As markets become more volatile and data-driven, investment leaders must strike a delicate balance between front-office agility and back-office resilience—while unlocking the full potential of portfolio optimization. This panel explores how technology, structure, and process design can shape stronger investment outcomes.

Join this session to:

• Explore how technology, automation, and real-time data integration are reshaping the investment lifecycle
• Understand how to structure portfolios to maximize risk-adjusted return in uncertain markets
• Learn how to build robust, resilient, and continuously optimized investment processes
• Assess how much portfolio optimization truly improves the investment process - and where the untapped gains lie

Overview: From Signals to Strategy: Unlocking Alpha through data innovation and machine learning

The explosion of data and advances in machine learning are transforming how quants identify and act on signals. This session delves into the practical techniques being used to drive alpha-from smarter signal extraction and model refinement to the strategic deployment of AI. We'll also explore how external macro and geopolitical factors subtly shape the datasets we rely on, and how leading firms are building adaptive models that account for this evolving landscape.

Key Questions:

·      What are the most impactful techniques you’re using to extract signals from complex or unconventional datasets?

·      How are you applying machine learning in a way that enhances—not obscures—strategic decision-making in alpha generation?

·      In what ways do broader macro or geopolitical shifts manifest in the data you work with, and how do you factor that into your models?