Geopolitical shocks don’t wait for market hours—so why should your models? This session dives deep into the high-stakes world of global instability, where central bank pivots, elections, sanctions, and conflict send tremors through asset classes. Discover how today’s most advanced quant strategies are decoding the chaos, translating policy shifts into pricing signals, and safeguarding alpha in an unpredictable macro landscape.

Proposed panel discussion questions:

1.    How can quant teams distinguish between noise and signal in real-time geopolitical events?

2.    What models or data sets are most effective for capturing policy shocks and forecasting asset class reactions?

3.    How can portfolio managers build dynamic hedging strategies that account for regime shifts and geopolitical volatility?

4.    Are we nearing a future where LLMs or real-time sentiment analytics replace traditional macro risk modelling?