All the research topics covered by the QMI are structured around the 3 main stages of the creation of a quantitative investment strategy. The first step is related to signal generation. Particular attention will be paid to the use of artificial intelligence in this production of signals. The second step involves portfolio construction and dynamic risk management. In particular, we are interested in the optimal use of techniques from the world of derivatives. Issues related to potential crowding due to joint use of related strategies by different funds will also be addressed. Finally, the last step covers all the challenges of real-world implementation of paper portfolios from the previous step.