That’s a wrap on the 2026 J.P. Morgan Quantitative Investment Strategies (QIS) Conference in Cambridge, where global institutional investors, asset managers and asset owners came together for networking, panels, keynotes and interactive roundtables focused on what’s next in systematic investing and cross-asset QIS. Here are a few of the standout themes. ⬇️
🌍 Macro and geopolitics reinforce adaptability. With inflation vs. recession still the defining debate and a more fragmented, multipolar world, systematic frameworks that can adjust to regime shifts are taking on greater importance.
📈 Volatility and relative value are back in focus. Across rates, equities and commodities, discussions centered on dispersion, relative value in volatility and carry (with timing and liquidity front of mind).
📊 New datasets are a key differentiator. Point-in-time, non-traditional signals are helping investors diversify beyond traditional price-based approaches and detect regime shifts earlier.
⚙️ Platform and execution capabilities matter more than ever. Implementation quality, broader instrument coverage and greater customization are now central to delivering outcomes at scale.
🧠 The edge is shifting. As QIS matures, differentiation is increasingly about how strategies are sourced, combined and dynamically managed.
🤖 AI is impactful, but nuance matters. The value is no longer just data access but the formulation and process around how AI is used.