Fordham’s Quantitative Conference March 19th & March 20th, 2026

February 2, 2026

Fordham’s Quantitative Conference March 19th & March 20th, 2026

BUY TICKETS

Gabelli School of Business, 140 W 62nd St, New York, NY 10023, USA

08.30 – Registration

08.50 – Opening Address from the Chairs: Director, MSQF Fordham Director, Professor Qing Sheng & Conference Chair Faruque Khan & Conference Host Rebellion Research CEO, Alexander Fleiss

8.55am Keynote: Marcos M. Lopez de Prado, Global Head of Quantitative R&D at the Abu Dhabi Investment Authority (ADIA), one of the largest sovereign wealth funds & Cornell University Professor

9.40am Panel: Future of Machine Learning in Quantitative Finance Machine learning has moved from an experimental tool to a core component of quantitative finance, but the field is still evolving at a rapid pace. This panel will examine where ML is heading in the next five years, with a focus on architectures, interpretability, and integration into live trading environments. Topics will include advances in transformer and graph-based models, the blending of traditional statistical methods with deep learning, and the challenge of maintaining model robustness in shifting market regimes.

Moderated by Samson Qian, Citadel

Speakers: Arkin Gupta, Citadel, Nan Xiao, Greenland Capital CTO, Kathryn Zhao(2025 Quant of The Year), Head Quant & Head of Trading, Cantor Fitzgerald, Amal Moussa, MD, Goldman Sachs, Matt Rowe, Managing Director, Man Group, Mike Tiano, Deputy Head of Systematic Strategies, Schonfeld

10.10 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, Luca Capriotti, Global Head of Quantitative Strategies (QS) Credit at UBS, Kevin Gahwhyler, Managing Director, Meteora Capital Hedge Fund, Samir Shah, Managing Partner, MBS Partners, Alexander Wugalter, Quant, BMO, & Fmr Point72 PM

10.40 Fireside Chat: Ai vs Data : Claudia Perlich, Managing Director, Two Sigma, Lisa Huang, Head of AI Investment Management & Planning, Fidelity

11.00 Break

11.20 Keynote : Entering the Age of Cognitive Markets : Armando Gonzalez, Founder & CEO Ravenpack

Finance has entered an exponential era, where progress accelerates faster than institutions can adapt through linear thinking. This keynote explores what it means to operate in the age of cognitive markets, an era in which intelligence becomes a scalable resource, workflows turn cognitive rather than procedural, and markets co-evolve with autonomous reasoning systems. We examine how agentic AI is reshaping discovery, risk, research, and market structure, and why firms must re-architect around intelligence rather than merely “implement AI.”

11.40 Panel: Capturing Alpha in 2026 Markets & ETF’s As market structures evolve, liquidity fragments, and AI-driven trading becomes the norm, traditional alpha sources are shrinking while new ones emerge in unconventional places. This panel will explore the most promising alpha-generation approaches for 2026 and beyond, from integrating alternative datasets and multimodal signals to deploying cutting-edge machine learning architectures and causal inference methods. In addition a look at the future of ETF investing in today’s market

Moderated by Caio Natividade, Deutsche Bank Global Head of Quantitative Investment Solutions Research

Speakers: Sid Ghatak, CEO, Increase Alpha, Neal Berger, Founder & CIO Eagle’s View Capital Management, Zachary Squire, Managing Partner Brevan Howard Tekmerion, Macrae Sykes, Portfolio Manager – Gabelli Financial Opportunities ETF (NYSE: GABF)

12.25 Panel: Multimodal Alpha Feeds
From text to images, audio, and geospatial signals—quant teams are now fusing multimodal data streams into unified predictive pipelines. This session will examine the technical, computational, and data-governance challenges of extracting alpha from disparate, high-dimensional sources.

Moderator: Dr. Harvey Stein, Two Sigma

Speakers: Naim El-Far, Head of Equities Investment Engineering @ Bridgewater, Paul Krueger, Millenium Quant Trader, Rahul Gupta, DRW Quant Researcher & Trader, Dr. Gregory Pelts, Director, ScotiaBank, Dr Andy Li, Bank of America Director & Fordham Professor

1.15pm Lunch

2.00pm Panel: Alternative Data’s Next Frontier: From Novelty to Necessity
As alternative data cements its role in institutional investing, the challenge shifts from discovery to integration. This panel will explore how hedge funds and asset managers are operationalizing diverse datasets—geolocation, satellite imagery, supply chain signals, and unstructured web data—while balancing costs, compliance, and scalability. Discussion will cover regulatory scrutiny, vendor transparency, model interpretability, and whether AI-driven data synthesis will unlock the next wave of alpha or overwhelm firms with noise.

Moderated by Christina Qi, Databento CEO

Speakers: Qaisar Hasan, CEO Maiden Century, Dorothy Ruderman, Data Strategy at Verition Fund Management, Dimitri Bianco Founder Fancy Quant, Tony Berkman, Fmr Two Sigma Head of Data, Garden Leave currently, Mark Fleming-Williams, Head of Data Sourcing Capital Fund Management

2.45pm Future of Bitcoin & Crypto Fireside Chat: Marshall Beard, COO, Gemini interviewed by Duke Professor Jimmie Lenz, Duke’s Director For Master of Engineering in Financial Technology

3.45pm Day 1 Concludes!

March 20th, 2026 : Day 2 Begins

08.30 – Registration

8.50 Panel: State-of-the-Art ML Architectures in Quant Finance
Transformers, diffusion models, graph neural networks—what’s hype, what’s working, and what’s next in cutting-edge ML for trading and risk? Experts will break down real-world case studies and discuss scaling these architectures without losing interpretability or control.

Moderator: Roshan Shah, Head of Technology, MIO Partners, $25B multi-strategy hedge fund

Manish Aurora, Hedge Fund Manager, Rational Investments, Petros Zerfos, Principal Research Scientist & Manager at IBM Research, Atlas Wang, XTX Markets Research Director, Haoxue Wang, Quant, Millenium

9.30 Keynote Speech Dr. Dhagash Mehta, Head of Applied Artificial Intelligence Research for Investment Management, Blackrock

10.10 Break

10:35 Keynote Speech Multivariate Kelly Criterion, Leverage and Regime-Switching Universal
Portfolios, Professor Mikhail Smirnov, Columbia University

11.00 Panel: Is AI Taking Over Alternative Data
The explosion of machine learning, multimodal embeddings, and foundation models is transforming how quant investors source, process, and monetize alternative data. Once a niche differentiator, alternative data is increasingly dominated by AI-driven extraction, pattern detection, and signal generation. This session will debate whether AI is enhancing the alt-data ecosystem or fundamentally replacing traditional research heuristics. The panel will explore how automated pipelines are reshaping vendor landscapes, how models ingest unstructured streams, and whether true alpha now depends more on model architecture than dataset exclusivity.

Moderated by: Ethan Geismar, Head of Data, Jefferies

Dr. Iro Tasitsiomi, Head of Investments Data Science T. Rowe Price Fordham Speaker, Claudia Perlich, Managing Director, Two Sigma, Sahana Athreya, Millenium, Eren Kurshan, Princeton University, Peter Cotton, Stealth Hedge Fund, Peter Hafez, Head Quant, Ravenpack

11:55 Panel Bitcoin vs Crypto: Who Will Be the Winner?

This panel will examine the ongoing tension between Bitcoin as the original decentralized digital asset and the broader cryptocurrency ecosystem encompassing altcoins, stablecoins, and blockchain-based tokens. Panelists will explore whether Bitcoin’s brand dominance, network security, and adoption trajectory can maintain its leadership — or whether other crypto innovations, DeFi protocols, and Web3-native assets will capture the future of digital value.

Moderated by Logan Beirne, Strive Asset Management Board Member, Yale Law School

Panelists: Sean Slotterback, Crypto Hedge Fund Manager, Professor Jim Liew, Johns Hopkins University, James Koutloulas, Typhon Capital Management Hedge Fund Manager

12.35 Keynote Jon Najarian, Market Rebellion Co-Founder

1.15pm Lunch

2.15 Keynote: Data Structure in the Age of Ai Where Everything is a Trade, Kirk McKeown, Co-Founder, Carbon Arc & Point72’s Fmr Head of Proprietary Research

2.35 Keynote: When More Data Hurts: Navigating the Nonstationarity-Complexity Tradeoff in Return Prediction, Professor Agostino Capponi, Columbia University