April 10, 2026
Agenda
8:00 - 9:00 am
Check-In / Reception
SMU Cox School of Business
EY Gallery
- Light breakfast
- Networking
9:00 - 9:30 am
Kick-Off
SMU Cox School of Business
Crum Family Auditorium (DBMQ 0042)
- Welcome and Introductions
Matt Burke
Agora Data - President & Chief Operating Officer
Dimitri Bianco
Founder of Fancy Quant
Shelly Heinrich
Senior Assistant Dean of Graduate Admissions and the Career Management Center at the Cox School
9:30 - 10:30 am
Track options:
Panel - Using Models and Minimizing Pain Points
Location: Crum Family Auditorium (DBMQ 0042)
Raghu Venkat
FinBe USA
Dimitri Bianco
Fancy Quant
Daniel Jones
National Life Group
Murlidhar Jutti
Santander Bank, N.A.
Scientific Method in the Age of AI
Location: DBMQ Classroom 0312
Daniel Barrera
LMR Partners
Optimal Index Options Trading (Sponsored by Point72)
Location: DBMQ Classroom 0314
JR Concepcion
Lehigh University
10:30 - 11:00 am
Break
11:00 - 12:00 pm
Track options:
Panel - Use Cases in ML and AI for Investing
Location: Crum Family Auditorium (DBMQ 0042)
Anureet Saxena
Trio Management
Daniel Barrera
LMR Partners
John DeTore
ARGA Investment Management, LP
Kevin Najimi
Causeway
CreditNLP: Fine-Tuning LLMs to Codify Expert Credit Risk Intuition
Location: DBMQ Classroom 0312
Speaker: Paulo Cavallo
Experienced underwriters detect risk signals in narrative text that no regression model captures. This presentation walks through CreditNLP, a project that fine-tunes Mistral-7B using QLoRA to classify startup loan applications by reading the same unstructured text human underwriters would use. We'll cover the math of LoRA's low-rank decomposition, 4-bit quantization tradeoffs, and why 41.9 million trainable parameters on 400 examples doesn't overfit when you constrain the hypothesis space. The fine-tuned model achieved 93.9% accuracy compared to 60% for a frontier model with few-shot prompting, training in 41 minutes on free hardware.
Applied AI in Quant Finance
Location: DBMQ Classroom 0314
Speaker: Jared Broad
Explores how to build a production-grade quantitative development LLM, walking through the architecture and hands-on setup of MCP, tool calling, and multi-agent workflows to accelerate research, backtesting, and live trading.
12:00 - 1:00 pm
Lunch
SMU Cox School of Business
EY Gallery
- Lunch is included with registration.
1:00 - 2:00 pm
Track options:
Panel - The Future of Quant Education
Location: Crum Family Auditorium (DBMQ 0042)
Jaehyuk Choi
Columbia University (MAFN)
Dimitri Bianco
Fancy Quant
Vashishtha Doshi
UC Berkeley Haas School of Business
Patrick Zoro
Lehigh University
Attention-Based Mixed-Frequency Factor Models for Macroeconomic Forecasting
Location: DBMQ Classroom 0312
Speaker: Alessio Brini
This presentation introduces the Mixed-Panels-Transformer Encoder (MPTE), a novel framework that integrates classical factor modeling with Transformer-based attention mechanisms to handle mixed-frequency panel data. The method learns adaptive, data-driven temporal aggregation across variables observed at different frequencies, capturing nonlinear cross-sectional and dynamic interactions without ad hoc alignment. The framework nests Target-PCA in the linear case and admits consistency and asymptotic normality under standard high-dimensional conditions. Empirical results on U.S. macroeconomic data demonstrate competitive forecasting performance across multiple targets and horizons. The presentation emphasizes both methodological contributions and practical implications for quantitative forecasting in high-dimensional economic and financial environments.
What It Takes to Build an AI Financial Workspace From Zero
Location: DBMQ Classroom 0314
Didier Lopes
Didier Lopes is the founder and CEO of OpenBB, an AI-native analytics workspace built for professional investment firms. He built OpenBB as an open source project, raising $10M in funding and becoming the most popular finance project on GitHub, with over 62,000 stars and 150k+ users. Before OpenBB, Didier earned an MSc with distinction in Control Systems from Imperial College London, published two peer-reviewed papers, and worked as a firmware and sensor fusion engineer. His work has been covered by TechCrunch and VentureBeat. Didier is based in New York.
2:00 - 2:15 pm
Break
2:15 - 3:15 pm
Track options:
Panel - Entrepreneurship in Quant Finance
Location: Crum Family Auditorium (DBMQ 0042)
Dimitri Bianco
Fancy Quant
Christina Qi
Databento
Roman Bansal
Nanoconda
Didier Lopes
OpenBB
Momentum Based Quantitative Long/Short Strategies and Statistical Arbitrage Using Kelly Criterion
Location: DBMQ Classroom 0312
Speaker: Shubham Mangalvedhe
A quantitative framework for maximising geometric portfolio growth using the Kelly criterion, evaluating optimal leverage and sizing constraints across cross-sectional momentum and statistical arbitrage strategies.
Intro to Conformal Methods for Time Series Forecasting
Location: DBMQ Classroom 0314
Jacob Bowers
BlackRock
3:15 - 4:15 pm
Keynote -
Engineering the Alpha: Standing on the Shoulders of Giants
SMU Cox School of Business
Crum Family Auditorium (DBMQ 0042)
Speaker: Jeffrey Ryan
How published research, open source software and open data shaped modern investing and what the future could look like.
4:15 - 4:45 pm
Closing
SMU Cox School of Business
Crum Family Auditorium (DBMQ 0042)
- As we wrap up an eventful day filled with insights and inspiration, join us in celebrating our Quant of the Year 2026, sponsored by Agora Data. This prestigious recognition honors outstanding contributions to the quant community, highlight innovation and excellence.
4:45 - 6:00 pm
Networking Reception
SMU Cox School of Business
EY Gallery
- Join us for a delightful dessert reception. Indulge in sweet treats while networking with fellow attendees, exploring student displays, and engaging with our esteemed speakers. Capture the moment with photos and make connections that could spark your next big idea. Don’t miss out on this sweet opportunity to mingle and celebrate a successful day at this year’s Quaint Quant Conference.