Quant Strats Europe rebrands as Future Alpha reflecting tech- and data-driven era of global markets

• Conference revamp seeks to bridge the gap between quantitative and discretionary approaches, showcasing the importance of combining human insight with machine precision
• New event format will include three dedicated conference tracks, covering the full spectrum of alpha innovation: Alpha, Risk and Tech

London, October 16th, 2025 – Alpha Events announced today that Quant Strats Europe, Europe’s leading annual quantitative finance event, will be rebranded to Future Alpha.

Since its debut in 2017, Quant Strats Europe has successfully established itself as the go-to event for timely insights into the challenges and innovations in quantitative investing. Designed in close consultation with industry leaders, each year the event gathers over 600 quant professionals from across the buy- and sell-side, regulatory bodies, financial technology providers and academia, to explore the evolving intersection of quantitative strategies, data science, artificial intelligence, and risk management. The event features leading voices in the quant field, with recent speakers including representatives from Millenium Global, Man Group, BlackRock, Deutsche Bank, Vanguard, State Street, Sigma, Lombard Odier, and others.

The rebrand reflects the radical shift underway in global markets, as data and technology drive the next generation of alpha.

Several converging forces are redefining the industry landscape, including:

• The enhancement of discretionary trading through quant overlays, advanced analytics, and technology, paving the way for a quantamental future.
• Increasing prominence of cross asset investment strategies, highlighting the need for insights across asset classes.
• The rapid rise of AI, coupled with the unprecedented amount of data available, and the opportunity it creates for early adopters to combine human insight with machine intelligence and uncover new ways of generating returns – potentially reshaping the competitive landscape at a fundamental level
• Intensifying institutional appetite for automation and transparency across business units, with front- and mid-office teams working more closely than ever before to streamline processes and unlock new efficiencies.

Against this backdrop, Future Alpha aims to become the nexus for this transformation, acting as a central hub where innovation, human insight, and new technologies come together to create meaningful, sustainable alpha.

Building on the success of Quant Strats Europe, Future Alpha will expand the event’s scope to encompass the full spectrum of alpha innovation. The new format will feature three dedicated conference tracks, covering different components of the modern trading ecosystem, including:

• AlphaX (Alpha Strategies, Alternative Data & Signal Intelligence) – Designed for portfolio managers, chief data scientists, quant researchers, QIS divisions and front office leaders, the track will provide practical strategies to help firms unlock differentiated returns and maintain competitiveness in the age of super data.
• RiskX (Market Risk, Factor Models & Portfolio Construction) – Tailored for heads of risk and quantitative risk leaders overseeing multi-asset class portfolios, the track will offer a strategic platform to navigate the complexities of modern portfolio construction, integrating cutting-edge quantitative techniques with robust risk management frameworks.
• TechX (Infrastructure, Execution Systems & Trading Architecture) – Built for CTO’s, heads of trading infrastructure, platform architects from leading multi-asset firms, the track will provide insights into the future of trading platforms (from modern architectures that integrate cloud and on-premise systems, to resilient data pipelines, and AI-driven analytics) and how to drive real business value.

Thomas Lunn, event director at Alpha Events, said: “Future Alpha gives next gen quants exposure to practitioners to see how AI comes in, it’s been a great journey with Quant Strats so far and we are looking forward to what Future Alpha brings.”

Carlos Arcila-Barrera, Portfolio Manager and Research Lead, Sigma Advanced Capital Management, added: “In a fast, regime-shifting macro environment flooded with traditional and alternative data, edge comes from reproducible research, disciplined risk, and microstructure-aware execution, powered by first-rate technology. Future Alpha brings together the people, experience, and ideas that turn that stack into real strategies.”

The event will debut under its new banner in March 2026.

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About Alpha Events

Alpha Events is a division of PLS, the world’s largest independent conference organiser and the parent company of IQPC and WBR. Based in London, Alpha Events specialises in large-scale and specialist events across the globe. Our aim is to deliver the world’s leading events within our chosen sectors, ensuring that every stakeholder gains meaningful value from participating.