Modern capital markets are an unforgiving environment where survival hinges on being faster and smarter in the race for alpha. Data volumes continue to skyrocket, while the rise of automated and high-frequency trading leaves less time to spot inefficiencies and act before competitors. To stay ahead, firms need to be alpha predators who can analyze more information, more quickly than ever before.

Even in this landscape of sophisticated alpha predators, hedge funds face the toughest battle for survival. Fighting to deliver superior returns in any market conditions necessitates agile trading strategies, high-leverage positions, and optimal execution across a myriad of asset classes. As a result, hedge funds need lightning-fast reactions to macro factors and market dynamics, such as: