Upcoming Webinar: Agility as Alpha: How Trading Infrastructure Determines Who Wins in Volatile Markets

Date: 21 May 2026
Time: 10:00am ET / 3:00pm London / 4:00pm CET
Duration: 50 minutes

Tariff shocks, geopolitical realignment and macroeconomic regime shifts are redrawing the investment landscape faster than most firms’ technology stacks can keep up. For hedge funds and asset managers, the ability to move quickly into new asset classes, geographies or strategies is no longer just an operational concern – it is a front-office differentiator and, increasingly, a source of alpha.

Yet many buy-side firms remain constrained by platforms that take weeks or months to onboard new instruments, connect to new venues or launch new funds. In a market where first-mover advantage is measured in days, that gap between strategic intent and execution is a measurable drag on performance – compounded by the challenge of managing risk in real time across an ever-broadening set of assets and strategies.

This webinar brings together senior buy-side practitioners and technology leaders to explore how trading infrastructure shapes a firm’s ability to capture opportunity in volatile markets.

What attendees will learn:

• Why platform agility has become a competitive edge, not just an operational requirement
• What separates firms that can rapidly deploy new strategies from those that cannot
• How real-time cross-asset risk management is evolving to support multi-strategy portfolios
• What the shift to cloud-delivered platforms means for the speed, cost and flexibility of scaling investment strategies

Who should attend: Portfolio managers, CIOs, heads of trading and technology leaders at hedge funds and asset management firms evaluating how their infrastructure positions them to respond to market volatility and pursue new opportunities.

Speakers:

Moderator: Mike O’Hara Editor, TradingTech Insight

A-Team Group

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