31 March - 1 April 2026
| New York Marriott, Brooklyn Bridge
Decode the Market. Build the Future.Capture the Alpha.
DAY TWO I Wednesday April 1
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
Allan Houston -
Assistant General Manager,
New York Knicks
9:30 am - 10:10 am
PLENARY PANEL: Dean’s in the Hot Seat - The Future of Talent in Finance
10:10 am - 10:50 am
PLENARY CXO PANEL: Quantitative Investment Strategy 2026 and beyond!
AlphaX Stage Alpha Strategies, Data Intelligence & Alternative Signals
11:20 am - 12:00 pm PANEL DISCUSSION: Practical AI applications in finance, including LLM workflows Renato Guerrieri - Head of Quantitative Strategy Liquid Al-ternatives, Downing LLP
AlphaX Stage Alpha Strategies, Data Intelligence & Alternative Signals
12:00 pm - 12:20 pm PRESO: AI-Driven Quant Modelling for Sustainable Multi-Asset StrategiesAlphaX Stage Alpha Strategies, Data Intelligence & Alternative Signals
12:20 pm - 12:40 pm PRESO: AI Meets Discretion: Data Science at the Core of Fundamental Investing Iro Tasitsiomi - Head of AI, Trowe Price
AlphaX Stage Alpha Strategies, Data Intelligence & Alternative Signals
12:40 pm - 1:00 pm PRESO: Designing the Next Generation of Alpha: AI, Data Intelligence and Portfolio Autonomy Mike Chen - Head of Next-Gen Research, Robeco
RiskX Stage Portfolio Construction & Market Risk
11:20 am - 12:00 pm PANEL DISCUSSION: Capital Allocation in a Risk-Conscious World Andrew Greenby - Head of Risk & Data Science, Ripple Effect Asset ManagementYesim Tokat-Acikel - Managing Director, Portfolio Management, Principal Asset Management
Avi Rosenbluth - Head of Risk, Final Ltd
RiskX Stage Portfolio Construction & Market Risk
12:00 pm - 12:20 pm PRESO: Beating the Market with Numbers: A probability-driven trading approachRiskX Stage Portfolio Construction & Market Risk
12:20 pm - 12:40 pm FIRESIDE CHAT: Evolving Role of Asset Allocation Teams in Risk Design Anthony Huang - Portfolio Manager, Bank of America Merrill LynchAnna Semakhin - Senior Asset Allocation Quantitative Analyst, Fidelity
Takayoshi Wiesner - Head of U.S. Fixed Income in the Portfolio Analytics Group, BlackRock, Inc
RiskX Stage Portfolio Construction & Market Risk
12:40 pm - 1:00 pm PRESO: Execution as a Source of Persistent Alpha: Optimal Execution, Market Integrity, and DeFi Manipulation DynamicsTechX Stage Technology Infrastructure & Execution Systems
11:20 am - 12:00 pm PANEL DISCUSSION: OMS/EMS Evolution – What Tools Are Missing for Today’s Quant Teams?TechX Stage Technology Infrastructure & Execution Systems
12:00 pm - 12:20 pm FIRESIDE CHAT: Smart Order Routing and Execution Quality – Is Intelligence at the Edge?TechX Stage Technology Infrastructure & Execution Systems
12:20 pm - 12:40 pm PRESO: Post-Trade Innovation – From Reconciliation to Real-Time InsightsTechX Stage Technology Infrastructure & Execution Systems
12:40 pm - 1:00 pm PRESO: Designing Execution Platforms for Multi-Asset ComplexitySkills Accelerator Masterclass Series Practical to implementation hands-on sessions
11:20 am - 1:00 pm Deploying LLMs in Production Across MarketsMulti-Asset Round Table Discussions
11:20 am - 12:20 pm ALTERNATIVESMulti-Asset Round Table Discussions
12:20 pm - 1:00 pm FX
1:00 pm - 2:00 pm
LUNCH AND NETWORKING BREAK
AlphaX Stage Alpha Strategies, Data Intelligence & Alternative Signals
2:00 pm - 2:40 pm PANEL DISCUSSION: Signal Fusion in Multi-Factor Models – Beyond Momentum and Mean Reversion Vince Chen - VP, Public Equity & Portfolio Management, Abacus Global ManagementSomya Harjai - Quantitative Researcher, ClearBridge Investments, LLC.
AlphaX Stage Alpha Strategies, Data Intelligence & Alternative Signals
2:40 pm - 3:00 pm FIRESIDE CHAT: What's Next in Alternative Data? Trends and Challenges in Systematic Investing Chris Petrescu - Data Strategy, CP CapitalIrina Bogacheva - Director of Research, Systematic Global Macro, Millburn Ridgefield Corporation
RiskX Stage Portfolio Construction & Market Risk
2:00 pm - 2:40 pm PANEL DISCUSSION: Diversification That Works – Balancing Risk, Return & Real-World Implementation Muting Ren - Sr PM, Head of Systematic Credit, American Century Investments
RiskX Stage Portfolio Construction & Market Risk
4:40 pm - 5:00 pm FIRESIDE CHAT: Risk Culture & Accountability in a Data-Led AgeTechX Stage Technology Infrastructure & Execution Systems
2:00 pm - 2:40 pm PANEL DISCUSSION: Engineering for Operational Resilience in Execution SystemsTechX Stage Technology Infrastructure & Execution Systems
2:40 pm - 3:00 pm PRESENTATION: Bridging Trad-ing, Quant, and Infrastructure TeamsSkills Accelerator Masterclass Series Practical to implementation hands-on sessions
2:00 pm - 3:00 pm Building the Modern Quant Stack — Infrastructure, Data, and Compute at ScaleMulti-Asset Round Table Discussions
2:00 pm - 3:00 pm DIGITAL ASSETS AND CRYPTO Tom Costello - CIO, Bedrock Digital Assets Management LLC
3:00 pm - 3:30 pm
NETWORKING BREAK
AlphaX Stage Alpha Strategies, Data Intelligence & Alternative Signals
3:30 pm - 3:50 pm JOINT PRESO: Monetizing AI and Alternative Data in Systematic Trading: From Insight to ExecutionAlphaX Stage Alpha Strategies, Data Intelligence & Alternative Signals
3:50 pm - 4:30 pm PANEL DISCUSSION: Quantifying Alpha in Private Markets – Challenges and New Frontiers Arnav Sheth - Quantitative Researcher, Vice President, ICapital
RiskX Stage Portfolio Construction & Market Risk
3:30 pm - 3:50 pm PRESO: What Are We Missing? Blind Spots in Risk ModelsRiskX Stage Portfolio Construction & Market Risk
3:50 pm - 4:30 pm PANEL DISCUSSION: Building Teams for the Next 5 Years Christina Qi - CEO, DatabentoMatthias Uhl - Head Analytics & Quant Solutions, Partnership Solutions, UBS Asset Management
