Aman Dubey

Between the extremes of passive indexing and high-conviction fundamental investing lies a growing space for differentiated, data-driven strategies. This session will explore how systematic and quantitative approaches are reshaping the active ETF landscape—delivering precision, discipline, and opportunity. We’ll cover: The evolution of quant investing: from factor-based to alpha-seeking strategies How to blend systematic tools with broader portfolio construction Where these strategies fit across market cycles and client objectives Join us to discover how advisors can tap into the next generation of investing—one that’s smarter, more agile, and built for a complex world.