| Dear reader, Did you know that in 2019, nearly 30% of quant funds attributed at least 20% of their alpha to alternative data? According to data analytics firm Envestnet Yodlee, institutional investors risk being ‘blindsided’ if they are not party to alternative data signals. “It’s getting to the point where if you are trading consumer tickers, then not having this type of alternate data is a disadvantage for you.” Next Thursday, our sister publication Hedgeweek will be going live with a great panel of experts, exploring how Covid-19 has accelerated the use of alternative data to aid global equities portfolio managers respond to dynamic markets: As a gentle reminder, the panel includes: - James Orme-Smith // CEO and CRO, Sandbar Asset Management
- Barbara Ann Bernard // CIO, Wincrest Capital
- Brad Schneider // CEO, NoMad Data
- Nikhil Nadkarni // Vice President, Data Products at Envestnet | Yodlee
We hope to see a few of you there.
Kind regards,
The InstititutionalAssetManager Team institutionalassetmanager.co.uk | 
