The discretionary buy side world is currently undergoing a massive shift away from simply leveraging beta towards having to generate consistent idiosyncratic alpha. In order to achieve results in this new reality, the smartest firms are attempting to put in place a process to become more quantitative in their decision making and use new unique alpha generating data sets.
At the same time, an arms race is taking place within the systematic world where firms are searching for uncorrelated sources of alpha in new data sets, and employing new quantitative analysis techniques to find it.
L2Q is a conference designed to explore both of these important trends. The main track is focused on teaching discretionary PMs, analysts, and traders the basics of quantitative research so that they can collaborate with the quants on their desk. Quants who work along side with them will also benefit from the main track as we explore the best ways to run the difficult process of melding fundamental analysis and quantitative decision making. The second track features topics in advanced quantitative analysis and use cases for new unique data sets within both fully systematic models and discretionary books.
Segments are taught by preeminent buy side, sell side, and unique data experts with vast quantitative and discretionary investment experience.