Building Resilient Portfolios: Quantitative Investment Models and Alternative Asset Strategies

This session will explore how quantitative investment models and alternative asset strategies can enhance portfolio resilience in volatile markets. Attendees will discuss data-driven approaches and the role of alternative assets in diversified portfolios and gain insights into constructing robust portfolios that adapt to changing economic conditions while optimizing returns. This session is ideal for investors, asset managers, and financial professionals seeking to integrate quantitative techniques and alternative investments into their strategies.

Learning Objectives:

• Understand Quantitative Investment Models and learn how data-driven, systematic strategies can enhance portfolio construction, risk management, and performance optimization.
• Explore Alternative Asset Strategies and gain insights into incorporating private credit, strategic metals, and structured products to improve diversification and resilience.
• Apply Risk Management Techniques and discover practical methods for mitigating downside risk and adapting portfolios to changing market conditions using quantitative and alternative investment approaches.