The event will offer an unrivalled opportunity to unlock insight into drivers shaping today’s quant finance industry amid the global trading boom
Quant Strats Europe is set to return to London from 14-15 October 2025. Currently in its eighth year, Europe’s leading quantitative finance event will bring together more than 600 quant professionals from across the buy- and sell-side, regulatory bodies, financial technology providers, and academia, to explore the evolving intersection of quantitative strategies, data science, artificial intelligence, and risk management.
Over two days, the event schedule will tackle the most pressing challenges and innovations in quantitative investing. Designed in close consultation with industry leaders, spearheaded by the Quant Strats Advisory Board, featuring senior quant experts from firms including Millennium Global, Man Group, BlackRock, Deutsche Bank, and others, the program will cover an array of themes. These include data sourcing and integration, challenges and opportunities offered by AI applications, natural language processing (NLP), large language models (LLMs), and their practical implications in trading, portfolio construction, and risk frameworks. Panels will also explore operational efficiency, alternative asset strategies, and critical discussions around talent, recruitment, and diversity in quantitative finance.
The event will include practitioner case studies and masterclasses aimed at providing real-world perspectives on the tools, models, and data-driven approaches defining the market, alongside the latest academic views from the University of Cambridge, the University of Oxford, and Queen Mary University of London.
“Breakthroughs in AI, compute, and data infrastructure are fundamentally reshaping how investment strategies are researched, built, and executed. The pace of innovation has never been faster,” event director Thomas Lunn, head of sales and strategy at Alpha Events, commented. “As markets become more complex and real-time, traditional discretionary approaches are being augmented — or replaced — by systematic, data-driven methods that scale with technology. There has never been a more important time to run Quant Strats 2025. We’re bringing together the sharpest minds in the space to share insights, challenge assumptions, and help drive the next evolution of investing.”
“Portfolio optimization and management have always been about balancing risk, return, and liquidity. Today, however, that balance is harder to achieve for multi-asset portfolios with allocations to public and private markets, quantitative investment strategies, and hedge funds. Market regimes shift rapidly, correlations break down, and liquidity profiles change,” said Artur Sepp, Global Head of Investment Services Quant Group at LFT Private Banking.
“At Quant Strats 2025, I look forward to discussing how to incorporate Andrew Lo’s Adaptive Markets Hypothesis for robust portfolio optimization, which includes self-adaptive techniques and robust estimation,” Sepp said.
Budha Bhattacharya, Head of Systematic Research at Lombard Odier, said: “Traditional models struggle to capture geopolitical shocks, which is why we need new approaches that blend the right data with sound judgment and structural insight. Events like Quant Strats 2025 are therefore key and serve as an invaluable opportunity to gain insight into how others are thinking about these often confusing times.”
Designed to serve as a platform for education, connection, and collaboration among professionals driving the future of finance through technology and data science, Quant Strats Europe offers unrivaled access to a network of portfolio managers, quant researchers, data scientists, risk managers, technologists, and institutional allocators, creating valuable opportunities to exchange ideas and foster strategic partnerships. In addition to its content, the event will also feature a high-caliber exhibition zone for select vendors and solution providers, showcasing the latest innovations in quantitative tools, analytics, and data services.
Registration is now open for delegates and sponsors. To find out more or to secure your place, visit the pricing page.
About Quant Strats
Quant Strats is the leading event platform for the global quantitative investment community. Bringing together portfolio managers, data scientists, and financial engineers, Quant Strats showcases the latest in systematic strategies, research, and technology shaping modern finance. From high-level keynotes to hands-on masterclasses, our events provide actionable insights and unmatched networking for professionals driving the future of quant.
