The Premier Event for Quantitative Investment Thought Leaders
Yoav Git
Quant Research Gresham Investment Management
Day 1: 14 October
12:30 PM PRESENTATION: Elements of Portfolio Construction & Risk Management for Allocators
Allocators are facing increasing pressure from higher funding costs, tightening risk budgets and the shifting of equity/bonds and equity/FX correlations.
In this session, Yoav Git, head of quant research at Gresham Quant, breaks down the core components of portfolio construction from a quantitative allocator’s perspective — blending theory with empirical insights.
Taking an outsider’s view as a systematic hedge fund manager, Yoav will explore how factors such as correlation regimes, position sizing, and risk constraints affect portfolio robustness. He’ll address how traditional approaches are evolving in response to data availability, model complexity, and the need for transparency in institutional mandates.
Check out the incredible speaker line-up to see who will be joining Yoav.
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