Recent periods of elevated volatility, rapid shifts in liquidity, and changing correlation structures have highlighted how quickly market conditions can evolve. In this environment, many alpha signals are decaying faster than in prior cycles as market structure, automation, and competitive dynamics continue to compress effective strategy lifespans.
Shorter regime stability and increased sensitivity to timing and execution mean that signal degradation is often detected late—frequently after capital has been deployed and opportunity cost has already accrued.
This session examines how hedge funds are responding to that environment, and why the ability to understand change quickly has become a decisive factor in maintaining alpha.
In this webinar, we explore:
- How signal behavior evolves under live market conditions
- Why detection lag now carries direct P&L and capital allocation impact
- Where value is lost quietly through delayed activation or late retirement of strategies
- How portfolio interaction amplifies small signal-level changes
- Which analytical capabilities shorten the time from exposure to understanding
The focus is on navigating signal decay with greater clarity and control as markets continue to evolve.
Who Should Attend
This session is designed for professionals responsible for building, evaluating, or operating quantitative strategies, including:
- Heads of Quant Research and Systematic Trading
- Portfolio Managers and Desk Leads
- Senior Quant Researchers and Data Scientists
- Trading Technology, Architecture, and Engineering Leads
Speakers
Paul Geis
Account Director, KX
Paul is a financial services sales leader with more than 23 years of experience working with investment banks, hedge funds, and trading firms. He brings deep domain expertise across algorithmic trading, transaction cost analysis, smart order routing, execution, and trade surveillance, and has spent his career partnering closely with front-office, quant, and technology leaders.
Scott Rich
Software Architecture Consultant
Scott recently retired after nearly a decade at a leading US hedge fund, where he served as Managing Director and Head of Architecture. He brings close to 40 years of experience in large-scale software systems, including prior roles as a Distinguished Engineer at IBM working on software lifecycle tools and cloud platforms. His perspective spans research, production systems, and the realities of operating complex quantitative platforms at scale.