An intimate roundtable lunch with the Goldman Sachs Quantitative Investment Strategies team, exploring how the breadth of systematic equity approaches can complement the depth of fundamental equity allocations in building more diversified, resilient, and consistent portfolios.

In a market environment increasingly shaped by macro rotations, policy shifts, factor reversals, sentiment swings, and elevated index concentration, we will discuss how quantitative equity approaches can help broaden alpha sources, reduce reliance on any single market regime, and make active risk work harder.

The conversation will also consider the practical role of systematic equity strategies within portfolio construction — including how lower tracking error quant active equity approaches may serve as thoughtful building blocks alongside existing fundamental allocations.

Designed for portfolio builders and fund selectors, this will be a relaxed, discussion-led lunch focused on ideas, perspectives, and peer exchange with Hania Schmidt, Global Co-Head of QIS Client Portfolio Management, and Henry Edwards, EMEA QIS Active ETF Client Portfolio Management.