Mayank Saxena

Hybrid Derivatives Trader Vice President Société générale

DAY ONE I Tuesday March 31

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 Mayank.