The new quant stack: Scaling alpha research with AI, simulation, and compute
As quantitative research evolves from small-scale backtests to large-scale, AI-driven experimentation, leading firms are rethinking how they build, track, and scale alpha generation. Modern quant teams are no longer constrained by ideas; they are constrained by their ability to run, evaluate, and iterate on experiments at scale. Compute, data, and experimentation infrastructure have become the primary drivers of research velocity and model performance, and emerging research suggests the same scaling laws that drive the LLM revolution now hold in finance.
In this session, we’ll break down how top quantitative teams are architecting their research stack, from initial signal discovery to large-scale simulation and production deployment, and how advances in compute and machine learning are reshaping the path to alpha.
Event speakers:
Allan Timmermann, Dr. Harry M. Markowitz Endowed Chair in Finance and Investing, University of California, San Diego
Luka Vulicevic, Ph.D. Student in Finance, University of California, San Diego
Karan Nisar, Staff AI Solutions Engineer, Weights & Biases
We hope to see you there!
This webinar will be held on Bizzabo. To attend, please register here.