The Premier Event for Quantitative Investment Thought Leaders
Carlos Arcila-Barrera
Portfolio Manager and Research Lead Sigma Advanced Capital Management
Carlos Arcila-Barrera is the Founder and CEO of Sigma Advanced Capital Management, a proprietary trading and applied research firm focused on macro, commodities, and quantitative modelling. From 2016 to 2024, Sigma operated as a commodity-focused hedge fund, managing institutional capital across global futures and options with an emphasis on energy and cross-asset derivatives. The firm has since evolved into a prop trading and research platform exploring practical applications of machine learning and quantum computing in portfolio optimization, derivatives pricing, and risk management. Carlos lectures on applied derivatives at the University of Notre Dame and Universidad de los Andes. He holds a Master of Finance from Notre Dame, a Master’s in Sustainability from the University of Cambridge, and is a CFA, CAIA, and GAPR SCR charterholder.
Day 1: 14 October
4:40 PM PANEL: Building the Quantitative foundations of modern portfolio construction
· What are the most impactful advancements in multi-factor risk modelling, and how are they reshaping portfolio construction in high-volatility environments?
· In what ways are AI, machine learning and quantum computing techniques enhancing or challenging traditional portfolio construction?
· How can quants effectively integrate signal uncertainty and regime shifts into dynamic risk models and portfolio rebalancing strategies?
Check out the incredible speaker line-up to see who will be joining Carlos.
Download The Latest Agenda
