Events

Quant Strats 2025

March 11, 2025 – Quorum by Convene, New York, NY
Home > Quant Strats 2025

Exploring the Future of Quantitative Finance

Quant Strats 2025 convenes on March 11 at Quorum by Convene in New York City, bringing together over 380 professionals from hedge funds, asset managers, and investment banks. The conference delves into the practical applications of artificial intelligence (AI), machine learning (ML), and large language models (LLMs) in quantitative finance, moving beyond theoretical discussions to real-world implementations.

Key Topics Include:

  • AI & ML in Asset Management: Integrating advanced algorithms into portfolio construction and risk assessment
  • The Future of LLMs in Quant Finance: Leveraging LLMs for predictive modeling and sentiment analysis
  • Blending Quant & Fundamental Strategies: Combining data-driven models with traditional financial analysis
  • Alternative Data & Alpha Generation: Utilizing non-traditional data sources for systematic trading
  • High-Frequency Trading & Execution Algorithms: Advancements in trade execution and market-making strategies
  • Risk Management in a Volatile Market: Adapting quant strategies to turbulent market conditions

Networking and Collaboration

The event offers extensive networking opportunities, allowing attendees to connect with top-tier data scientists, quantitative analysts, institutional investors, and technology providers. Practitioner-led discussions ensure participants gain actionable insights to navigate the evolving landscape of quantitative finance.

For more information, visit: https://ibn.fm/cdLew

Conference Highlights

  • Premier conference for quantitative finance professionals, featuring over 50 expert speakers

  • Focuses on the integration of AI, ML, and LLMs in asset management, risk, and trade execution

  • Offers practitioner-led sessions, networking opportunities, and insights into alternative data strategies

Event Website

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