All topics
As we enter the heart of the Q1 corporate earnings season, investors face a highly complex market environment marked by heightened geopolitical tensions, rapid sector rotations, and the ongoing evolution of artificial intelligence. Asset managers and quantitative analysts alike are navigating a growing visibility gap as companies reassess their guidance in the face of global uncertainty.
Join Christine Short alongside data and quantitative experts Ben Silverman, Director of Research at VerityData, and Chris Petrescu, Founder of CP Capital, as they explore how institutional investors are leveraging alternative datasets to bring clarity to turbulent markets. The speakers will highlight how quantitative strategies, insider sentiment, and corporate action data are being deployed to cut through the noise and pinpoint alpha.
Topics for discussion include:
How geopolitical conflicts are impacting data strategies and whether investors view the current landscape as a black swan event
The visibility gap and the growing trend of companies reassessing guidance due to market uncertainty
Sector rotations, specifically analyzing the Q2 shift back into Tech following Q1 flows into Materials, Energy, and Defense
The 2026 AI Play, focusing on massive AI capital expenditures, margin improvements, and insider sentiment at winning tech companies