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Access the latest Clearwater resources to level up your investment strategies.
Understand the differences between cross-sectional, time-series, and statistical risk factor models — and why interpretability matters for portfolio attribution, construction, and decision-making.
Institutional allocators are pursuing a more nuanced and diversified approach to private credit investing today.
Key insights from the “What Does a Strong Data & AI Strategy Look Like for Hedge Funds and Asset Managers in 2026?” breakfast briefing panel discussion
With inflation, interest rates, and the U.S. economic outlook all in flux, corporate and government investors are rethinking how to position cash and short-duration portfolios. Shifting Fed expectations and energy market uncertainty are raising critical questions around duration, allocation, and liquidity strategy.
Join Matthew Vegari, Clearwater’s Head of Research, for a concentrated 30-minute session on the macroeconomic outlook. Analysis will follow the upcoming March jobs report and assess portfolio performance through the end of the first quarter.
In Q4 2025, Clearwater interviewed 100 executives and senior energy and commodity traders, quants, and analysts at specialist trading firms, hedge funds, fund managers, and investment banks across North America and Europe, representing firms responsible for $1.4 trillion in total capital allocated or tradable assets under management.
InvestOps attendees described a set of problems that will sound familiar to anyone running investment operations today. Validating data across systems that should agree but don’t. Accessing historical records back to inception for transparency requests and audits. Spending hours on manual cleanup before any downstream work can begin.
Many legacy OMS platforms were built when equity-centric strategies dominated the hedge fund landscape. As strategies have evolved to include meaningful fixed income, FX, swaps, options, futures, and structured products, those platforms have struggled to keep pace.
Step into a high-impact, insight-rich roundtable designed for insurance leaders transforming how their organisations understand, measure, and manage risk.
Join TreasurySpring and Clearwater for an intimate breakfast briefing on June 10 at Pan Pacific. We will move beyond traditional cash products to explore how organisations with surplus liquidity are leveraging the Repo market and digitised treasury workflows.