In this episode, Arnaud Jobert, co-head of Strategic Indices for Markets and Global Head of Equity Structuring, speaks with Eloise Goulder, head of the Data Assets & Alpha Group here at J.P. Morgan. They discuss the drivers of growth in the QIS business at J.P. Morgan, the types of alphas they look to provide systematic exposure to, from x-asset risk premia, to x-asset trend, to intraday- and vol-based strategies, and the evolution in investing client demand for these products. Finally they discuss further product innovation potential, from leveraging LLMs to expanding investment markets.

Shownotes:

Intraday options, levered ETFs and the retail investor with Matthieu Boisot, head of Cross-Asset, Volatility and Intraday Product Development for QIS – Jul ‘25
Evolution of the Markets Structuring business with Rui Fernandes, Head of Structuring - Feb ‘25
QIS Developments and the use of LLMs with Deepak Maharaj, Head of Equities and Cross Asset QIS Structuring – Nov ‘24
Extending the trend, with JP Morgan’s Lead CTA Structurer with Jagadish Chalasani, Investible Indices team – Jun ‘24

This episode was recorded on 15th October 2025.

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Trading Insights: Unpacking innovations in quantitative investment strategies (QIS)

Making Sense

Trading Insights: Unpacking innovations in quantitative investment strategies (QIS)