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Future Alpha 2026

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Future Alpha 2026 Bryan Kelly
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Hedge Fund Alpha is on the ground at Future Alpha 2026, taking place March 31 – April 1 at the New York Marriott, Brooklyn Bridge. Over two packed days, some of the sharpest minds in quantitative finance, risk management, and trading technology will come together to share insights on everything from machine learning-driven alpha generation to next-generation execution infrastructure.

We’ll be covering the key sessions, panels, and conversations shaping the future of systematic investing. You can find the full agenda below, and coverage links will be added as they become available.

Also see:

Future Alpha 2026 Coverage

Future Alpha 2026 Agenda

Day 1, Tuesday, March 31

Time Session Speaker
8:00am – 8:45am Registration And Networking
8:45am – 9:00am Chairs Opening Remarks Rob Morgan, Senior Vice President and Market Strategist – Mosaic
8:55am – 9:30am Machine Learning, Market Risk, and the Future of Asset Pricing Bryan Kelly, Head of Machine Learning – AQR Capital Management
9:30am – 10:10am Rethinking Portfolio Construction: Risk, Uncertainty, and the Active Edge Daniel J Sandberg, Global Head of Quantitative Research & Solutions – S&P Global Market Intelligence
George Patterson, Managing Director and Chief Investment Officer – PGIM
10:10am – 10:50am Evolving the Quant Toolkit: Data, Models, and AI in an Evolving-Alpha World Yuyu Fan, Principal Data Scientist – AllianceBernstein
Harry Mamaysky, Co-Founder – Quantstreet Capital
10:50am – 11:10am Systematic Approaches to Opportunistic Trading Armando Diaz, Chief Executive Officer – PureStream Trading Technologies
11:10am – 11:20am Chairs opening remarks and ice breaker Moderator: Robert Simon, Executive Director – Carnegie Mellon University
11:10am – 11:40am Networking Break
11:20am – 12:20pm Careers that outperform: The human side of alpha Matthew Healy, Partner – Maven Partnership
Erin Holbrook, Partner – Maven Partnership
11:20am – 11:40am Iteration Is the Alpha
11:40am – 12:40pm Financial Trading with cognitive clarity, technical realism and zero hype John Thomas Foxworthy, Founder – The Global Institute of Data Science
11:40am – 12:20pm Multi-Asset Alpha – Signal Integration Across Equities, Bonds and FX Jacob Bowers, Vice President, Multi Asset Quantitative Strats – BlackRock
Matthias Uhl, Managing Director & Head Analytics and Quant Solutions – UBS Asset Management
11:40am – 12:20pm Multi-Asset Quant Portfolio Construction: Alpha, Risk, and Convexity in a Volatile World Arun Assumall, Head of Commodities and Global Markets, EMEA – Macquarie Group
Daniel DeWoskin, Managing Director of Quantitative Research – Graham Capital Management
11:40am – 12:20pm Re-Architecting the Edge: Building Scalable, Intelligent Front Office Infrastructure Alisa Rusanoff, Founder/ Advisory Council Member – Stealth Startup / Ankh Impact Ventures
Sujit Khanna, VP, AI Solutions – Cross River Bank
12:20pm – 12:40pm Closing the Gap: Why Quant Finance needs women and what we’re doing about it Akshara Desai, Student – Columbia University
12:20pm – 1:00pm Deep Alpha Capture: Mining Discretionary Investors for Alpha Frank Ieraci, Senior Managing Director and Global Head of Active Equities & Head of Investment Scienc – CPP Investments
Andrew Gelfand, Quant, L/S Equity Alpha Capture – Balyasny Asset Management
12:20pm – 12:40pm Inside an Ultra-Low-Latency Exchange: A Time-Series Database Case Study with QuestDB Vlad Ilyushchenko, Co-Founder & CTO – QuestDB
Stefan Blackwood, CTO – One Trading
12:20pm – 1:00pm Precision Under Pressure: Rethinking Market Risk in a Volatile World Sébastien Laurent, Professor of Econometrics – IAE France
12:40pm – 1:00pm Execution as a Source of Persistent Alpha: Optimal Execution, Market Integrity, and DeFi Manipulation Dynamics Natascha Hey, Postdoctoral Researcher – Columbia Business School
12:40pm – 1:00pm What does good look like for Front-Office Engineering? Alan Russell, Former Lead Quant Engineer – Head of Front Office Engineering – Brevan Howard
1:00pm – 2:00pm Networking Lunch
1:30pm – 1:50pm Track the World, Beat the Index: Portfolio Optimization in Minutes
2:00pm – 2:20pm Building AI-Ready Execution Infrastructure at Scale John Feminella, SVP Platform Architecture – Two Sigma
2:00pm – 2:40pm Effective oral and written communication skills as a lever to enhance business opportunity Melina Denebeim, Senior Director, MS Financial Economics and Program for Financial Studies – Columbia Business School
2:00pm – 3:00pm For Business Leaders: Stay Ahead or Get Left Behind -Embracing the Evolution of Hardware-Based Trading Infrastructure Beth Geething, Product Manager Lead – HPR
2:00pm – 3:00pm Modern Day Execution and Li-quidity Armando Diaz, Chief Executive Officer – PureStream Trading Technologies
2:00pm – 2:20pm Stress Testing the Future: Integrating Advanced Models Across Economic, Quantamental, and Risk Scenarios Zoubair Esseghaier, Head of Product, Risk & Performance – Clearwater Analytics
Arun Maheshwari, Executive Director, Global Head of Model Risk control – Morgan Stanley
2:00pm – 2:20pm Using NDX options to generate Alpha and mitigate risk David Pegler, Global Macro Strategist and Co-Founder – Tier1 Alpha
2:20pm – 2:40pm AI as a Research Multiplier Jason Hillary, CTO and Co-Founder – Zerve Ai
2:20pm – 2:40pm Multi-Period Portfolio Optimization with Discrete Decisions Silke Horn, Senior Optimization Engineer – Gurobi Optimization
2:20pm – 2:40pm The ROI in Iterative Thinking and Why Scrappy Quants Are Winning Jonathan Kay, Founder and Chief Executive Officer – Apptopia Inc
Vadim Khidekel, Owner – Khidekel Vadim LLC
2:40pm – 3:20pm Customization at Scale: Building Front Office Architectures for Performance and Profitability Theodoros Stamelatos, Former Assistant Vice President – Front Office Systems Product Engineering – MUFG
Tom Taylor, MD, Co-Head of Front-Office Engineering – Man Group
2:40pm – 3:10pm Insightful presentation: Market Microstructure Elham Saeidinezhad, Adjunct Professor of Economics – Stern School of Business
Uri Ravid, Incoming 2027 Investment Banking Summer Analyst – JP Morgan & Co
2:40pm – 3:20pm Machine Learning in Action: The Next Frontier of Asset Intelligence Nam Nguyen, Head of Quantitative Trading and Research – Active Digital Asset Management
Akhil Khunger, VP Quantitative Analytics – Barclays
2:40pm – 3:20pm Navigating the Next Frontier, Systematic Strategies Across Fixed Income, FX, Derivatives & Alternatives Integration & Where the Next Edge Lies Muting Ren, Sr PM, Head of Systematic Credit – American Century Investments
Bruno Pajusco, Founder and CEO – Keridion Capital
3:00pm – 4:00pm Comprehending Import/Export Trade Data to Weed Out Noisy Signals in Commodity Markets Jade Wolanin, Managing Director – Trade Data Monitor
3:10pm – 3:15pm Chair’s Closing Remarks Robert Simon, Executive Director – Carnegie Mellon University
3:15pm – 4:10pm Networking – Informal CV sharing with sponsors and buy-side talent teams.
3:20pm – 3:45pm Rapid Tech Talks Zoubair Esseghaier, Head of Product, Risk & Performance – Clearwater Analytics
Brad Jones, Senior Product Manager, Trading Analytics – Parameta
3:20pm – 3:45pm Rapid Tech Talks Rob Glanzman, Global Strategic Alliances Principal Architect – Everpure
Alan Parry, CTO – YellowDog
3:20pm – 3:45pm Rapid Tech Talks Anju Marempudi, Founder & CEO, EventVestor
Jeremy Ben Sadoun, CRO and founding member – Neuralk
3:30pm – 4:31pm Networking Drinks with Sensor Tower
3:45pm – 4:10pm Networking Break
3:50pm – 4:50pm Networking Drinks and Snacks with YellowDog
3:55pm – 4:15pm StarQube Live: From raw data to portfolio implementation. One environment.
4:10pm – 5:10pm Advanced Risk Management Techniques – From Dimensionality to Regularisation Sébastien Laurent, Professor of Econometrics – IAE France
4:15pm – 4:35pm Customization at Scale: Building Front Office Architectures for Performance and Profitability David Wood, Chief Quantitative Strategist and Co-Chief Technology Officer – Brooklyn Investment Group
4:15pm – 4:35pm Discretionary v Systematic and the integration of AI to drive market edge Arun Assumall, Head of Commodities and Global Markets, EMEA – Macquarie Group
Yu Yu, Director of AI Research – BlackRock
4:35pm – 4:50pm A Context-Engineering Based Knowledge Framework for Quantitative Finance Haoxue Wang, Quantitative Analyst – Millennium Capital Partners
4:35pm – 5:15pm From Macro to Models: Embedding Fundamental Data and AI into Alpha Generation Wangshu Yang, Portfolio Manager and Research, QIS Alternatives – Goldman Sachs
Rahul Gupta, Quantitative Research and Trading – DRW Trading Group
4:35pm – 5:15pm Market Risk in Motion…Architectures and Algorithms Kyle Balkissoon, Managing Director and Portfolio Manager – Stance Capital
Chirayu Gulati, VP – Electronic Trading Risk Manager – Barclays Investment Bank
4:50pm – 5:15pm Operationalising AI at scale: Integrating investment, operations, and investor relations Bill Mann, Chief Operating Officer – Anneal Investment Management
5:15pm – 5:50pm The Intelligent Edge: Information, Uncertainty, and the Future of Active Investing Kenneth Blay, Head of Strategic Research, Strategy & Insights – INVESCO
5:55pm – 7:00pm FutureX Awards & Networking Drinks Reception
7:00pm – 10:00pm FutureAlpha After Party – sponsored by Deutsche Borse After Party

Day 2, Wednesday, April 01

Time Session Speaker
7:30am – 8:30am Advisory Board Meeting
8:00am – 8:45am Registration And Networking
8:45am – 9:00am Chairs Opening Remarks Rob Morgan, Senior Vice President and Market Strategist – Mosaic
9:00am – 9:30am Opening Keynote Address Allan Houston, Assistant General Manager – New York Knicks
9:30am – 10:10am Rethinking Portfolio Construction: Risk, Uncertainty, and the Active Edge Anne-Sophie van Royen, Chief Investment Officer, Quantitative Strategies – Asset Management One
Chris Barber, Partner – Armada Technologies
10:00am – 10:20am Owning your AI Future Daniel J Sandberg, Global Head of Quantitative Research & Solutions – S&P Global Market Intelligence
Sam Hartman, AI Solution Architect – Mistral AI
10:20am – 10:50am Dean’s in the Hot Seat – The Future of Talent in Finance Isabelle Bajeux-Besnainou, Dean of Tepper School of Business – Carnegie Mellon University
Andrew Karolyi, Professor of Finance, Dean, Cornell SC Johnson College of Business – Cornell University
10:50am – 11:20am Networking Break
11:00am – 11:20am Come and meet Neuralk, and discover Predictive AI for the Enterprise
11:15am – 12:20pm The rise of AI, automation, and what it means for career paths Milind Sharma, CEO – QuantZ Capital/ QMIT
11:20am – 12:00pm Capital Allocation in a Risk-Conscious World Avi Rosenbluth, Head of Risk – Final Ltd
Andrew Greenby, Chief Risk Officer and Chief Data Scientist – Ripple Effect Asset Management
11:20am – 12:20pm India derivatives and options market structure Dhiraj Papnai, Head of US Sales – Nuvama Financial Services Inc
11:20am – 12:00pm Monetizing AI and Alternative Data in Systematic Trading: From Insight to Execution Dhrupad Bhardwaj, Systematic Head of Research and Applied Machine Learning, Balyasny Asset Management LP
Charlie Flanagan, Chief AI Officer – Balyasny Asset Management
11:20am – 12:00pm Practical AI applications in finance, including LLM workflows Tim Anderson, Director of Tick History & Quantitative & Economic Data – London Stock Exchange Group
Renato Guerrieri, Head of Quantitative Strategy Liquid Alternatives – Downing
12:00pm – 12:20pm B2B Spend Data: The Next Frontier in Alternative Data Benjamin Petersen, Head of Data Feeds – YipitData
12:00pm – 12:20pm Beating the Market with Numbers: A probability-driven trading approach Giulio Occhionero, Head of Quantitative Research and Development – IRH Global Trading
12:00pm – 12:20pm Inside the Machine: How Man Group Architects its Technology Teams Barry Fitzgerald, Co-Head of Front-office Engineering – Man Group
12:20pm – 12:50pm Bridging the skills gap for Early Career Hires Paul White, CEO and Co-Founder – Quantbot Technologies
Sanam Bosler, Director, Campus Recruiting – QuantBot
12:20pm – 1:20pm Crypto And Digital Assets Tom Costello, CIO – Bedrock Digital Assets Management LLC
12:20pm – 12:40pm Designing the Next Generation of Alpha: From Machine Learning to Agentic AI Mike Chen, Head of Next-Gen Research – Robeco
12:20pm – 12:40pm Evolving Role of Asset Allocation Teams in Risk Design Anthony Huang, Quantitative Investment Analyst – Bank of America Merrill Lynch
Anna Semakhin, Senior Asset Allocation Quantitative Analyst – Fidelity
12:20pm – 12:40pm Practical applications of quan-tum tech in finance Laurence Filby, Senior VP – Quantitative Strategies – Futures First
Juan David Suarez, Research Quant Associate – Sigma Quantum Lab
12:40pm – 1:00pm Compute is the new Alpha: Building quant platforms that scale productivity, performance, and ROI Alan Russell, Former Lead Quant Engineer – Head of Front Office Engineering – Brevan Howard
Ritesh Bansal, Managing Director, Risk Quant Platforms – Citi
12:40pm – 1:00pm Session Reserved for Similarweb Aria Ertefaie, Principal Customer Success Manager, Enterprise – similarweb
12:40pm – 1:00pm Unlocking data-driven insights across securities lending and ETFs Mark Klein, Executive Director, Head of Business Development for Equity Analytics Products – S&P Global Market Intelligence
1:00pm – 2:00pm Networking Lunch
1:50pm – 2:10pm Zoom to success! Present like a pro…Tips on how to present on camera
2:00pm – 2:20pm Engineering execution platforms for speed, scale, and resilience Krishna Kanchibhatta, Head of Software Engineering – Maxim Group LLC
Vijay Gurusamy Raju, Lead Engineer – Financial Services Company
2:00pm – 2:40pm Macro outlook & Quant opportunities in Multi-Asset Investing Cayla Seder, Macro Multi Asset Strategist – State Street Corporation
Florian Ielpo, Head of Macro and Multi-Asset Portfolio Manager – Lombard Odier Investment Managers
2:00pm – 3:00pm Private Equity Arnav Sheth, Quantitative Researcher, Vice President – ICapital
2:00pm – 2:40pm Signal Fusion in Multi-Factor Models – Beyond Momentum and Mean Reversion Somya Harjai, Quantitative Researcher – ClearBridge Investments
Gabriel Tucci, Global Head of Cash Equities Quant – Citi
2:20pm – 3:00pm What’s Next in Alternative Data? Trends and Challenges in Systematic Investing Irina Bogacheva, Head of Systematic Global Macro Research – Millburn
Justin Xu, Chief Quant and AI Officer – MillTech
2:30pm – 2:50pm Session Reserved Robert Simon, Executive Director – Carnegie Mellon University
2:40pm – 3:00pm How Should You Diversify? Evaluating Approaches to Systematic Portfolio Design Jacob Amaral, Computer Systems Analyst, Quantitative Research – CSCB Management
2:40pm – 3:00pm The Future of Work in Quant Research – Leaner Teams, Greater Intelligence Milind Sharma, CEO – QuantZ Capital/ QMIT
Nan Xiao, Chief Intelligence Officer & CTO – Greenland Capital Management LP
2:50pm – 2:55pm Chair’s Closing Remarks Milind Sharma, CEO – QuantZ Capital/ QMIT
2:55pm – 3:30pm NETWORKING – Informal CV sharing with sponsors and buy-side talent teams.
3:00pm – 3:20pm Networking Break
3:20pm – 3:50pm Macro in Motion: Portfolio Strategy, Asset Correlations, and Cross-Market Dynamics Michael J. Sager, MD and Chief Investment Officer, Multi-Asset & Currency – CIBC
Miles Sampson, Head of Asset Allocation Research – Franklin Templeton
3:50pm – 4:00pm Closing Remarks
3:50pm – 4:00pm End of Future Alpha 2026
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The post above is drafted by the collaboration of the Hedge Fund Alpha Team.