Unlock the Secrets of Bitcoin Bubbles with Professor Andrew Harvey

Welcome to this month’s Quant Strats Newsletter - As quantitative investing evolves, innovation and accountability are more important than ever. Advances in machine learning, AI, and deep learning are unlocking new alpha - but also adding complexity that firms must manage responsibly.

The challenge? Balancing innovation with interpretability, and speed with transparency.

Ahead of Quant Strats Europe 2025 (14-15 October, London), we spoke with ROHIT SHARMA from BNY Mellon Investment Management about how AI and quant strategies are converging, the rise of dynamic reinforcement learning, and tools like SHAP and LLMs enabling explainability. He also highlighted growing challenges around model auditability in regulated markets.

This year’s event will explore how the next generation of quant strategies can meet demands for transparency, governance, and scalability — with 70+ expert speakers and hundreds of quant leaders. Download the full agenda here.

Whether you’re focused on alternative data, AI pipelines, or low-latency trading, join us this October for deep insights and forward-looking strategy.

Conference Dates:

• 14th-15th October, 2025 - Convene 22 Bishopsgate, London

💵 Don't forget to use your exclusive 20% discount code of QSEU25-LNL, which you can redeem here.

Unlock the Secrets of Bitcoin Bubbles with Professor Andrew Harvey, Professor of Econometrics at University of Cambridge

Is Bitcoin’s boom-and-bust story really just a bubble… or something more complex?

In this interview with Professor Andrew Harvey, we dive into cutting-edge volatility modelling, explore a decade of breakthroughs in financial analysis, and put the classic ‘bubble’ narrative to the test — with surprising results."

Professor Harvey will be joining us at Quant Strats Europe, where he’ll be discussing this topic in greater depth - Register for your ticket here!

Exclusive Insights from BNY Mellon Investment Management

ROHIT SHARMA , VP, Market Surveillance at BNY Mellon Investment Management, sees the convergence of AI and quant as a game-changing force - especially in real-time trade surveillance and adaptive execution. Tools like SHAP and LLM-based explainability are helping bridge the trust gap between complexity and compliance - but challenges still remain.

Read the full article here.

📹 Where the Real Potential Lies in Quant

Hamza BAHAJI, PhD , Head of Financial Engineering & Investment Solutions at Amundi shared his insights on the next big opportunities and challenges.

💡 Top Opportunity: “Digital assets and tokenized equities will redefine market structure. We're about to see how they trade compared to their physical counterparts - in liquidity, depth, and spread.”

⚠️ Biggest Challenge: “Integrating AI into systematic investing - especially for causal relationships and portfolio construction - is the hurdle we need to overcome.”

2025 Sponsor Insights:

We caught up with Billy Connors from SpiderRock to talk all things quant ahead of Quant Strats Europe 2025.

In the discussion, Billy covers:

• The most exciting opportunity in quant strategy and data-driven investing right now.
• A key challenge quants need to address in the next 12–24 months.
• What he's most looking forward to at this year’s event.

Regsiter for your visitor pass to hear more from SpiderRock in London on October 14th-15th 2025.

Code Willing 's CWIQ platform puts flexibility and efficiency at the heart of quant research.

This blog covers how Code Willing’s CWIQ platform enables quants to build and customize models modularly across Python, R, and C++, while efficiently managing large, clean datasets with secure access controls. It explains CWIQ’s smooth backtesting-to-production workflow, optimized cloud computing, and upcoming AI tools that drastically speed up dataset evaluation.

Read the full blog here.

Ready to join us in London?

Secure your place at Quant Strats Europe today and save an extra £100 at checkout with our early bird discount rate (ends 12th September!). Don't miss this once-a-year opportunity to be among the leading Quant minds in Europe and grow your business through new connections, exposure, and brand-new partnerships. London is the place to be this October—make sure we see you there!

Save £100 with our Early Bird Rate + 20% off using our exclusive discount code - QSEU25-LNL

Get your tickets here!

Interested In Sponsoring Quant Strats?

Hi, I'm Tom, the Event Director for Future Alpha . Reach out by clicking here and I'll be in touch within 24 hours. Looking forward to connecting!