Bringing you live news and features since 2013
Bringing you news, views and analysis since 2013
Number six

15756

Exclusive invitation to S&P Capital IQ’s 6th London Alpha Series Event – Using Cross Asset Signals In Equity Markets


RELATED TOPICS​

Hedgeweek is working in collaboration with S&P Capital IQ on its forthcoming “6th Alpha Series Event” entitled: Using Cross Asset Signals In Equity Markets. 

This event, which is to be held on 4 November 2014, from 8.00-10.00am at The Chemistry Centre, Burlington House, Piccadilly (Room: The Library), will build on research into the potential pay-off from integrating event driven signals into the equity investment process. This session is specifically for asset managers and hedge funds.

Please click here to register your interest.

The speakers are:

Dave Pope CFA, Managing Director, Quantamental Research, S&P Capital IQ

Yin Luo, CFA, Managing Director and Global Head of Quantative Strategy, Deutsche Bank

S&P Capital IQ will discuss their recent research findings which identify how credit signals could complement common equity investment strategies. The session will cover:

  • Changes in S&P Ratings, Outlook and Credit Watch
  • Dramatic movements in the CDS markets
  • The strength of cross asset signals holding, even when controlling for common risk factors

Deutsche Bank will present “Do Bond and Options Investors Know Better?” The session will cover:

  • Two proprietary cross asset Deutsche Bank databases. One on corporate bonds and one on stock options, to analyze whether metrics from other asset classes can be useful to equity investors.
  • Corporate bond momentum. They find that after controlling for stock momentum and interest rate effects, that it has significant predictive power for future stock returns, especially around turning points.
  • Sentiment derived from the options market and how this can be used to forecast future stock returns and has a low correlation with existing quant factors.

The event will be an excellent opportunity not only to hear from industry experts on this important topic but to network with fellow industry peers. We would very much welcome your attendance and look forward to hearing back from you with confirmation.

Please click here to register your interest.

There is no cost for you to attend this event.

Latest News

Bequant has announced that it has launched a new capital introduction platform designed specifically for..
ndosuez Wealth Management has announced the launch of Indosuez Funds - Chronos Green Bonds 2028,..
New global research from industry association Global Digital Finance (GDF) shows most major financial institutions..

Related Articles

graph
The exodus from hedge funds continues with investors questioning unswayed by relatively strong performance from the alternative asset class...
The exodus from hedge funds continues with investors questioning unswayed by relatively strong performance from the alternative asset class...
Waves
A joint statement from BNP Paribas Asset Management, Federated Hermes Limited, Mirova, Robeco and Storebrand Asset Management has been published, entitled The urgent need for better ocean-related data to make informed investment decisions...
A joint statement from BNP Paribas Asset Management, Federated Hermes Limited, Mirova, Robeco and Storebrand Asset Management has been published,..
Frozen soap bubble
From the end of this month, the UK’s Sustainability Disclosure Requirements (SDR) regime comes into force which the Financial Conduct Authority says has a simple aim: “Financial products that are marketed as sustainable should do as they claim and have the evidence to back it up.”..
From the end of this month, the UK’s Sustainability Disclosure Requirements (SDR) regime comes into force which the Financial Conduct..
Global ESG Investing
On May 15 Florida’s Republican Governor Ron DeSantis signed legislation that furthers his ongoing campaign to oppose the role of climate change and ESG factors in state policymaking...
On May 15 Florida’s Republican Governor Ron DeSantis signed legislation that furthers his ongoing campaign to oppose the role of..
Subscribe to the Institutional Asset Manager newsletter

Subscribe for access to our weekly newsletter, newsletter archive, updates on the site and exclusive email content.

Marketing by