The Premier Event for Quantitative Investment Thought Leaders
Evgeny Byvatov
Head of Systemic Volatility Trading GSR
Dr. Jevgeni Bovatov is a seasoned quantitative finance professional with over 20 years of experience in options trading, market making, and the development of systematic alpha strategies across global financial markets. He currently serves as Head of Options at GSR Capital, where he leads systematic proprietary trading and market making of BTC and ETH options across top crypto exchanges. Previously, Dr. Bovatov held senior roles at JP Morgan, GSA Capital Partners, BlueCrest Capital Management, and Lucid Markets. His expertise spans equity indices, single stock, FX, and ETF options, with a strong focus on developing pricing libraries, implied volatility surface modeling, backtesting infrastructure, and risk management systems. At JP Morgan, he led a team of quant traders and spearheaded innovations in volatility arbitrage and client execution strategies. Holding a Ph.D. in Machine Learning and Pattern Recognition from Frankfurt University and the Weizmann Institute, Dr. Bovatov combines deep academic knowledge with practical financial engineering. He is proficient in multiple programming languages including C++, Python, Rust, and MATLAB, and has published research in both machine learning and quantitative finance.
Day 1: 14 October
5:00 PM PANEL DISCUSSION: Systematic strategies in Digital Assets: Navigating volatility, liquidity, and opportunity
As digital assets mature beyond the hype cycle, a growing number of institutional investors are exploring systematic strategies to manage volatility and capture alpha in an inherently fragmented, fast-moving market.
Panel Questions:
1. Can you elaborate on how you are developing the end-to-end architecture of a long/short quant crypto strategy—using fundamental and systematic analysis and CTA models and trading them systematically with quant models?
2. In the context of a multi-strategy, institutional-grade digital asset fund that blends internal systematic strategies with external manager allocations, how do you approach portfolio construction and dynamic capital allocation across a diverse set of models and trading styles?
3. What frameworks or technologies enable you to optimize risk-adjusted returns while managing cross-strategy correlation in a volatile and fragmented market?
Check out the incredible speaker line-up to see who will be joining Evgeny.
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