The private debt market is forecast to reach USD1.4 trillion in the next five years. How it evolves will, to some extent, depend on technology innovation, as fund managers look to develop new ways to analyse and value assets, automate
The amount of data is growing exponentially. According to IDC, there were 16.3 zettabytes of information generated in 2017 alone. In simple terms, if every piece of data were a penny, it would cover the earth’s surface five times over.Â
Michel Lowy discusses understanding region at a local level when investing and the structural growth of the APAC region
Carson Block discusses the potential ticking time bomb of passive investing, as leveraged ETFs and index funds continue to surge in inflows.
The rise of prediction markets is prompting hedge funds to reassess how they generate alpha, hedge risk, and extract market intelligence.
Bright Meadow, a Mariner investment team, discusses refinancing risk, the Fed’s balance sheet unwind, and why agency MBS remains an underrepresented – and uncorrelated – asset class across hedge fund portfolios.
The quantitative hedge fund’s disciplined investment process and patient investor base continue to fuel strong performance and long-term expansion.
Marcus Storr explains why FERI is focusing on risk control, liquidity and specialised long/short equity exposure as market concentration and leverage concerns mount.
A year ago, most hedge funds bought the shiny new AI tools. This year, the question is harder: is anyone actually using them? Drawing on our global survey of more than 100 hedge fund managers and interviews with leaders across
Alpha doesn’t sit still. The New Alpha Playbook draws on Hedgeweek’s Q2 2026 manager survey and interviews with leading CIOs to map exactly where the industry is expanding, what infrastructure it takes to do it coherently, and why adequate technology
