How hedge fund CIOs are rebuilding portfolios for an uncertain world

About this webinar

Asset managers are looking beyond traditional strategies to find uncorrelated alpha in continuing volatile markets. Their success isn’t determined just by investment decisions, and even the best-built portfolios are under pressure. In this webinar, based on the Hedgeweek® and FIS® "New Alpha Playbook" report, industry experts unpack where investment alpha and operational alpha now converge and why data integrity has become part of portfolio construction.

Speakers

• Igor Yelnik, CIO and CEO, Alphidence Capital
• Renato Guerrieri, Head of Quantitative Strategy – Liquid Alternatives, Downing
• Pontus Eriksson, Front Office Strategy Director, FIS
• Aftab Bose, Head of Private Markets Content, Private Equity Wire

Duration

45 minutes

What you'll learn

• Why CIOs are chasing uncorrelated alpha instead of allocators when it comes to asset class expansion.
• How a platform model can help firms enter illiquid markets without trading away operational clarity.
• Why the resilience of a complex book often comes down to infrastructure decisions made long before a trade is placed.
• How gaps in data integrity can erode performance in ways managers might not catch until it's too late.
• What separates the technology that constrains rather than making you increasingly competitive.