JOIN US AT
The Indian Institutional Quant Conference
on 17th January 2025 at The St. Regis, Mumbai. This full-day event brings together India’s brightest quant minds to explore the latest trends, strategies, and innovations in quantitative strategies.
Expect insightful sessions led by industry experts, cutting-edge discussions on quant strategies, and unparalleled networking opportunities with leaders and peers in the quant community. Don’t miss the chance to be part of India’s premier quant event!
Event Agenda
| Time | Activity | Panel Discussion | Panelist |
|---|---|---|---|
| 8:30-9:3.0am | Registration | – | – |
| 9:30-9:45am | Welcome Address | – | – |
| 9:50-10:50am | How to incorporate Fundamental Factor Quant vs Quantamental: Global Trend vs Indian Experience | 50mins discussion and 10mins Q&A | Aparna Karnik (DSP MF), Vineet Sachdeva (Alpha Alternatives), Rajesh Kothari (AlfAccurate PMS)
Moderator: Bhautik Ambani (AlphaGrep) |
| 10:55-11:35am | Challenges of Running Indian Long-Short Quant Fund – Live Experience | 30mins discussion and 10mins Q&A | Praveen Kumar (AlphaGrep), Rishi Kohli (InCred)
Moderator: Udit Sureka(Nuvama Asset Services) |
| 11:40-12:50pm | Momentum Approach: Advantages and Pitfalls | 60mins discussion and 10mins Q&A | Umesh Mehta (Samco MF), Karthik Kumar (Axis MF), Rishabh Nahar (Qode PMS), Hitesh Eidnani (Quantech), Ashutosh Singh (Asia Index by BSE)
Moderator: Vanshika Kumar (Bloomberg) |
| 12:55-1:55pm | Lunch | – | – |
| 2:00-2:55pm | Backtesting Methods and Drawbacks | 45mins discussion and 10mins Q&A | Kusal Kansara (Nuvama PCG), Prodipta Ghosh (Quantinsti), Kannan Singaravelu (CQF)
Moderator: Sonam Srivastava (Wright Research) |
| 3:00 – 3:50 pm | AI/ML in Quant Factors, Anti-Fragility (Black Swan), Issues in Traditional Performance Analysis | Single speaker presentation – 40mins discussion and 10mins Q&A | Raphael Douady (Former Chair of Quant Finance, Stony Brook University & Co-Founder with Nassim Taleb on Anti-Fragility Theory) Supported by Pankaj Mani, His Collaborator |
| 3:55 -4:10pm | Tea/Coffee Break | – | – |
| 4:15-5:05pm | Randomness in Statistics and Data, Some Dangerously misleading popular Risk metrics e.g. Correlation, Beta, Volatility | Single speaker presentation – 40mins discussion and 10mins Q&A | Pankaj Mani (LAQSA, RealWorldRisk, Author at Wilmott’s Magazine) |
| 5:10-6:10pm | Single Factor vs Multi-Factor vs Factor Timing Approaches | 50mins discussion and 10mins Q&A | Siddharth Vora (PL), Ritika Chhabra (Edelweiss Life Insurance), Aditya Sharma (S&P Global), Rohit Beri (ArthAlpha)
Moderator: Sunil Ramrakhiani (BSE) |
| 6:10-6:15pm | Closing Remarks | – | – |
| 6:15-7:15pm | High-Tea | – | – |
Sign Up for the Conference
For Members, it’s free, please fill the form and mail to info@indiaquant.in.
