Case Study: Leading Long/Short Equity Hedge Fund achieves sub-hour alternative-data onboarding and higher returns with Caserta

Leading Long Quity Hedge Fund - Customer Case Study

Leading Long Quity Hedge Fund, a global long/short equity firm, needed to move beyond brittle, hard-to-scale legacy systems and siloed data to leverage big and alternative data for higher-value investment insights. They engaged Caserta to modernize their data architecture and enable rapid onboarding and analysis of alternative datasets.

Caserta built a secure, governed data lake on AWS S3/Redshift, implemented a universal ingestion/extraction pipeline, PySpark analytical notebooks, and Tableau visualizations to blend traditional and alternative data. The result: the fund can onboard new datasets in less than one hour, iterate models and test hypotheses quickly, scale capacity, achieve faster time to value than an in-house build, and access next‑generation insights that improved investment decision-making and returns.