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CWAN thought leadership library.

Access the latest CWAN resources to level up your investment strategies.

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GR8 Equity Risk Factor Model: A new approach to factor risk management

The investment management industry has long relied on risk factor models to navigate the complexity of global equity markets. But in recent years portfolio strategies have become more sophisticated, market structures have shifted, and the line between passive and active management has blurred. Against that backdrop, the limitations of any static model framework have become increasingly apparent.

Reports

Apr 08 2026

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A rough Q1 for investors and a tough outlook for the economy

See what’s dragging performance for private wealth investors and nonprofits.

2 min read

Market Brief

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A whirlwind Q1 for insurers

A detailed look at returns year-to-date to see what’s influencing performance for insurers.

2 min read

Market Brief

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Clearwater Consultant Forum New York

Clearwater is building a single, audit-ready, front-to-back platform designed for the complexity that institutional investors face today. By bringing together critical capabilities across the investment lifecycle, we are making it easier for firms to deliver clearer recommendations, operate with greater confidence, and support clients with a more connected view of their business.

Events

May 05 2026

Before You Scale AI, Fix the Data

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

7 min read

Blog

Mar 30 2026

Live Market Briefing: Energy Shock — Stress Testing the Economy and Benchmarking Q1 Performance

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.

On-demand webinars

Complexity and volatility driving the need for agile energy risk management technology

In Q4 2025, CWAN 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.

5 min read

Infographic

From the floor at InvestOps 2026: “Good tools are table stakes…trusted data is the differentiator”

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.

4 min read

Blog

Is your OMS holding you back? A hedge fund manager’s guide to OMS replacement.

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.

7 min read

Blog

Reimagining Risk: Modernisation Strategies for Insurance Leaders

Step into a high-impact, insight-rich roundtable designed for insurance leaders transforming how their organisations understand, measure, and manage risk.

Events

Apr 14 2026

What the FTF-Navigating the New Liquidity Frontier

Events

Apr 23 2026

Cash strategies and a reluctant-to-cut Fed

In light of recent market volatility, the Research Desk investigates equity holdings across institutional investor portfolios to gauge exposure and upside/downside risk.

1 min read

Market Brief

Still running your fund on Excel? Here’s what it’s actually costing you

The cost of running a multi-fund, multi-asset book of record in Excel is much more expensive than investment teams realize. If your book of record lives in a spreadsheet, your book of record lives in a single point of failure.

6 min read

Blog

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