Public Market Alpha in Volatile Market Conditions

Hedge funds are operating in a fragmented market marked by dispersion and unreliable traditional signals. This panel will explore how hedge funds managers and investors are adapting by combining expanding datasets, quantitative expertise, and predictive tools to improve decision-making. Panelists will discuss diversification, factor rotation, and evolving risk management, as well as how AI and advanced analytics are being used to accelerate inference, optimize investment processes, and build resilience across market regimes. The discussion will also examine what markets are pricing today, where mispricing is emerging, and how hedge funds managers and investors are refining their strategies to generate alpha in a more volatile and uneven liquidity environment.