Can LTCM Happen in 2026? Fordham Panel
QuantVision 2026: Fordham’s Quantitative Conference
10.20 Panel: Can LTCM Happen in 2026?
This panel examines whether a modern version of Long Term Capital Management could emerge in today’s markets. Using the collapse of Long-Term Capital Management as a historical anchor, the discussion will explore how leverage, crowded trades, model risk, and liquidity mismatches manifest in a world of systematic strategies, AI driven portfolios, and faster capital flows. Panelists will debate whether advances in risk management, regulation, and transparency truly reduce systemic risk, or whether new forms of correlation, hidden leverage, and feedback loops make a future LTCM style event not only possible but inevitable. The session will focus on where fragility may be building today, how it might unwind, and what investors should watch before the next crisis reveals itself.
Moderator: Jacob Bowers, Lead Financial Engineer, Blackrock
Panelists: Mike Soss, Chief Investment Officer, Millburn Hedge Fund, Kevin Gahwhyler, Managing Director, Meteora Capital Hedge Fund, Abhi Khane, Managing Director, 400 Capital Management, Patrick Hop, Chief Investment Officer Draco Ova Holdings, Photios Harmantzis, Hedge Fund Manager, Gabriel Sciannella, Head of Risk, Marex
