Quantitative Research Webinar Library

Listen in as industry thought leaders discuss their latest research and alpha-generating ideas.

Every Portfolio is Optimal
Thursday, November 1, 2012
Walter Tackett, PhD, Director of Research for Portfolio Products at Thomson Reuters, discusses how every portfolio dictates a set of implicit views regarding the performance of its constituents. This presentation focuses on how to quantify implicit views, with an emphasis on gaining a clear and intuitive understanding of what the numbers mean.

Testing Quant Factor Performance in the Americas
Tuesday, September 25, 2012
Since the 2008-09 financial crisis, the value of using quant factors for stock selection has been questioned. Jason Ribando, PhD of the StarMine Quantitative Research team highlights recent studies by the StarMine quant research team that show quant factors are again working very well, exhibiting both long-term outperformance and remarkable gains during the past 12 months.

Testing Quant Factor Performance in Europe
Tuesday, September 25, 2012
Since the 2008-09 financial crisis, the value of using quant factors for stock selection has been questioned. Jason Ribando, PhD of the StarMine Quantitative Research team highlights recent studies by the StarMine quant research team that show quant factors are again working very well, exhibiting both long-term outperformance and remarkable gains during the past 12 months.

Testing Quant Factor Performance in Asia
Monday, September 17, 2012
Since the 2008-09 financial crisis, the value of using quant factors for stock selection has been questioned. Jason Ribando, PhD of the StarMine Quantitative Research team highlights recent studies by the StarMine quant research team that show quant factors are again working very well, exhibiting both long-term outperformance and remarkable gains during the past 12 months.

The Impact of Globalization on Equity Risk Premiums
Tuesday, September 02, 2012
Aswath Damodaran, Professor of Finance at the Stern School of Business at New York University highlights that in the face of globalization, valuing any company now requires an understanding of how best to evaluate country risk and convert into appropriate equity risk premiums. Should equity risk premiums vary across countries? How do you estimate equity risk premiums for different markets? And where do you use this equity risk premium?

Novel Approaches in Credit Risk Modeling
Tuesday, June 19, 2012
George Bonne, PhD of the StarMine Quantitative Research team highlights how additional data, such as analyst estimates and textual data from news, conference call transcripts, and filings, can provide additional perspectives and improve upon traditional methods of estimating corporate credit risk that rely on equity prices and reported financial information.

Build Better Factors with Better Estimates
Tuesday, April 03, 2012
Tim Gaumer, Head of Fundamental Research, discusses the rationale and methodology behind the construction of the SmartEstimate, a proprietary blend of analyst estimates that more accurately forecasts upcoming financial results and functions as a leading indicator of future revisions.

What Short Sellers Know
Thursday, February 23, 2012
Jessica Stauth, PhD, Head of Quant Product Strategy and Shirley Birman, Head of Quant Consulting, discuss how accounting for the cost of shorting and discounting arbitrage-related activities that affect levels of short interest drive outperformance and help to reduce correlation with other quant factors.

Enhancing Multi-Factor Quant Strategies With Dynamic Factor Weighting
Thursday, October 13, 2011
Stephen Malinak, PhD, Global Head of Quantitative Research at Thomson Reuters and Jasmeet Khela, Quantitative Research Analyst at Thomson Reuters, discuss how returns from a multi-factor quant strategy can be enhanced by using macroeconomic and market data to derive time varying factor weights.

Finding Alpha in Ownership Data
Wednesday, July 13, 2011
Dirk Renick, PhD of the StarMine Quantitative Research team discusses cutting-edge research using publicly available institutional and mutual fund holdings data to predict which stocks will gain or lose favor with institutional investors.

Backtesting Without Bias
Tuesday, June 28, 2011
Spyros Mesomeris, European Head of Global Equity Quantitative Strategy at Deutsche Bank, discusses his recent report, “Backtesting without Bias.” Learn how lag assumptions skew the results of backtests, how the market reacts to restatements, and how moving to a point-in-time paradigm generates more accurate analyses.

Finding Alpha in Short Interest Data
Tuesday, May 17, 2011
Dirk Renick, PhD of the StarMine Quantitative Research team discusses the latest analysis of short interest data. Learn how the StarMine Short Interest model removes the short interest due to arbitrage and measures the risk of a short squeeze, and how the model can be used as a stand-alone trading strategy or combined with your existing quantitative factors.

 

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