·          The quant advantage

·          Alpha; just manager skill or can a machine extract it?

·          Why quant strategies consistently beat the market

·          The future of investment – 100% quant?

·          What happens when everyone wants a slice?

·          The problem of an efficient market

·          How do quant managers compete?

·          How are fund managers and quant strategies evolving?

·          How does manager compensation impact your portfolio

·          Portfolio risk - traditional managers, quant managers, fundamental managers

·          The impact of stop losses on portfolio alpha

·          Quantitative and qualitative factors in investment strategy

·          Distribution of quantitative / traditional strategies

·          Quant vs. traditional; performance review

·          What future for traditionally managed investments?

·          Alpha = manager skill?

·          Who emerged better off from the March ’07 stock slump?

·          Quantitative vs. qualitative – data, information and investment decisions

·          Quant as a tool for the fund manager or a replacement of the fund manager?

·          The ‘Deep Blue’ precedent: as technology improves, is it’s mastery over man inevitable?

·          Selecting a quant manager vs. selecting a traditional manager

·          Can different strategies be compared on a like-for like basis?

·          What factors can be used as a basis for comparison?

·          Is it essential to understand the models?

·          How important is the relationship with the fund manager?

·          Quant alpha: value and momentum

·          Alternatives to quant managers: fundamental indexing / beta primes for stock selection

·          130/30 or traditional quant management?

·          Where do quant managers add value?

·          Model and manager: understanding the relationship

·          How important is the role of manager in a quantitatively driven fund?

·          Is there an optimum balance of quant inpout and discretionary intervention?

·          Generation Q: the new breed of investment professionals

·          Why favour quantitative over qualitative mangers?

·          Enhanced managers versus higher tracking error managers

·          Focus when monitoring quant managers

·          Can quant be applied everywhere?

·          New developments

·          The foundations of quantitative investment strategies       

·          The quantitative investment process:

o         Developing investment hypotheses

o         Developing the model

o         Back testing and stress testing

o         Criteria for activation – how good is good enough?

·          Staying ahead of the pack – the constant need to improve

·          A simple analysis of short term interest rates

·          Information contained in the yield curve

·          Behavioral finance quantified

·          A pricing model or a trading tool?

·          Quant investing in the macro world

·          GTAA overlay strategies: uncorrelated and capital efficient additional sources of additional returns

·          The use of liquid derivatives instruments 

·          What potential for quant investment?

·          Survival of the quickest? The algorithmic arms race

·          Dissecting first generation algorithms: how have machines been trading markets?

·          Second generation algorithms – towards complexity

·          MiFID: implications for the wider market - how must brokers, exchanges, institutions and investors adapt?

·          Long Term Capital Management - If Nobel laureates can get it wrong…

·          Asset class and risk management

·          Rubbish in rubbish out – the data risk

·          Technology and operational risk

·          Controlling risk in quantitative investments

·          Traditional Markowitz optimisation

·          Minimizing the estimation risk and maximizing the out-of-sample performance

·          Applying specialised risk measures

·          Combined approaches in a novel asset allocation framework

·          The quant side of ETFs

·          Strategic advantages of ETF investing

·          Using ETFs to execute a quantitative strategy

·          ETFs and asset allocation

·          The emergence of the 130/30 strategy

·          Quantitative modeling behind 130/30 products

·          Portfolio diversity and asset allocation

·          Applying quant methods to identify targets for shorting – the 130/30 and beyond

·          Technological innovation and market changes: facilitating the investor revolution

·          Investing in technology – costs and returns

·          Implementing in-house quantitative methods and systems

·          Quant strats for the investor: investment screening, statistical arbitrage, algorithmic execution

·         Traditional vs quantitative approaches to portfolio management

·         Data, statistics and financial markets

·         Return models

·         Risk models

·         Portfolio optimisation

·         Robust optimisation techniques

·         Performance measurement

·         Testing trading strategies

·         Return models (reprise)

·         Putting theory into practice!