About the Conference

The Portfolio Management in Quant Finance Conference returned in March 2023 to focus exclusively on the latest industry innovations. Attendees enjoyed talks from some of the biggest names in quantitative finance including Dr. Alexandre Antonov, Professor Natalie Packham, Dr. Claus Huber, and more.

The Portfolio Management Conference will be back in 2024. In the meantime, catch up with the conference recordings on demand.

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Conference Schedule

23rd March 2023

10:30 - 11:30 GMT

Virtual conference doors open - explore the event platform and connect with your peers

11:30 - 11:35 GMT

Welcome Remarks
Dr. Randeep Gug, Managing Director, CQF Institute

11:35 - 12:10 GMT

Generative Models and Predictive Machines with Uncertainty Quantification for Financial Applications with Kernels
Dr. Jean-Marc Mercier, Head of Research & Development, MPG Partners

12:10 - 12:45 GMT

Overcoming Markowitz’s Instability with the help of the Hierarchical Risk Parity (HRP): Theoretical Evidence
Dr. Alexandre Antonov, Quantitative Research & Development Lead, ADIA

12:45 - 13:20 GMT

Portfolio Management for People
Dr. Rick Bookstaber, Head of Risk & Co-Founder, Fabric

13:20 - 13:40 GMT


13:40 - 14:15 GMT

Risk Factor Detection with Methods from Explainable ML
Dr. Natalie Packham, Professor of Mathematics and Statistics, Berlin School of Economics and Law

14:15 - 14:50 GMT

Building a Tool for Strategic Asset Allocation at a Swiss Insurance Company
Dr. Claus Huber, Head of Quantitative Modelling & Analytics, Helvetia Insurance

14:50 - 15:20 GMT

Break - CQF Information Session

15:20 - 16:20 GMT

Developments and Applications in (explainable) ML in Portfolio Management
Dr. Natalie Packham, Professor of Mathematics and Statistics, Berlin School of Economics and Law (Panel Chair)
Tony Guida, Co-Head - Systematic Macro, RAM AI
Renee Yao, Founder, Neo Ivy Capital Management
Dr. Jan Rosenzweig, Portfolio Manager, Pine Tree Market Neutral
Dr. Dario Villani, CEO & Co-Founder, Duality Group

16:20 - 16:55 GMT

Predicting Stock Market Drawdowns using Polymodels
Dr. Thomas Barrau, Head of Intraday Research, AXA Investment Managers Chorus Ltd

16:55 - 17:30 GMT

The Hidden Cost in Costless Put-Spread Collars: Rebalance Timing Luck
Dr. Roni Israelov, Chief Investment Officer & President, NDVR

17:30 - 17:35 GMT

Closing Remarks
Dr. Randeep Gug, Managing Director, CQF Institute

17:35 - 18:15 GMT

End of day networking

Day 2 - 28th October 2021

07.30 - 08.30 EDT

Virtual conference doors open - Familiarize yourself with the Hopin platform

Conference Speakers

Confirmed speakers and panelists. Click on the images below to explore abstracts and biographies.

Conference Tickets


23rd March 2023


10:30 - 17:35 GMT

Conference Organizers

Quant Insights is presented by the CQF Institute, Fitch Learning, & Wilmott

CQF Institute

Promoting the highest standard in practical financial engineering, the CQF Institute, part of Fitch Learning, is a global membership organization dedicated to educating and building the quantitative finance community. The CQF Institute is also the awarding body for the Certificate in Quantitative Finance (CQF) the world’s largest professional qualification in quantitative finance.

Fitch Learning

Part of the Fitch Group, Fitch Learning partners with businesses to help develop the future leaders of the financial services industry. Alongside centers in established financial hubs, Fitch Learning utilizes a best-in-class technology platform to deliver blended learning solutions that maintain the personal element of development.


Wilmott is the leading resource for the quant finance community, comprised a website and discussion forum and Wilmott magazine.

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