21 - 23 April 2026
RAI Amsterdam
A 15-person, buy-side-only roundtable for quants and trading research practitioners to exchange practical approaches on the toughest desk challenges- from defining and measuring addressable liquidity to modelling execution outcomes, evaluating bilateral streams versus algos, and turning fragmented data into actionable trading intelligence. Held under Chatham House rules with no vendors, the session aims to help build a new buy-side quant and trading research community at TradeTech, enabling participants to connect and collaborate directly post-event.
Check out the incredible speaker line-up to see who will be joining Antish.
Download The Latest Agenda