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.