Key Takeaways
- • The Hedgeweek® US Summit convenes 200+ hedge fund managers and 100 allocators representing firms with assets under management ranging from sub-$100 million to over $100 billion, with 180+ C-suite and senior investment professionals in attendance.
- • The closing panel features investment heads from four major institutional allocators: Aksia, NEPC, PAAMCO Prisma, and J.P. Morgan Alternative Asset Management, signaling significant capital market participation.
- • The summit's dual-track program addresses investment alpha through discussions on geopolitical volatility, agentic AI in systematic investing, and portfolio construction amid market noise, alongside operational alpha sessions focused on fund infrastructure and AI deployment.
- • Opening keynote speaker Marko Papic (BCA Research Chief Investment Strategist) will address America's macroeconomic paradox, setting the thematic foundation for the day's proceedings.
- • A dedicated fireside chat on allocator behavior features Emily Hodges (J.P. Morgan Alternative Asset Management) and Michelle Noyes (Head of Americas, AIMA), addressing capital allocation decision-making in the current environment.
Summary
The Hedgeweek® US Summit is positioned as a significant institutional gathering within the alternative asset management industry, drawing over 200 hedge fund managers and 100 allocators with a speaker roster spanning recognized industry practitioners. The event reflects broad representation across the manager spectrum, from emerging sub-$100 million funds to established multi-billion-dollar platforms, with 180+ attendees at the C-suite, founder, partner, managing director, and director levels.
The summit's programming architecture splits between investment alpha and operational alpha streams, addressing both alpha generation strategies and the infrastructure and technological considerations essential to fund operations. The opening keynote from Marko Papic establishes the macroeconomic context, focusing on current structural paradoxes in the U.S. economy. Subsequent sessions tackle four thematic areas: geopolitical volatility's impact on portfolio discipline (featuring Jeffrey Rosenberg of BlackRock, Dan Greenhaus of Solus Alternative Asset Management, and Tara Hariharan of NWI Management); the integration of agentic artificial intelligence within systematic investing processes (with Raj Dua of Fasanara Capital, Dan Gelernter of RG Niederhoffer Capital Management, and Nishant Gurnani of Versor Investments); portfolio construction techniques suited to elevated market noise (drawing expertise from David Stemerman of CenterBook Partners, Joe Armao of Galaxy Fintech Fund, and Ryan Kanaley of Overbrook Management Corporation); and fund operations, artificial intelligence, and infrastructure considerations (featuring Dean Schaffer of Lightkeeper, Jeffrey Sexton of Demeter Tactical Investments, and Yarin Kirchin of Beacon Harbor Capital).
The closing panel convenes investment leadership from major institutional capital allocators—Aksia, NEPC, PAAMCO Prisma, and J.P. Morgan Alternative Asset Management—reflecting the substantial presence of institutional capital in the attendee base. A separate fireside discussion on allocator behavior featuring Emily Hodges of J.P. Morgan Alternative Asset Management and Michelle Noyes, Head of Americas at AIMA, addresses the decision-making frameworks governing institutional capital deployment. Complimentary registration remains available for qualifying hedge fund managers and allocators.
The summit's programming architecture splits between investment alpha and operational alpha streams, addressing both alpha generation strategies and the infrastructure and technological considerations essential to fund operations. The opening keynote from Marko Papic establishes the macroeconomic context, focusing on current structural paradoxes in the U.S. economy. Subsequent sessions tackle four thematic areas: geopolitical volatility's impact on portfolio discipline (featuring Jeffrey Rosenberg of BlackRock, Dan Greenhaus of Solus Alternative Asset Management, and Tara Hariharan of NWI Management); the integration of agentic artificial intelligence within systematic investing processes (with Raj Dua of Fasanara Capital, Dan Gelernter of RG Niederhoffer Capital Management, and Nishant Gurnani of Versor Investments); portfolio construction techniques suited to elevated market noise (drawing expertise from David Stemerman of CenterBook Partners, Joe Armao of Galaxy Fintech Fund, and Ryan Kanaley of Overbrook Management Corporation); and fund operations, artificial intelligence, and infrastructure considerations (featuring Dean Schaffer of Lightkeeper, Jeffrey Sexton of Demeter Tactical Investments, and Yarin Kirchin of Beacon Harbor Capital).
The closing panel convenes investment leadership from major institutional capital allocators—Aksia, NEPC, PAAMCO Prisma, and J.P. Morgan Alternative Asset Management—reflecting the substantial presence of institutional capital in the attendee base. A separate fireside discussion on allocator behavior featuring Emily Hodges of J.P. Morgan Alternative Asset Management and Michelle Noyes, Head of Americas at AIMA, addresses the decision-making frameworks governing institutional capital deployment. Complimentary registration remains available for qualifying hedge fund managers and allocators.
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