AIMA Webinar: Casting the net – how hedge funds are using alternative data

USA

Click here to access the recording of the webinar


On May 4th, AIMA and SS&C published a new paper studying how alternative data is being used by the hedge fund industry drawing on a survey of 100 fund managers representing  an estimated $720 bn in AUM. 53% of those survey already use alt data to help generate outperformance and manage risk, however sourcing data and regulatory headwinds still prove challenging. And yet, the analysis shows that there is general optimism regarding how quickly alternative data will be adopted within the hedge fund industry: most managers who are users of alternative data expect this to happen between the next 1 to 5 years. How is your firm positioned for this shift?

Join SS&C and AIMA on Friday, June 5th at 9:00 am ET for a 45-minute webinar with the papers’ authors and leading hedge fund firms and investors. In this webinar we will cover:                                                                                                                                        

  • How alternative data sets are used by hedge funds
  • Opportunities for generating outperformance and risk management
  • How to build your data infrastructure and demonstrate ROI
  • Regulatory and compliance challenges
  • What the future holds

Moderator:

  • Tom Kehoe, Managing Director, Global Head of Research  and Communications, AIMA

Speakers:

  • Qaisar Hasan, Portfolio Manager, Lombard Odier Investment Management
  • Charles-Albert LeHalle, Head of Data Analytics, Capital Fund Management
  • Michael Megaw, Managing Director Regulatory, Analytics and Data, SS&C Technologies
  • Carol Ward, COO, Man GLG

Sponsored by: