Israel, known for its strong technical expertise, has historically played a limited role in the global shift toward systematic finance. This transition, which began in the 1950s with the formalization of Modern Portfolio Theory by Harry Markowitz, has gradually reshaped how financial markets operate. Subsequent developments, such as William Sharpe's Capital Asset Pricing Model and the Fama-French factor frameworks, have built a comprehensive system for analyzing risk and return. As the world increasingly embraces quantitative methods, Israel is poised to become a significant player in the next era of quantitative finance.