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Data Assets & Alpha Group: Harnessing equity alphas, with Jupiter’s Head of Systematic Equities (Part 2)

Making Sense

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Evolution of Quant Managers in the Last 20 Years

Exploring the diversification trends in quant strategies, risks of factor crowding, impact of data sets on strategy diversity, and the convergence of fundamental and systematic approaches. Discussion on the emergence of macro equity and cross-asset systematic strategies, managing momentum exposure in uncertain markets, and adapting trading strategies amidst evolving market structures.

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