As EMS, OMS vendors, and trading venues compete for wallet share, analytics, transparency, and service models are becoming central to execution strategy. This session explores how buy-side firms can partner with trading platforms to access differentiated pre- and post-trade analytics, improving trade performance, monitoring execution quality, and making more informed, data-driven decisions across the trade lifecycle. 

Safe havens are proving less reliable, Treasuries have occasionally moved in step with equities, and private credit is testing liquidity assumptions. This session explores how CIOs and portfolio managers can rethink hedging strategies, update risk frameworks, and enhance resilience. Learn how to anticipate correlation shifts, manage liquidity stress, and protect portfolios while capturing alpha in complex market environments. 

Systematic strategies and portfolio trading are now embedded across credit and rates, but for investment leaders the challenge is broader: how do you scale these capabilities across asset classes while preserving alpha, oversight, and strategic intent? This session explores how investment teams are embedding algorithms, advanced analytics, and integrated execution frameworks into portfolio construction and rebalancing processes. Learn how to strengthen cross-asset agility, optimise capital deployment, respond decisively to market dislocations, and build a more resilient investment platform that translates scale into consistent, measurable outperformance.