Key Takeaways
- • The Hedgeweek® US Summit convenes over 200 hedge fund managers and 100 allocators representing firms across the asset spectrum, from sub-$100 million to over $100 billion in AUM, with 180+ senior-level attendees including C-suite executives and founders.
- • The conference agenda spans dual tracks focused on investment alpha and operational alpha, featuring keynote remarks from Marko Papic of BCA Research on macroeconomic dynamics and panel discussions led by senior figures from BlackRock, J.P. Morgan Alternative Asset Management, NEPC, PAAMCO Prisma, and Aksia.
- • Thematic sessions address institutional investor priorities: geopolitical volatility and portfolio discipline; agentic AI deployment in systematic investing strategies; portfolio construction methodologies in volatile markets; and fund operations infrastructure, with emphasis on AI integration and compliance.
- • The closing panel brings together investment heads from four major allocator platforms—Aksia, NEPC, PAAMCO Prisma, and J.P. Morgan Alternative Asset Management—signaling focus on allocator-manager alignment and capital deployment trends.
- • Limited complimentary passes remain available for qualifying hedge fund managers and allocators, with registration approval managed by the organizer's team.
Summary
The Hedgeweek® US Summit is scheduled for one week from publication and has attracted significant institutional participation, with over 200 hedge fund managers and 100 allocators registered to attend. The attendee base spans a broad range of asset scales—from emerging managers overseeing under $100 million to established platforms managing more than $100 billion. More than 180 delegates hold C-suite, founder, partner, managing director, or director-level positions, reflecting the seniority of institutional participation expected at the conference.
The event opens with a macroeconomic keynote from Marko Papic, Chief Investment Strategist at BCA Research, examining what he characterizes as America's current macro paradox. The program then bifurcates into parallel sessions on investment alpha and operational alpha, allowing delegates to tailor their attendance to strategic priorities. Key investment alpha sessions include discussions on geopolitical volatility and portfolio discipline, featuring speakers from BlackRock, Solus Alternative Asset Management, and NWI Management; agentic AI applications in systematic investing strategies, led by representatives from Fasanara Capital, RG Niederhoffer Capital Management, and Versor Investments; and portfolio construction methodologies in structurally volatile markets, with participation from CenterBook Partners, Galaxy Fintech Fund, and Overbrook Management Corporation.
Operational alpha programming addresses fund infrastructure and AI integration, bringing together speakers from Lightkeeper, Demeter Tactical Investments, and Beacon Harbor Capital to discuss fund operations and technology infrastructure. A fireside conversation on allocator behavior features Emily Hodges of J.P. Morgan Alternative Asset Management and Michelle Noyes, Head of Americas at the Alternative Investment Management Association (AIMA), positioning discussion around capital allocation dynamics and institutional investor decision-making.
The closing panel convenes investment heads from four major allocator platforms—Aksia, NEPC, PAAMCO Prisma, and J.P. Morgan Alternative Asset Management—providing direct access to institutional capital allocation strategy and insights. Complimentary passes remain available for qualifying hedge fund managers and allocators, with registration subject to approval by the conference organizer.
The event opens with a macroeconomic keynote from Marko Papic, Chief Investment Strategist at BCA Research, examining what he characterizes as America's current macro paradox. The program then bifurcates into parallel sessions on investment alpha and operational alpha, allowing delegates to tailor their attendance to strategic priorities. Key investment alpha sessions include discussions on geopolitical volatility and portfolio discipline, featuring speakers from BlackRock, Solus Alternative Asset Management, and NWI Management; agentic AI applications in systematic investing strategies, led by representatives from Fasanara Capital, RG Niederhoffer Capital Management, and Versor Investments; and portfolio construction methodologies in structurally volatile markets, with participation from CenterBook Partners, Galaxy Fintech Fund, and Overbrook Management Corporation.
Operational alpha programming addresses fund infrastructure and AI integration, bringing together speakers from Lightkeeper, Demeter Tactical Investments, and Beacon Harbor Capital to discuss fund operations and technology infrastructure. A fireside conversation on allocator behavior features Emily Hodges of J.P. Morgan Alternative Asset Management and Michelle Noyes, Head of Americas at the Alternative Investment Management Association (AIMA), positioning discussion around capital allocation dynamics and institutional investor decision-making.
The closing panel convenes investment heads from four major allocator platforms—Aksia, NEPC, PAAMCO Prisma, and J.P. Morgan Alternative Asset Management—providing direct access to institutional capital allocation strategy and insights. Complimentary passes remain available for qualifying hedge fund managers and allocators, with registration subject to approval by the conference organizer.
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