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Title

Implementing Models using Traditional Data and Alternative Data in Public and Private Equity Markets

Event Description

Keith Black, FDP Institute, Implementing Models using Traditional Data and Alternative Data in Public and Private Equity Markets

Link to Slides
https://acrobat.adobe.com/link/track?uri=urn:aaid:scds:US:723dc71a-8dc9-31e7-808e-d54eab611e78


Meeting Recording:
https://us02web.zoom.us/rec/share/CpYacAnx_JPeDd2kP9OXml0_GUWKDD25215vBq5uD88aG9A40dDzq-dnjtW5oBzX.zdrvaSdqW6N8z8R8

Quantitative investors have long used traditional data sources, such as income statements and balance sheets of public firms, to drive stock selection models.  With the explosion in the amount and diversity of data in the last five years, alternative data sources are quickly revolutionizing quantitative investing.  Alternative data sources can include natural language processing of news and social media content, review of credit card transactions and consumer emails, and geolocation data using cell phone signals and satellite images.  Alternative data is more complex to process, moves in a different time frame than traditional data, and may provide a new window into information availability for private companies.  Information on the Financial Data Professional (FDP) program will also be presented.  


KEITH BLACK, CAIA, CFA, FDP

Keith Black has over thirty years of financial market experience, serving approximately half of that time as an academic and half as a trader and consultant to institutional investors. He currently serves as Managing Director, Program Director FDP Charter at the FDP Institute.

During his most recent role as Managing Director of Content Strategy, Keith was responsible for Curriculum development at the CAIA Association. Previously, Keith was a valued team member at Ennis Knupp + Associates, where he advised foundations, endowments and pension funds on their asset allocation and manager selection strategies in hedge funds, commodities, and managed futures. Other experience includes commodities derivatives trading, stock options research and Cboe floor trading, and building quantitative stock selection models for mutual funds and hedge funds. Dr. Black previously served as an assistant professor and senior lecturer at the Illinois Institute of Technology.

Keith has contributed to the CFA Digest, and has published in The Journal of Wealth Management, The Journal of Trading, The Journal of Investing, and The Journal of Alternative Investments, among others. He is the author of the book “Managing a Hedge Fund,” as well as co-author of the second, third, and fourth editions of the CAIA Level I and Level II curriculum. Dr. Black was named to the Institutional Investor magazine’s list of “Rising Stars of Hedge Funds” in 2010.

Dr. Black earned a BA from Whittier College, an MBA from Carnegie Mellon University, and a PhD from the Illinois Institute of Technology. He has earned the Chartered Financial Analyst (CFA) designation and was a member of the inaugural class of both CAIA and FDP members.

Full bio and speaking engagement topics here. Follow Keith on Twitter @CAIA_KeithBlack.


Event Type

Career; Featured

Education Topic

 

Start Time

3/16/2022 12:00 PM

End Time

3/16/2022 1:30 PM

City

Beachwood

State/Province

Ohio

Event Country

US

Event Region

Americas

Location Info

Cleveland Marriott East
26300 Harvard Road, Warrensville Heights, OH, 44122


Speaker

 

CE Credits

Yes

SER Credit

No

Currency

$

Member Price

$0

Non-Member Price

$40

Candidate Price

$25

Registration

All Day Event

 

Recurrence

 

Image

 

Recording

Recording for Implementing Models using Traditional Data and Alternative Data in Public and Private Equity Markets

End

3/16/2022 1:30 PM

Event Link

Keith Black, FDP Institute, Implementing Models using Traditional Data and Alternative Data in Public and Private Equity Markets

Event Link Leads To New Tab

Yes

Event Short Info

Keith Black, FDP Institute, Implementing Models using Traditional Data and Alternative Data in Public and Private Equity Markets

Quantitative investors have long used traditional data sources, such as income statements and balance sheets of public firms, to drive stock selection models.  With the explosion in the amount and diversity of data in the last five years, alternative data sources are quickly revolutionizing quantitative investing.  Alternative data sources can include natural language processing of news and social media content, review of credit card transactions and consumer emails, and geolocation data using cell phone signals and satellite images.  Alternative data is more complex to process, moves in a different time frame than traditional data, and may provide a new window into information availability for private companies.  Information on the Financial Data Professional (FDP) program will also be presented. 

Attachments

Content Type: MyCFA Calendar
Created at 1/26/2022 7:03 AM by [email protected]
Last modified at 3/16/2022 11:45 AM by [email protected]