31 March - 1 April 2026 | New York Marriott, Brooklyn Bridge

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DAY ONE I Tuesday March 31


DAY ONE I Tuesday March 31
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8:00 am - 8:45 am REGISTRATION AND NETWORKING

8:45 am - 9:00 am Chair’s opening remarks

9:00 am - 9:30 am OPENING KEYNOTE ADDRESS: Machine Learning, Market Risk, and the Future of Asset Pricing

Prof Bryan Kelly - Head of Machine Learning, AQR Capital Management

• Understand the impact of machine learning on empirical finance

• Evaluate where traditional econometrics and AI converge and diverge

• Explore practical implications for systematic investing


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Prof Bryan Kelly

Head of Machine Learning
AQR Capital Management
See Bio

9:30 am - 10:10 am KEYNOTE PANEL: Rethinking Portfolio Construction: Risk, Uncertainty, and the Active Edge

Kenneth Blay - Head of Research, Global Thought Leadership, INVESCO

    Discussion Points:

    • Are current risk models still fit for purpose in an increasingly complex market environment?
    • How do you define "risk" when some of the largest drawdowns come from uncertainty and not measurable volatility?
    • What can active managers learn from behavioural finance to improve portfolio resilience?
    • How is the perception of diversification evolving in institutional investment circles?
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    Kenneth Blay

    Head of Research, Global Thought Leadership
    INVESCO
    See Bio

    10:10 am - 10:30 am PLENARY PANEL: Evolving the Quant Toolkit: Data, Models, and Machine Learning in a Post-Alpha World

    Amrita Tiwari - Investment Analytics, New York Life Investment Management LLC
    Yuyu Fan - Principal Data Scientist, Alliancebernstein
    Dr Harry Mamaysky - Co-Founder, Quantstreet Capital

    Discussion Points:

    • Alternative data for alpha discovery: What's working, what isn't, and how are managers avoiding signal decay?
    • Hype vs. results - where are quant teams seeing material value?
    • Blending systematic models with discretionary insight for dynamic portfolio management - What’s the right balance between human intuition and machine output in today’s portfolio decisions?
    • What recent innovations in data or model design have had the biggest impact on your investment process?
    • How are quant teams rethinking model explainability considering regulatory scrutiny and internal oversight?
    • How are you stress-testing strategies when historical correlations and return assumptions may no longer hold?


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    Amrita Tiwari

    Investment Analytics
    New York Life Investment Management LLC
    See Bio
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    Yuyu Fan

    Principal Data Scientist
    Alliancebernstein
    See Bio
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    Dr Harry Mamaysky

    Co-Founder
    Quantstreet Capital
    See Bio

    10:30 am - 10:50 am PLENARY PRESENTATION

    Armando Diaz - CEO, PureStream
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    Armando Diaz

    CEO
    PureStream
    See Bio

    10:50 am - 12:20 pm NETWORKING BREAK

    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
    Jacob Bowers - Lead Financial Engineer, VP, Blackrock
    Matthias Uhl - Head Analytics & Quant Solutions, Partnership Solutions, UBS Asset Management

    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


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    Manju Boraiah

    Global Head of Systematic Fixed Income
    All Spring Global
    See Bio
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    Judith Gu

    Managing Director, Head Equities Quantitative Strategist
    Scotiabank - Global Banking and Markets
    See Bio
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    Jacob Bowers

    Lead Financial Engineer, VP
    Blackrock
    See Bio
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    Matthias Uhl

    Head Analytics & Quant Solutions, Partnership Solutions
    UBS Asset Management
    See Bio

    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 - CEO, QuantZ
    Alexander Fleiss - CEO, Rebellion Research

    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?

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    Milind Sharma

    CEO
    QuantZ
    See Bio
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    Alexander Fleiss

    CEO
    Rebellion Research
    See Bio

    AlphaX Stage Alpha Strategies, Data Intelligence & Alternative Signals

    12:40 pm - 1:00 pm FIRESIDE CHAT: Deep Alpha Capture: Mining Discretionary Investors for Alpha
    Mike Soss - Co-Chief Investment Officer, Millburn
    Frank Ieraci - Senior Managing Director, CPPIB
    Mike Daylamani - Founding Principle and Head of Synthesis, Engineer's Gate

    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

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    Mike Soss

    Co-Chief Investment Officer
    Millburn
    See Bio
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    Frank Ieraci

    Senior Managing Director
    CPPIB
    See Bio
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    Mike Daylamani

    Founding Principle and Head of Synthesis
    Engineer's Gate
    See Bio

    AlphaX Stage Alpha Strategies, Data Intelligence & Alternative Signals

    1:00 pm - 1:20 pm PRESO: How Should You Diversify? Evaluating Approaches to Systematic Portfolio Design
    Jacob Amaral - Head of Quanitative Research, CSCB Management


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    Jacob Amaral

    Head of Quanitative Research
    CSCB Management
    See Bio

    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
    Faheem Osman - Managing Director, Global Head of QIS Structuring, Macquarie Group

    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.

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    Mayank Saxena

    Hybrid Derivatives Trader Vice President
    Société générale
    See Bio
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    Faheem Osman

    Managing Director, Global Head of QIS Structuring
    Macquarie Group
    See Bio

    RiskX Stage Portfolio Construction & Market Risk

    12:00 pm - 12:40 pm KEYNOTE PRESENTATION: Precision Under Pressure: Rethinking Market Risk in a Volatile World
    Sébastien Laurent - Professor of Econometrics, IAE France

    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


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    Sébastien Laurent

    Professor of Econometrics
    IAE France
    See Bio

    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)
    Robert Teeter - Chief Investment Strategist, Silvercrest Asset Management

    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


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    Harry van Rooy

    Director, Risk Modelling
    Alberta Investment Management Corporation (AIMCo)
    See Bio
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    Robert Teeter

    Chief Investment Strategist
    Silvercrest Asset Management
    See Bio

    RiskX Stage Portfolio Construction & Market Risk

    1:00 pm - 1:20 pm PRESO: Portfolio optimization and backtesting with discrete constraints
    Robert Luce - Principal Developer, Gurobi Optimization
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    Robert Luce

    Principal Developer
    Gurobi Optimization
    See Bio

    TechX Stage Technology Infrastructure & Execution Systems

    11:20 am - 12:00 pm PANEL DISCUSSION: Re-Architecting the Edge: Building Scalable, Intelligent Front Office Infrastructure
    Revant Nayar - Principal and CIO, Princeton AI and FMI Tech

    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?

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    Revant Nayar

    Principal and CIO
    Princeton AI and FMI Tech
    See Bio

    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

    12:40 pm - 1:00 pm PRESO: Customization at Scale: Building Front Office Architectures for Performance and Profitability
    David Wood - Chief Quantitative Strategist and Co-Chief Technology Officer, Brooklyn Investment Group


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    David Wood

    Chief Quantitative Strategist and Co-Chief Technology Officer
    Brooklyn Investment Group
    See Bio

    TechX Stage Technology Infrastructure & Execution Systems

    1:00 pm - 1:20 pm PRESO: A Context-Engineering Based Knowledge Framework for Quantitative Finance
    Haoxue Wang - Quant, Millennium
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    Haoxue Wang

    Quant
    Millennium
    See Bio

    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.


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    John Thomas Foxworthy

    Founder
    The Global Institute of Data Science
    See Bio

    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?

    1:20 pm - 2:20 pm LUNCH AND NETWORKING BREAK

    TRACKS

    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: Discretion vs. Data: Traders, Quants, and the Future of Market Edge
    Arnab Sen - Portfolio Manager, Paloma
    Arun Assumall - Head of EMEA Commodities, Macquarie Group
    Sally Du - Director, Co-Portfolio Manager, Equities Research, Blackrock

    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?

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    Arnab Sen

    Portfolio Manager
    Paloma
    See Bio
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    Arun Assumall

    Head of EMEA Commodities
    Macquarie Group
    See Bio
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    Sally Du

    Director, Co-Portfolio Manager, Equities Research
    Blackrock
    See Bio

    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
    Tony Parish - Chief Investment Officer, Alphastar Capital Management, LLC
    Tom Costello - CIO, Bedrock Digital Assets Management LLC

    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?

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    Nam Nguyen

    Head of Quantitative Trading and Research
    Active Digital Asset Management
    See Bio
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    Tony Parish

    Chief Investment Officer
    Alphastar Capital Management, LLC
    See Bio
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    Tom Costello

    CIO
    Bedrock Digital Assets Management LLC
    See Bio

    RiskX Stage Portfolio Construction & Market Risk

    3:00 pm - 3:20 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

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    Petter Kolm

    Professor, Courant Institute of Mathematical Sciences
    New York University
    See Bio

    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)?

    3:20 pm - 3:50 pm NETWORKING BREAK AND REFRESHMENTS

    TRACKS

    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
    Wangshu Yang - Portfolio Manager and Research, QIS Alternatives, Goldman Sachs Asset Management
    Dmitry Novikov - Head Of Equity Research, Franklin Templeton

    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?

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    Arun Daniel

    Head of Equity Strategies & Portfolio Manager - US and International Equities
    American Century Investments
    See Bio
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    Wangshu Yang

    Portfolio Manager and Research, QIS Alternatives
    Goldman Sachs Asset Management
    See Bio
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    Dmitry Novikov

    Head Of Equity Research
    Franklin Templeton
    See Bio

    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: Real-Time Risk in Motion: Architectures, Algorithms, and Trader Mindsets
    Chirayu Gulati - VP - Electronic Trading Risk Manager, Barclays Investment Bank
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    Chirayu Gulati

    VP - Electronic Trading Risk Manager
    Barclays Investment Bank
    See Bio

    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
    Sébastien Laurent - Professor of Econometrics, IAE France


    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


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    Sébastien Laurent

    Professor of Econometrics
    IAE France
    See Bio

    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?

    5:00 pm - 5:40 pm PLENARY CLOSING PANEL – STRATEGIC INSIGHT EVALUATED

    Discussion Points:

      • Are we reaching the limits of what quant models can do with current data and techniques?
      • What does the “quant of the future” look like—technologist, economist, psychologist?
      • How can firms foster innovation in environments driven by compliance and performance pressure?
      • Should quants focus more on “complexity science” over traditional econometrics?

      5:40 pm - 7:00 pm Networking Drinks Reception & Future Alpha Hot 10 Awards

      Designed for Quants and voted for by Quantitative Strategists - Join us for a few drinks as we reveal who the Top 10 innovators, globally


      7:00 pm - 10:00 pm FutureAlpha26 After Party!

      Organised By:

      Alpha Events

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