hedge funds and algorithmic trading
From: Emma Wright (@_Viral_Press)
Calling all hedge funds / algorithmic traders / investment firms - If you want to be on a top 100 financial podcast then please reach out: emma@viral.press #prrequest #journorequest
Suggested talking points
The structural shifts in hedge fund alpha generation post-2020: how algorithmic strategies have fragmented into micro-cap inefficiencies and cross-asset correlation plays that traditional systematic funds are still calibrating to
Regulatory compliance burden on algorithmic trading operations — specifically how firms are managing SEC market manipulation detection systems while maintaining execution velocity, a tension most industry commentary overlooks
Capital allocation patterns within hedge funds show algorithmic strategies now compete directly with discretionary macro for the same institutional LP dollars, creating a bifurcation in how firms justify their fee structures
Position as someone who can articulate the operational and business model tensions within algorithmic trading shops rather than celebrating technological advancement.
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