Event

2023 UCITS Hedge Awards

The Winners

Astra Asset Management

Historic opportunities in structured credit and asset based lending

Quantitative Brokers: A New Era in Quantitative Execution

Managing challenging and changing microstructure regimes

M&G Episode’s Banner 2022

Timing emotions is the essence of shorting

Hamlin Lovell

Hyper-scaling Ethereum Economics

Legends4Legends Charity Conference 2022

Hamlin Lovell

perfORM Due Diligence Services

Pure play ODD

Hamlin Lovell

50 Leading Women in Hedge Funds 2022

In association with EY

The Hedge Fund Journal

Prime Capital

15 years of long-term manager selection and alpha

Hamlin Lovell

11th FERI Hedge Fund Investor Day

Bad Homburg, Germany

True Partner: Volatility Arbitrage and Tail Risk

Helping investors adapt to the new market paradigm

Hamlin Lovell

SMN Investment Services

Commodity-rich alpha and innovative models

Hamlin Lovell

Mainberg Special Situations UCITS: Mispriced Optionality

Asymmetric risk/reward in M&A arb and back-end deals

Hamlin Lovell

AVM Capital: Opportunistic Global Macro

A data-driven approach that eliminates cognitive bias

Hamlin Lovell

Integrated Portfolio Intelligence’s Global Carbon Alpha Strategy

A dynamic absolute return approach to carbon markets

Hamlin Lovell

Tomorrow’s Titans 2022

Fifty rising stars

Sissener Tactically Shifts to Value

Cautious and defensive positioning

MTS Alpha

Delivers new alpha

MillTechFX: FX-as-a-service enabling best execution

Transparent, tech-savvy, market access

Aspect Core Diversified

Redefining a pure play trend follower

Allspring Global Equity Long/Short

Unusual quant angles on beta, factors and analytics

Millennium Global Investments

Synergising systematic and discretionary currency management

Sona Asset Management: Credit Alpha

Abundant opportunity in liquids and illiquids

Aspect Alternative Markets

Broadening diversification across five asset classes

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We publish in-depth profiles and commentary covering the full spectrum of the hedge fund industry.