Upcoming Webinar: The Data Foundation for Alpha – How fragmented data is eroding hedge fund performance
Date: 23 June 2026
Time: 10:00am ET / 3:00pm London / 4:00pm CET
Duration: 50 minutes
Alpha depends on more than models, talent and execution. It depends on the quality, consistency and timeliness of the data behind every investment decision.
Many hedge funds still operate with fragmented datasets, inconsistent identifiers and manual reconciliation processes that slow research, distort signals and increase operational risk. As firms scale across strategies, regions and asset classes, poor data is no longer just an operational challenge, it is a performance issue.
At the same time, AI-driven research workflows, systematic strategies and faster investment cycles all require clean, validated, point-in-time accurate data from the start. When data foundations are weak, the impact can be seen in unreliable signals, flawed backtests, duplicated effort and missed opportunities.
Join senior hedge fund practitioners, quantitative leaders and data experts as they discuss what a modern data foundation for alpha generation should look like, and what firms should expect from their data partners in 2026.
What attendees will learn:
- How fragmented data can reduce alpha potential and distort risk decisions
- Why point-in-time accuracy is critical for backtesting and model performance
- Best practices for data validation, governance and lineage at scale
- How leading hedge funds are modernising their data operating model
- Where firms are getting the build vs buy decision wrong
- What hedge funds should expect from data providers in 2026
- How AI is changing the future of data quality and investment research
Who should attend
Designed for senior professionals at hedge funds and quantitative investment firms, including Heads of Data, Data Engineers, Quantitative Researchers, Data Scientists, CTOs, Heads of Technology, Portfolio Managers, Heads of Trading, Operations Leaders and vendor management professionals responsible for data sourcing and validation.
Speakers:
Matthew Bell
Senior Data Scientist
Man Group
Moderator: Mike O’Hara
Editor, TradingTech Insight
A-Team Group
More about our speakers:
Matthew Bell
Senior Data Scientist
Man Group
Matthew Bell is a Senior Data Scientist at Man Group, where he focuses on the onboarding, analysis, and research of diverse datasets spanning macro asset classes such as commodities, FX, and equity/fixed income indices. He also leads the team’s effort to leverage AI to automate workflows and extract signals from textual datasets.
Prior to joining Man Group in January 2021, Matthew worked at Bloomberg within the Global Data Economics team, managing datasets from major central banks and statistical offices including the Bank of England, Eurostat, and Germany’s Statistisches Bundesamt.
Matthew holds a MEng in Chemical Engineering with Biotechnology from the University of Sheffield.
Renato Guerrieri
Head of Quantitative Strategy - Liquid Alternatives
Downing
Renato Guerrieri is Head of Quantitative Strategy within Downing’s Liquid Alternatives platform. He focuses on systematic strategies, portfolio construction, derivatives pricing, and risk under changing regimes, with an emphasis on how data and infrastructure translate into real investment decisions. His work bridges quantitative research and live portfolio implementation across multi-asset strategies.
Kirsty Joss
Head of Distribution Support & Feeds - Product
FE fundinfo
Kirsty Joss is Head of Data Distribution Products at FE fundinfo, where she leads product strategy for the company’s data distribution solutions, including API suites, feeds and AI connectors. With 12 years at FE fundinfo spanning both UK and Australia operations, Kirsty brings a breadth of market perspective to the challenges of delivering fund data to connect asset managers and fund distributors globally.
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