In the 1960s, Eugene Fama developed the Efficient Market Hypothesis (EMH), which argues that financial markets are informationally efficient—meaning asset prices always reflect all available information. As a result, consistently achieving excess returns (alpha) is theoretically impossible, as any new information is rapidly incorporated into prices. Yet, despite EMH, top money managers continue to outperform the market by exploiting inefficiencies and price-value anomalies. However, in today’s era of high-frequency trading (HFT) and quantitative investing, these alpha-generating opportunities are vanishing faster than ever. The key differentiator for funds is no longer just identifying inefficiencies but exploiting these short-lived information asymmetries with speed and precision