Discover how leading European asset managers leverage systematic portfolio management to transform quantitative investment strategies. This exclusive roundtable brings together CIOs and portfolio managers from firms managing €95B+ in assets, sharing practical insights on data integration, ESG implementation, and portfolio optimization workflows.

Learn how sophisticated quantitative teams eliminate data maintenance bottlenecks, achieve referential consistency across multiple providers, and scale systematic strategies—from impact investing to multi-factor equity portfolios. Explore real-world approaches to point-in-time ESG data management, custom factor development, and risk model integration that enable portfolio managers to focus on alpha generation rather than infrastructure challenges.

What you’ll learn

• Data infrastructure strategies that eliminate 60% of manual data maintenance work while ensuring referential consistency across fundamental, ESG, and alternative data sources
• Practical ESG integration workflows including point-in-time data management, custom sustainability scoring, and impact measurement for systematic portfolios
• Portfolio construction techniques spanning mean-variance optimization, factor-based strategies, and constraint management for real-world implementation
• Technology stack decisions balancing StarQube’s native capabilities with Python/API extensions for backtesting, custom analytics, and automated reporting
• Operational efficiency patterns enabling lean quantitative teams to manage billions in AUM without dedicated database administrators