Markets no longer move in cycles — they lurch in shocks. From tariff wars to flash crashes, the pace and scale of disruption are redefining how hedge funds compete.
Firms that cling to legacy analytics stacks are stuck on defense. Those that unify real-time and historical data, backtest at tick-level depth, and iterate models in milliseconds are moving to offense, turning volatility into alpha.
This ebook, Switching to offense: How KX helps hedge funds flip the playbook on volatility with high-performance analytics shows KX helps you:
- Compress signal-to-strategy time with unified real-time and historical analytics.
- Adapt models instantly to regime shifts and volatility clustering.
- Detect model drift within 5 ms to protect live performance and prevent silent alpha decay.
- Run 10× more backtests per week, increasing research throughput and idea velocity.
- Cut infrastructure costs by up to 80% by consolidating streaming, historical, and simulation pipelines.
Why Read It
Volatility defines today’s hedge-fund landscape. The firms that win are those that see through the chaos spotting opportunities as they form, not after they fade.
With KX powering your analytics, volatility turns from disruption into data: instantly measurable, modelable, and actionable.
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