PODCAST

The challenges of modelling risk in today’s market

The challenges of modelling risk in today’s market

In this podcast, Alex Botte (pictured), CFA, CAIA, Client Solutions Research at Two Sigma and Venn, discusses what impact Covid-19 has had on the way risk is perceived, modelled, and ultimately managed within investor portfolios. And how next generation AI tools are helping to generate fresh insights on how factor risks are understood. During the discussion, Alex provides some examples of how Venn thinks about managing inflation risk exposures, crypto asset risk exposures, and what the latest developments are on translating ESG considerations into risk factor decomposition.

hedgeweekLIVE Technology Summit

How “omnipresent” client conferencing is a game-changer for hedge fund manager-investor relationships

How “omnipresent” client conferencing is a game-changer for hedge fund manager-investor relationships

The increased frequency of client communications during the pandemic has been a “game-changer” for the hedge fund manager-allocator dynamic, according to speakers on the fundraising and investor relations panel at this year’s hedgeweekLIVE Technology Summit.

hedgeweekLIVE Technology Summit

“The stars of the show”: What next for humans in the hedge fund machine learning revolution?

“The stars of the show”: What next for humans in the hedge fund machine learning revolution?

This year’s hedgeweekLIVE Technology Summit opened with an in-depth examination of future trends in hedge fund technology, with panellists exploring how managers are ramping up their use of natural language processing, AI and machine learning tools, and improving efficiency as data consumption grows and skillsets evolve.

FUND PERFORMANCE

Brummer Multi-Strategy slides into red in May, as dispersion reigns across underlying funds

Brummer Multi-Strategy slides into red in May, as dispersion reigns across underlying funds

Brummer & Partners’ flagship multi-strategy fund has slipped into the red so far in May according to mid-month estimates, with a sharp dispersion in returns across its underlying equity, macro and trend-following strategies – but the long-running Stockholm-based vehicle remains in positive territory year-to-date.