March 31 - April 1 2026
| New York Marriott, Brooklyn Bridge
Decode the Market. Build the Future.Capture the Alpha.
Guido Baltussen
Quantitative Strategies International Head Northern TrustDAY TWO I Wednesday April 1
9:30 AM PLENARY KEYNOTE SUPER PANEL 2.0: Rethinking Portfolio Construction: Risk, Uncertainty, and the Active Edge
• Are today’s risk models still fit for purpose in a world of regime shifts, policy shocks, and geopolitical stress?
• How do you define and manage “risk” when the biggest drawdowns are driven by uncertainty, tail events, and correlation collapse rather than standard de-viations?
• What does this mean for stress testing, scenario analysis, tail-risk hedging, and convexity strategies in modern portfolios?
• What role should explicit tail-risk and hedging strategies play in portfolio construction as growth weakens and macro uncertainty rises?
• How do you think about the cost of protection vs. the cost of not having it, and when should convexity and crisis protection be strategic rather than tactical?
• How is diversification evolving in a world shaped by geopolitics, climate risk, and new asset classes like digital currencies?
• Are traditional asset-class and factor diversification frameworks still working — or do we need to rethink diversification around risk regimes, macro themes, and structural exposures?
• What can active managers learn from behavioural finance when markets are increasingly driven by narrative, policy reaction, and crowding?
How do you design portfolios that are robust not just to economic risk, but to human behaviour, positioning, and reflexivity?
Check out the incredible speaker line-up to see who will be joining Guido.
Download The Latest Agenda
