Alpha Strategies, Data Intelligence & Alternative Signals
Our AlphaX Stage has been built for Heads of Portfolio Management, PM's, Chief Data Scientists, Quant Researchers, QIS divisions and front office leaders ready to embed alternative data into their core strategy—this stage delivers practical playbooks to generate differentiated returns and sustain your edge in the age of super-data.
Stage Highlights:
- Unlock hidden alpha via machine-learning, NLP, satellite/spatial, supply-chain, and sentiment data—beyond conventional factor models
- Deploy systematic strategies across equities, fixed income, FX, and commodities— leveraging adaptive, scalable models inspired by leaders like BlackRock’s systematic approach
- Enhance predictive accuracy with signal fusion—combining short-term momentum, reversal, and idiosyncratic volatility signals for robust portfolio construction
- Accelerate data strategy adoption—understand the six-stage process for integrating alternative data, from vendor selection to production deployment
- Capitalize on unique opportunities—tap into private markets, hedge strategies, and alternative data to broaden opportunity sets and diversify via illiquid asset
Who Should Attend?
Heads of Portfolio Management / PM's overseeing both cross-asset and asset specific strategies leveraging data and tech to optimize performance
Chief Data Scientists / Data & Analytics Heads building or scaling alpha-centric data platforms
Quantitative Research & Strategy Heads pioneering signal discovery and factor integration
QIS, Derivatives & Structured Product Strategists focused on systematic investment structures including volatility-based strategies
Front Office Research & Data Analysts supporting portfolio managers with actionable insights and signal identification
