【CFA Japan Seminar Announcement】
Title: Introduction of "Flows & Allocations", implications & predictions on fund flows vs price momentum and stock selection for developed markets
Date: June 4th (Tuesday), 2019, 19:00-20:30
Venue: Room1, FINE TOKYO, 5th Floor, South Tower, Otemachi Financial City, 1-9-7 Otemachi, Chiyoda-ku, Tokyo
(For those who take the subways to come: From Tokyo Metro Otemachi Station, please use the passageway directly connecting to the first basement floor of the building. Then take the South Elevator from the first basement floor or the first floor to the fifth floor.
For those who come from the surface street: Please enter the SouthTower, Otemachi Financial City from FINE TOKYO Entrance that is across the street of Sankei Building. Then take the South Elevator from the first floor to the fifth floor.)
Specialty Focus Areas: Investment Management Strateties, Quantitative Methods (CE credit eligible)
Speaker: Mr. Steven Shen (Manager of quantitative research, EPFR)
Fee: CFA Japan Members, CFA Members of other societies, Associate Members, Professional Members：Free, Candidate Non Members: JPY 2,000, Non-members: JPY 3,000
-Do fund flows provide explanatory power that is not included in the price momentum for future performance in global equity country allocation strategies?
-applying EPFR stock level data in quantitative strategy for the developed markets to generate alpha
-performance of a universe of securities in the developed markets held by ESG funds
Steven specializes in fund flow quantitative strategy development, new data product development, maintenance of all asset allocation strategies and fund flow product and research consultation.
He joined EPFR's quantitative research team as an Analyst in 2013. In his role as a manager of quantitative strategies, he focuses on global/regional macro strategy, fund level strategy, and stock strategy. He also covers new data product development, and consultation to prospects and clients to leverage fund flow data into the research framework.
Based in Boston, Steven's work primarily focuses on EM and Asia, and he is the guest speaker of CFA and Fund Forum Asia.