About the Conference

The Portfolio Management in Quant Finance Conference took place on 13th March 2024. Attendees enjoyed talks from some of the leading figures in quantitative finance including Dr. Artur Sepp, Renee Yao, Dr. Jan Rosenzweig, and more.

Missed the conference? The conference recordings are available to watch now on the CQF Institute website.

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Conference Schedule

13th March 2024

11:00 - 11:30 GMT

Virtual conference doors open - Familiarize yourself with the event platform

11:30 - 11:35 GMT

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

11:35 - 12:10 GMT

Fat Tailed Diversification: Entropies, Tail Covariances et al
Dr. Jan Rosenzweig, Portfolio Manager, Pine Tree Market Neutral

12:10 - 12:45 GMT

The Power of Data and Quantitative Approaches in Discretionary Investing
Dr. Pamela Saliba, Investment Manager, Pictet Asset Management

12:45 - 13:20 GMT

Worrying About Alpha
Dr. Adam Rej, Head of Macro Research, Capital Fund Management

13:20 - 13:40 GMT

Break and Networking

13:40 - 14:15 GMT

The Markets are Not Normal So, When Building Strategies, We Should Do the Right Thing!
Dr. Graham Giller, CEO, Giller Investments LLC.

14:15 - 14:50 GMT

Hierarchical Minimum Variance Portfolios
Peter Cotton, Chief Data Scientist, ExodusPoint Capital Management

14:50 - 15:20 GMT

Break and Networking

15:20 - 15:55 GMT

Adaptive Diversification
Dr. Philip Maymin, Director of Asset Allocation Strategies, Janus Henderson Investors

15:55 - 16:20 GMT

Break and Networking

16:20 - 16:55 GMT

How AI is Used to Generate Alpha in Investing
Renee Yao, Founder, Neo Ivy Capital Management

16:55 - 17:30 GMT

Modeling Volatility Risk-Premia
Dr. Artur Sepp, Head of Quantitative Strategies, Clearstar Labs

17:30 - 17:35 GMT

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

Conference Speakers

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

Conference Recordings

Conference recordings are available for all CQF Institute members.

Not a member? Become a member for free to watch the event.

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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