Top Questions: Battle of the Quants, London 2025
Top questions inside for the financial data community, which heads back to London for the Battle of the Quants on the 3rd and 4th of November.
This week, quant researchers, data strategists, allocators, and data vendors gather in London for the “Battle of the Quants.” To help the community prepare for the conference panel agenda, which takes place on the second day of the conference, I’ve outlined targeted questions for each panel across three themes:
Model transparency and signal durability
AI and data integration
Advancing technology and risk management
https://battleofthequants.com/london-2025/
Welcome to the Data Score newsletter, composed by DataChorus LLC. This newsletter is your source for insights into data-driven decision-making. Whether you’re an insight seeker, a unique data company, a software-as-a-service provider, or an investor, this newsletter is for you. I’m Jason DeRise, a seasoned expert in the field of data-driven insights. I was at the forefront of pioneering new ways to generate actionable insights from alternative data. Before that, I successfully built a sell-side equity research franchise based on proprietary data and non-consensus insights. I remain active in the intersection of data, technology, and financial insights. Through my extensive experience as a purchaser and creator of data, I have a unique perspective, which I am sharing through the newsletter.
Note: Agenda as of 31 October 2025
4 November 2025 Agenda
8:00 AM—Quantitative Allocator Breakfast
Quantitative hedge fund managers will pitch their strategies to tables of allocators over a two-hour period in a ‘speed dating’ format with table rotations taking place every 15 - 20 minutes. The breakfast provides an efficient means of allowing allocators to conduct initial due diligence through a combination of hedge fund presentations and interactive sessions while allocators gain valuable insight into the hedge fund’s strategies.
Question: For allocators meeting fund managers: What was the key breakthrough in factor design, refinement, or model learning that turned average results into sustained outperformance?
8:00 AM—Data Breakfast
Data and signal providers will present their datasets and signals to tables of quantitative portfolio managers, researchers, and data buyers over a two-hour period in a ‘speed dating’ format with table rotations taking place every 15 - 20 minutes. The breakfast provides a focused and efficient means of allowing those attending to conduct initial due diligence through a combination of data and signal provider presentations and interactive sessions while gaining valuable insight into the provider’s solutions as they relate to quantitative finance.
Question: For data buyers meeting vendors: What elements of your dataset’s methodology explain its strongest signals—and what limitations constrain its broader use?
10:10AM—Allocator Panel: Is Now the Time to Invest in Quants?
Global hedge fund AUM is at an all-time high in 2025 and is projected to reach $6 trillion in AUM by the end of 2026. Top-performing strategies include quant equity and quant multi-strategy. According to one investment bank, “Quant equity is expected to be the most in-demand strategy in the second half of the year.” Why are hedge fund strategies back in favor generally and quant strategies specifically? Is your quant allocation based on alpha generation or as a hedging tool?
Moderator: Bartt Kellermann, CEO & Founder, Global Capital Acquisition
Richard Hallos, Manager Research Director, Schroders
Iliya Kutsarov, PhD, Deputy Head of Hedge Funds, FERI
Jonathan Poon, Investment Director, Stable
Luca Fuccaro, Quantitative Investment Analyst Investcorp-Tages
Mathias Piardon, CEO & Founder, 1L Capital
Question: What due diligence frameworks or risk metrics are you emphasizing to differentiate durable alpha from fast‑decaying signals? Does your evaluation differ for multi‑strategy versus single‑strategy managers?
10:50AM Fireside Chat: The Dawning of the Anti-Pod
Bala Subramanian, PhD, Founding Partner, President and Chief Risk Officer, Engineers Gate
Nishant Kumar, Chief Correspondent, Bloomberg News
Question: How do quantitative methods enable a more collaborative structure of portfolio managers covering each sleeve of the overall portfolio but also avoid the risk of groupthink causing unintended correlations in the portfolio?
11:55AM—Manager Panel: What Are the Quantitative Strategies That Will Outperform in 2026?
Overall, 2025 is shaping up to be a strong year for quant strategies, with a resurgence of performance and a continued focus on innovative strategies employing AI and new data sources. What are the factors that have contributed to strong performance, and will quants continue their success in 2026?
Moderator: Simon Legrand-Green, Head of Multi Asset and Systematic Strategies Research, WTW
Michael Sun, PhD, Director - Quant Capability, Eastspring Investments
James Murray, Portfolio Manager, Systematic Equities, Jupiter
Elias Mechabchy, Founder and CEO, ROQS-Partners / MoSAIQ
Question: Which structural factors (macro regime changes, liquidity conditions, or regulatory shifts) do you expect to shape quant returns in 2026? How are you balancing complex machine‑learning models with interpretability and risk management, and are there specific anomalies or data sources you’re most excited or cautious about?
12:25PM—Predictive Analytics: Harnessing Data to Forecast Market Movements
Is the integration of diverse datasets or the refinement of a single source that empowers quantitative managers to forecast market movements? What combination and weightings of data delivers the highest predictive accuracy?
Moderator: Mark Fleming-Williams, Head of Data Sourcing, CFM
Jean-François Bacmann, Head of Research, LGT Capital Partners
Christoph Lehmann, PM, Railpen
Tim Anderson, Global Head of Tick History and Quantitative Economic Data, LSEG Data & Analytics
Sayad Baronyan, PhD, Head of Quantitative Research, ISI Markets
Question: Could you share examples where adding “one more dataset” materially improved predictive power and cases where it increased noise or over‑fitting?
1:55PM—Can Quantum Computing in Quantitative Finance Achieve Predictive Superiority?
Arman Khaledian, PhD, Co-Founder & CEO, Zanista AI
Question: Where do you expect near-term, real-world wins for quantum methods in quant finance, and what evidence supports them? Which use cases (for example, portfolio construction, option pricing, or risk) show the clearest path to faster or higher quality solutions over the next five years?
2:10PM—AI Panel: The Artificial Intelligence Imperative in Quant Funds!
Managing a quantitative strategy almost necessitates the inclusion of a robust AI component that drives alpha. Although AI encompasses a wide diversity of instruments, the one driving force is LLMs and now Agents. How relevant are these cutting-edge technologies, and how are they being used? Or are other AI tools really driving alpha?
Moderator: Bartt Kellermann, CEO & Founder, Global Capital Acquisition
Erk Subasi, Head of GAM Cantab, Senior Portfolio Manager - Executive Director, GAM Investments
Martin Luk, Senior Quant, Man AHL
Borno Janekovic, CEO, Omphalos Fund
Question: Where can AI agents most effectively support quant researchers: data discovery, feature engineering, signal design, portfolio construction, or execution? Will agents mainly automate repeatable tasks or evolve into creative research partners suggesting novel signals?
3:20PM—As Crypto Becomes Mainstream, How Are Quants Trading This Asset Class?
Crypto trading lends itself to very specific quantitative strategies. What strategies work best, and which are still challenged? Have crypto strategies become non-correlated, and what are the unique characteristics of this asset class? What impact will DATs have on structuring crypto trading funds?
Moderator: Chris Solarz, CIO, Digital Assets, Amitis Capital Family Office
Monica Monajem, CEO & Founder, Amitis Capital Family Office
JM Rynaud, Founding Partner, Toshima Digital
Sebastian Bea, President & CIO, ReserveOne
Bob Vosalik, Founder & CIO, 319 Capital
Question: How are you adapting traditional risk and due diligence frameworks to address liquidity, counterparty, custody, and regulatory challenges in crypto?
3:50PM—Fireside Chat: Finding the Truth Behind the Implementation of AI in Quantitative-Based Hedge Funds
Sid Ghatak, Chief Technical Advisor, National Artificial Intelligence Association
Bartt Kellermann, CEO & Founder, Global Capital Acquisition
Question: What are the biggest misconceptions about AI’s readiness to deliver alpha in hedge funds? How should managers tackle interpretability, fairness, and compliance when deploying AI strategies?
What questions do you have for the panelists? Leave a comment below
Know someone attending or presenting at the conference? Feel free to forward this to them.
- Jason DeRise, CFA
I wish I could join Bartt and everyone at Battle of The Quants! https://youtube.com/shorts/zdbGg2o6SXY?si=1SY4AWOjCq1JC7F4