Thank you for attending Quant Strats Europe!
Justin Xu
Head of Quant and AI Strategy Millennium Global Investments Ltd.
Justin is the Managing Director responsible for Risk at Millennium Global. He is experienced at monitoring and controlling risks that include market, portfolio, trade, credit and operational risks. He is the Vice President of Chinese Association of Financial Executives in the UK (CAFE UK).
A former lecturer in financial economics at the University of Glasgow, he taught postgraduate financial risk analysis, and derivatives & asset pricing. Justin holds a PhD in Financial Econometrics from University of Lancaster, and is a certified Financial Risk Manager.
Day 2: 15 October
1:40 PM PANEL: Systematic factor-based strategies in fixed income and FX
In today’s data-driven market, fixed income and FX strategies are rapidly evolving so investment approaches must be reshaped:
- Explore how data analytics, machine learning, and alternative data are transforming fixed income and FX investment strategies
Panel questions:
- How can a bottom-up, factor-driven approach enhance alpha generation and risk management in fixed-income portfolios?
- What are the key challenges in identifying and applying systematic factors within diverse fixed-income asset classes?
- With quant factors, how do you set up portfolio construction?
- Can you explain, in your own words, the role of automation and AI in optimizing execution and managing risk in these traditionally more stable markets?
Check out the incredible speaker line-up to see who will be joining Justin.
Download The Latest Agenda
