Key Takeaways
- • The Hedgeweek® US Summit convenes 200+ hedge fund managers and 100 allocators spanning firms from sub-$100m to $100bn+ in AUM, with 180+ C-suite and senior investment professionals in attendance.
- • Closing panel features investment heads from four major allocator institutions: Aksia, NEPC, PAAMCO Prisma, and J.P. Morgan Alternative Asset Management, signaling institutional capital concentration in the dialogue.
- • Summit programming addresses critical industry themes across two parallel tracks: geopolitical volatility and portfolio discipline; agentic AI in systematic investing; portfolio construction amid structural market noise; and fund operations infrastructure with AI integration.
- • Keynote by Marko Papic (Chief Investment Strategist, BCA Research) will frame America's macro paradox—a positioning that reflects current macroeconomic uncertainty as a central concern for portfolio positioning.
- • Complimentary registration remains available for qualifying hedge fund managers and allocators, indicating open capacity in the final week before the event.
Summary
The Hedgeweek® US Summit, scheduled for one week from publication date (approximately early October 2026), is positioned as a substantive institutional gathering within the alternative asset management ecosystem. The event has secured registrations from over 200 hedge fund managers and 100 allocators, representing a material cross-section of the industry by both firm size and seniority. Attendees span a wide spectrum of asset scales—from emerging managers below $100 million in AUM to established institutions exceeding $100 billion—with more than 180 participants at C-suite, founder, partner, managing director, and director levels.
The summit's speaker roster reflects prominent voices across both investment and operational domains. Marko Papic's opening keynote on America's macro paradox signals that macroeconomic uncertainty and structural market conditions will anchor the strategic narrative. The program bifurcates into two thematic streams: investment alpha (covering geopolitical volatility, portfolio discipline, and systematic AI deployment) and operational alpha (addressing fund operations, technology infrastructure, and capital allocation behavior). Featured speakers include Jeffrey Rosenberg of BlackRock, David Stemerman of CenterBook Partners, and specialists in AI-driven systematic investing from Fasanara Capital, RG Niederhoffer Capital Management, and Versor Investments.
The closing panel configuration underscores allocator influence in the dialogue, bringing together investment leadership from Aksia, NEPC, PAAMCO Prisma, and J.P. Morgan Alternative Asset Management—major institutional capital sources. An additional fireside conversation with Emily Hodges of J.P. Morgan Alternative Asset Management and Michelle Noyes, Head of Americas at AIMA, will focus on allocator behavior and decision-making frameworks.
Current thematic emphasis on agentic AI in systematic investing and portfolio construction amid "structurally noisier" markets reflects industry preoccupation with both technological disruption and persistent volatility. Fund operations sessions incorporating AI and infrastructure modernization suggest allocators and managers are prioritizing operational efficiency alongside investment performance.
The summit's speaker roster reflects prominent voices across both investment and operational domains. Marko Papic's opening keynote on America's macro paradox signals that macroeconomic uncertainty and structural market conditions will anchor the strategic narrative. The program bifurcates into two thematic streams: investment alpha (covering geopolitical volatility, portfolio discipline, and systematic AI deployment) and operational alpha (addressing fund operations, technology infrastructure, and capital allocation behavior). Featured speakers include Jeffrey Rosenberg of BlackRock, David Stemerman of CenterBook Partners, and specialists in AI-driven systematic investing from Fasanara Capital, RG Niederhoffer Capital Management, and Versor Investments.
The closing panel configuration underscores allocator influence in the dialogue, bringing together investment leadership from Aksia, NEPC, PAAMCO Prisma, and J.P. Morgan Alternative Asset Management—major institutional capital sources. An additional fireside conversation with Emily Hodges of J.P. Morgan Alternative Asset Management and Michelle Noyes, Head of Americas at AIMA, will focus on allocator behavior and decision-making frameworks.
Current thematic emphasis on agentic AI in systematic investing and portfolio construction amid "structurally noisier" markets reflects industry preoccupation with both technological disruption and persistent volatility. Fund operations sessions incorporating AI and infrastructure modernization suggest allocators and managers are prioritizing operational efficiency alongside investment performance.
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