J.P. Morgan hosted its 23rd Macro Quantitative conference on January 22nd. The Conference was attended by ~3400 investors representing ~1500 institutions from across the world. The conference featured presentations from Agilon Capital; AP7; BT Pension Scheme; Capital Fund Management; Connor, Clark & Lunn Investment Management; Cubist Systematic Strategies; Dark Forest Technologies; Fulcrum Asset Management; Graham Capital Management; Man/AHL Group; Millennium Investments; and Teacher Retirement System of Texas. Speakers at the conference deliberated on various aspects of Macro and Quant Investing: tail risk hedging, inflation tipping point, dynamics of equity-bond correlations, evolution of factor investing and systematic macro, quantitative credit strategies, scope/limits of Machine Learning, harnessing Alternative Alpha, and others. In this report, we have summarized the conference presentations, highlighting the key insights from each talk. Our next Macro Quant Conference will take place in June of this year, with more details following soon. Please email us if you are interested in attending.