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

Decode the Market. 
Build the Future.
Capture the Alpha.

Daniel DeWoskin

Daniel DeWoskin

Quantitative Research Manager Graham Capital Management

Daniel DeWoskin, Ph.D., is Managing Director of Quantitative Research at Graham Capital Management, L.P. (“Graham”), where he is responsible for managing a team focused on tail hedging and options trading. He works directly with clients on customized portfolios that balance long-term returns and crisis returns according to their investment objectives. Dr. DeWoskin joined Graham in July 2016 as a Quantitative Research Analyst. Prior to joining Graham, Dr. DeWoskin was the Arthur J. Krener Assistant Professor of Mathematics at UC Davis. Dr. DeWoskin received a Ph.D. in Applied Mathematics from the University of Michigan in 2015, an M.A. in Mathematics from San Francisco State University in 2009, and a B.A. in Applied Mathematics and Molecular Biology from University of California, Berkeley in 2007.

DAY ONE I Tuesday March 31

11:40 AM PANEL DISCUSSION: Navigating the Quant Landscape: Alpha, Risk, and Convexity in a Volatile World

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.

Check out the incredible speaker line-up to see who will be joining Daniel.

Download The Latest Agenda