ICE Events

Hong Kong Quantitative Community Gathering

Join us on Wednesday, February 26, as we bring together the Hong Kong quantitative community, including academic researchers, quant fund managers, systematic traders, quant researchers and developers for an engaging knowledge sharing session and networking.

We’ll be joined by a panel of industry leaders who will cover the latest trends for quants, such as trading between U.S. and China equities markets, leveraging advanced RAG and more.

Wednesday,

Feb. 26

4:30 - 9 p.m. HKT

Fangda Partners

26/F, One Exchange Square, 8 Connaught Place, Central, Hong Kong

Registration is closed!

Agenda

4:30 - 4:50 p.m. – Registration

4:50 - 5 p.m. – Opening remarks

Leon Liang

Director Feeds Business Development, ICE

5 - 6:30 p.m. – Presentations

Compare Quantitative Trading Between U.S. and China Equities Markets

Tom Zhang

Asian Equity Lead, Man AHL

Forecasting Cross-Sectional Price Returns: A Comparative Analysis of Chinese and Japanese Stock Markets Using Symbolic Genetic Programming and LSTM

Justin Li

Head of Strategical Asset Allocation & AI Investment, China PingAn Property Insurance

Leveraging Advanced RAG in Quantamental Investment

Frantz Moudoute

Quantamental Investment, Maso Capital

China A-Share Market Updates and Future Outlook for Quant Traders

Zhiyi Ren

Partner, Fangda Partners

2025 Global Market Forecast - Risks, Impacts, and Opportunities

Olivier d’Assier

Head of Investment Decision Research, SimCorp

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