Resource center
Access the latest CWAN resources to level up your investment strategies.
TSAM London returned to the Business Design Centre on April 13-14, bringing together senior buy-side leaders for two days of conversation on the forces reshaping asset management.
Here’s what we’ve learned about what actually matters in year one of launching a hedge fund, and what will matter in years three, five, and ten.
Discover how the Clearwater GR8 equity risk factor model improves portfolio risk attribution with new factors for crowding, drawdown, and payout. Built for quantamental strategies and institutional asset management.
The KOSPI has risen into record territory above 4,200 in 2025, establishing Korea as one of the strongest-performing major equity markets globally.
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 CWAN 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.
In light of recent market volatility, the Research Desk investigates equity holdings across institutional investor portfolios to gauge exposure and upside/downside risk.
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.
With the recent marriage of generative AI tools and software development, tasks that required significant manual effort are increasingly automated — enabling teams to shift their focus from repetitive implementation to higher-order design, architecture, and innovation.
As the lines between public and private markets continue to blur, leaders are facing a familiar foe: fragmented data. When systems don’t talk to one another, the resulting manual workarounds and data gaps do more than just waste time—they create genuine risk in valuation and oversight.
Effectively adding AI trading technology to your risk conversations requires more than just a single agent operating as your AI Assistant. An effective AI team is made up of a variety of specialized agents that work together, designed, controlled and orchestrated by their human leader to tackle the multi-step and multi-role activities that are part of real-life trading and portfolio management.
risk and performance, quants, hedge funds, asset managers, portfolio managers,