Quant Investing past the pandemic – Back to the old normal?

The pandemic has given quant and quantamental investors new motivation for coming up with fresh ideas, but has anything really changed? In the last few years, the emergence of new, alternative datasets and techniques always promises to be fertile ground for alpha generation, but how mainstream have these become?

We will discuss how much has really changed in the world of quant investing, and what to look out for in the near future.

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Speakers

Dr. Don Huang

Chief Scientist and co-founder

AQUMON

Dr. Don Huang is the Head of Quantitative Research and Co-founder of AQUMON, a renowned fintech-based smart investment platform in Hong Kong. Specializing in financial mathematics, Don obtained his PhD (Math) from HKUST and has published several papers in top journals. Prior to co-founding AQUMON, Don visited and taught at Imperial College London, City University of Hong Kong and HKUST from 2014 to 2016.

Andrew Tong

Senior Portfolio Manager

Invesco

Andrew has 16 years of experience in asset management and equity quant modelling. Prior to joining Invesco, Andrew was Executive Director at MSCI where he led the quantitative research consulting effort on multifactor modelling and portfolio construction for institutional clients. Before that, he was Vice President of Quant Equity Research at Pioneer Investments from 2007 to 2011.

Andrew holds a Master’s Degree in financial Engineering and a Bachelor’s Degree in Engineering from National University of Singapore.

Pierre Trecourt

Co-Founder

PremiaLab

Andrew Pierre Trecourt is the Co-Founder of PremiaLab, a sophisticated investment intelligence platform that provides financial institutions with a competitive edge when allocating to multi-asset and quantitative strategies. With over 20 years of experience in investment banking, Pierre has in-depth knowledge of the financial landscape, specifically focusing on financial engineering relating to multiple asset classes.

Pierre holds a diploma of engineering from Ecole Nationale des Ponts et Chaussées in France which was supplemented with a Bachelor’s degree in economics and a Master’s degree in probability and finance from University PARIS VI.

Dr. Arman Sahovic

Head of Quantitative Analytics and Data - APAC

Refinitiv, an LSEG business

Dr. Arman Sahovic is the APAC Head of Refinitiv's Quantitative Analytics and Data Feeds offering, and thus oversees a range of the most sophisticated quantitative research solutions Refinitiv has to offer, including Cloud-based Database solutions, Sentiment, and other Natural Language Processing models, ESG analytics as well as risk and trading models.

Arman's career spans the whole spectrum of a Quant's workflow – first as a former researcher in Mathematics at the Imperial College London, then as a multi-asset class quant at Credit Suisse, London, moving to Point72 Asset Management, Hong Kong, as a quant focusing on Equities. He further worked for MSCI on offerings as broad as index, ESG and portfolio, and risk analytics.

Dr. Sahovic holds a Ph.D. in Pure Mathematics from the Imperial College London.