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How LRT Capital's Lucas Krupinski Combines Economic Moats and Quant Discipline for Long-Term Outperformance|Mr. Tomicki,CEO,LRT Capital
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Harcourt’s Strategy-Focused Fund of Hedge Funds Outperforms with Precision Manager Selection and Unmatched Fee Efficiency|Ilario Scasascia,ED,Vontobel Asset Management AG
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Uncorrelated Returns, Predictable Yields: How Laureola’s Life Settlement Strategy Offers Stability and Alpha in Volatile Markets| Tony Bremness,CFA,Laureola Advisors
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Why 2022 Marked the Greatest Asset Raising Environment in Hedge Fund History—and How Managers Can Win Big at Cap Intro Events|Don Steinbrugge,CEO,Agecroft Partners
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John Katzman Urges EdTech Industry to Rethink Assumptions, Use Data for Support—Not Surveillance|John Katzman, Ceo, Noodle
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Pioneering ESG-Driven Alpha Through Data, Discipline, and Sustainable Development Themes|Larry Abele ,CEO,Auriel Capital Management LLP
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Mastering Volatility and Skew to Deliver Rare Alpha in Crowded, Convex Markets|Nigol Koulajian,CIO,AlphaQuest
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Blending Quantitative Precision and Trading Experience to Navigate Japan’s Markets with Systematic Edge|Aman Oberoi,CEO,K2Q Capital
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Contrarian UK Equity Specialists Unlocking Asymmetric Value in a Post-Brexit Market|Alyx Wood,CIO,Kernow Asset Management
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