Date: Thursday, November 5th
Time: 9am PT / 12pm ET
Economist John Kenneth Galbraith once remarked: “One of the greatest pieces of economic wisdom is to know what you do not know.”
As global markets experience greater volatility in 2020, the opportunities for active fund managers to seek out alpha-generating positions have improved. However, with heightened volatility comes heightened risk. During this webinar, we will discuss how Covid-19 has accelerated the use of alternative data to aid global equities portfolio managers respond to dynamic markets. And whether accessing alternative data sets has helped them in this endeavour; both with respect to idea generation, and risk management.
In our webinar, the panelists will discuss:
- How equity long/short managers are evolving their investment process using non-traditional data analytics.
- How is data management improving their approach to risk management?
- Why all alternative data analytics are not created equal (i.e. GPS data on shopping density in supermarkets doesn’t necessarily mean people are spending money)
- Why accessing de-identified credit card data analytics, as one example, can provide deeper insights into consumer retail activity (i.e. more tactical long/short positions for those trading consumer stocks)
Nikhil Nadkarni // Vice President, Data Products // Envestnet | Yodlee
Barbara Ann Bernard // CIO // Wincrest Capital
Brad Schneider // CEO // NoMad Data
James Orme-Smith // CEO and CRO // Sandbar Asset Management
James Williams // Editor in Chief // Private Equity Wire