quants & Data Science

Discussion Points:

• What are the most effective collaboration models you’ve seen between PMs, quants, and data scientists for accelerating signal discovery? How do you break down organizational silos?

• In volatile markets, how do you balance trader intuition with model-driven outputs? When do you override the machine, and when do you trust it?

• What communication structures and technology platforms are most critical for scaling collaboration? Where are the gaps vendors and partners still need to solve?

• How do you ensure that collaboration and signal discovery translate into real, measurable alpha capture? What processes or tools help bridge the gap between research and live trading performance?

AlphaX Stage Alpha Strategies, Data Intelligence & Alternative Signals

3:00 pm - 3:20 pm FIRESIDE CHAT: The Cost of Intelligence – Talent Strategy in the Age of Automation

Discussion Points:

• What will the future workforce look like?

• The rise of hybrid teams—humans and intelligent agents working side by side

• Will firms design for workforce augmentation or replacement? What’s the cost of getting it wrong?

• How will leadership models evolve to balance innovation with inclusion and workforce wellbeing?

RiskX Stage Portfolio Construction & Market Risk

2:20 pm - 3:00 pm PANEL DISCUSSION: Machine Learning in Action: Crypto, Bonds, and the Next Frontier of Asset Intelligence

Nam Nguyen - Head of Quantitative Trading and Research, Active Digital Asset Management

Discussion Points:

• How are data-driven approaches outperforming traditional models in newer markets like crypto?

• What’s the role of ML in crypto markets?

• How far can AI go before it needs human override in investment decisioning?

Nam Nguyen

Head of Quantitative Trading and Research
Active Digital Asset Management

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RiskX Stage Portfolio Construction & Market Risk

3:00 pm - 3:20 pm FIRESIDE CHAT: The Talent Equation in Risk – Quant Risk vs Traditional Risk Insight

Discussion Points:

• Who owns risk in modern firms, and what profiles do you need to build next-gen risk teams?

• Debate quant vs qualitative skills in risk teams

• Highlight cross-training and upskilling programs

• Explore the evolving re-lationship between risk and quant teams

TechX Stage Technology Infrastructure & Execution Systems

2:20 pm - 3:00 pm PANEL DISCUSSION: Customization at Scale: Building Front Office Architectures for Performance and Profitability

Discussion Points:

• Navigating the trade-off between flexibility and maintainability

• Building elastic systems that respond to shifts in flow, volatility, and client behaviour

• How firms are balancing infrastructure optimization with bespoke analytics and tooling

• API-first, interoperable components for OMS/EMS, analytics, risk, and trade lifecycle

• Using ML agents, LLMs, and automation to deliver custom reporting, real-time recommendations, and adaptive trading strategies

• How infrastructure modernization directly enables new revenue streams, faster product rollout, and differentiated client experience

TechX Stage Technology Infrastructure & Execution Systems

3:00 pm - 3:20 pm CASE STUDY: Ensuring Execution Infrastructure is AI-Ready

Discussion Points:

• How are teams updating infrastructure to support AI and ML workloads in execution and monitoring?

• Define hardware and architecture requirements

• Share approaches to model lifecycle management

• Explore latency and retraining frequency considerations

Skills Accelerator Masterclass Series Practical to implementation hands-on sessions

2:20 pm - 3:50 pm Governance and Guardrails for AI in Risk Modelling

AI tools enter production risk environments, how can firms ensure they meet regulatory, ethical, and business standards?

This session will:

• Define governance frameworks for AI model deployment

• Address explainability and accountability issues

• Explore tools for continuous monitoring and override protocols

Multi-Asset Round Table Discussions

2:20 pm - 3:20 pm EQUITIES

Discussion Points:

1. Is there a strategic shift toward credit markets?

2. How is fundamental analysis evolving and integrating with quantitative insights?

3. What signals are Portfolio Managers watching across equities and credit?

4. Are teams becoming more integrated across disciplines (e.g., fundamental + data science)?

TRACKS

• AlphaX Stage Alpha Strategies, Data Intelligence & Alternative Signals
• RiskX Stage Portfolio Construction & Market Risk
• TechX Stage Technology Infrastructure & Execution Systems
• Skills Accelerator Masterclass Series Practical to implementation hands-on sessions
• Multi-Asset Round Table Discussions

AlphaX Stage Alpha Strategies, Data Intelligence & Alternative Signals

3:50 pm - 4:20 pm RAPID FIRE TECH TALKS

AlphaX Stage Alpha Strategies, Data Intelligence & Alternative Signals

4:20 pm - 5:00 pm PANEL DISCUSSION From Macro to Models: Embedding Fundamental Data and AI into Alpha Generation

Arun Daniel - Head of Equity Strategies & Portfolio Manager - US and International Equities, American Century Investments

Discussion Points:

• How are firms making macro and organizational-level decisions to engage market risk and position themselves for consistent alpha generation?

• What are the most effective ways to integrate fundamental and macroeconomic data into quantitative models? How do you balance traditional indicators with alternative datasets?

• How is AI helping bring greater evidence, transparency, and discipline into alpha generation? Where are we seeing the most impactful applications today?

Arun Daniel

Head of Equity Strategies & Portfolio Manager - US and International Equities
American Century Investments

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RiskX Stage Portfolio Construction & Market Risk

3:50 pm - 4:20 pm RAPID FIRE TECH TALKS

RiskX Stage Portfolio Construction & Market Risk

4:20 pm - 5:00 pm PANEL DISCUSSION: Regulatory Agility – Basel IV, Climate Risk & Future Mandates

Discussion Points:

• Understand new regulatory requirements on market risk

• Evaluate climate-related risk metrics and compliance

• Share internal playbooks for adapting risk governance

TechX Stage Technology Infrastructure & Execution Systems

3:50 pm - 4:20 pm RAPID FIRE TECH TALKS

TechX Stage Technology Infrastructure & Execution Systems

4:20 pm - 5:00 pm PANEL DISCUSSION: Infrastructure for LLMs in Quant Trading – Lessons from Deployment

Discussion Points:

• Discuss infrastructure design and resource management

• Share risks and bottlenecks discovered post-launch

• Explore ROI and observability tools used

Skills Accelerator Masterclass Series Practical to implementation hands-on sessions

3:50 pm - 5:00 pm Advanced Risk Management Techniques – From Dimensionality to Regularisation

This in-depth technical masterclass is designed for quants, risk analysts, and portfolio managers looking to elevate their modeling skills for market risk management. Sébastien Laurent leads a hands-on session focused on the practical implementation of advanced techniques in volatility modeling, dimensionality reduction, and time-varying systems.

Key Concepts Discussed:

 Estimating and evaluating conditional variance dynamics using modern econometric tools

 Addressing dimensionality in risk models: factor selection, shrinkage, and feature extraction

 Implementing regularisation techniques for robust portfolio and factor modeling

 Working with time-varying parameter models: stability, responsiveness, and predictive power

 Developing precision metrics for model validation and out-of-sample performance

Format & Structure:

 Interactive lecture format

 Use of case studies and real-world datasets (financial time series)

 Live Q&A and peer discussion of implementation challenges

Target Audience:

Quantitative analysts, risk managers, academic researchers, portfolio quants, and model validation teams

Multi-Asset Round Table Discussions

3:50 pm - 4:50 pm FIXED INCOME

Discussion Points:

1. How are systematic fixed income strategies adapting to a post-zero interest rate world?

2. What role can alternative and high-frequency data play in enhancing alpha generation in fixed income?

3. How are machine learning and AI techniques being applied in fixed income compared to equities or commodities?

4. How are quant teams managing liquidity, execution, and transaction cost modeling in fixed income markets?