Experts from Deutsche Bank, BlackRock and Millenium to speak at Quant Strats 2025
Amid a global surge in trading activity, fresh, actionable perspectives are more vital than ever for the quantitative finance community. The two-day event will feature panel discussions, masterclasses, and practitioner-led case studies delivering cutting-edge insights into AI, data modelling, portfolio optimisation, risk management, and systematic investing.
Key topics under this year’s theme, ‘Redefining Finance through Quant Innovation’, include:
Advanced data sourcing and integration
The application of natural language processing and large language models to a quant strategy
Portfolio construction and risk frameworks
Talent acquisition, diversity, and inclusion in quant finance
“It’s been a fantastic year for trading activity – and strong quantitative strategies are at the heart of this. We’re proud to bring together the leading minds across the finance and technology ecosystem and tackle complex questions head-on and continue to drive innovation in the industry,” Thomas Lunn, Event Director, Quant Strats, commented.
Petter Kolm, Professor at NYU Courant and Founder of CorePoint Partners, said, “Many new and exciting innovations are being leveraged in quantitative investing and portfolio management. Quant Strats provides a fantastic opportunity to learn about them from world-class speakers”.
Mike Chen, Head of Alternative Alpha Research at Robeco, added, “I always learn something useful when attending Quant Strats, be it the latest innovation trends or interesting new data sources that can be applied in the portfolio investment process”.
In addition to world-class speakers, Quant Strats Europe 2025 will spotlight academic contributions from the University of Cambridge, University of Oxford, and Queen Mary University of London, and introduce a premium exhibition zone, showcasing the latest innovations in quant tools, analytics, and data services. Exclusive keynotes from Dr Paul Bilkon and Neil Martin (ex-F1 strategist) further highlight the role of high-performance data strategy in finance.
Registration closes soon. To find out more or to secure your place, visit the pricing page.
About Quant Strats
Quant Strats is the leading event platform for the global quantitative investment community. Bringing together portfolio managers, data scientists, and financial engineers, Quant Strats showcases the latest in systematic strategies, research, and technology shaping modern finance. From high-level keynotes to hands-on masterclasses, our events provide actionable insights and unmatched networking for professionals driving the future of quant.
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