Our AlphaX stage focuses on how the world's leading systematic and quantitative investment strategies are being designed and run in live markets today - not in theory, but in production.
It brings together portfolio managers, quant researchers, CIOs, and allocators to examine what is actually driving performance today: which signals work, how portfolios are constructed, and how top managers are generating alpha in increasingly volatile conditions.
What is actually working in systematic investing right now and why?
The AlphaX stage explores the full lifecycle of modern systematic investing - from signal generation to portfolio construction and real-world execution.

What data, features, and models are still producing persistent alpha in live portfolios.

How leading firms combine signals into scalable, diversified systematic strategies.

Where and why backtests diverge from real-world performance.

How signals become trades including execution, risk, and portfolio constraints.
This stage is built for professionals who are directly responsible for generating, allocating, or evaluating investment performance.

Evaluating whether current strategies are still generating competitive P&L.

Focusing on which models and signals survive production.

Assessing portfolio resilience, risk, and cross-strategy performance.

Designing and scaling systematic models and execution systems.

Benchmarking performance across regimes and asset classes.

Identifying managers with consistent, scalable alpha generation.

Chief Investment Officer – Systematic Equities
Fidelity Investments

Partner
Man Group AHL

Quantitative Researcher
BlackRock

Head of Quant R&D
International Resources Holding

Chief Investment Officer
Millburn

Head of Macro / Multi-Asset Portfolio Manager
Lombard Odier

Former Head of Portfolio Construction and Asset Allocation
Vanguard

Founder
Signal & Craft and Eco AI
Join portfolio managers, quant researchers, CIOs, and allocators on the AlphaX stage at Future Alpha 2027.