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Title

Linking Quantitative and Fundamental Analysis in Portfolio Construction

Event Description

​Linking Quantitative and Fundamental Analysis in Portfolio Construction

Thursday, November 19 | 3 PM CT | 1 PL

Quantitative data is plentiful. From Yahoo! finance to propriety data providers, analysts and portfolio managers have abundant access to systematically organized financial data. Harnessing a useful framework to properly leverage this information allows for incredible productivity and scale opportunities. Conversely, poorly reasoned or commonly used factors can lead a strategy to merely rise and fall with the masses.

Fundamental analysis possess a different set of potential portfolio construction pitfalls and opportunities. For example the most common valuation model relies on perpetuities to determine a firm’s terminal value, yet perpetuities have no valid economic theory to support their use. Quite the opposite in fact. However, analysts enjoy the liberty in incorporating into fundamental analysis and proforma modeling new information not yet archived and non-financial insights not available through reported historical financial statements.

The ability to properly combine a quantitative and qualitative perspective consistently and effectively provides such firms significant potential advantages over the long run. Since 2004, Applied Finance has harnessed such a process for its analyst driven strategies. This talk discusses how Applied Finance handles various trade-offs between fundamental and quantitative analysis to construct its Five Star large cap portfolio.

About the speaker:
Jun Wang, CFA
Partner and Senior Portfolio Manager at Applied Finance

Joined Applied Finance, 2003. Portfolio Manager and Fundamental Research Analyst


Event Type

Society; Career; Educational; Featured

Education Topic

Quantitative Methods

Start Time

11/19/2020 3:00 PM

End Time

11/19/2020 4:00 PM

City

Minneapolis

State/Province

Minnesota

Event Country

United States

Event Region

Americas

Location Info

​Online

Speaker

Jun Wang, CFA

CE Credits

1

SER Credit

0.00

Currency

USD

Member Price

0.00

Non-Member Price

0.00

Candidate Price

0.00

Registration

Presentation

 

All Day Event

 

Recurrence

 

Event Link

Linking Quantitative and Fundamental Analysis in Portfolio Construction

Event Link Leads To New Tab

Yes

Event Short Info

Quantitative data is plentiful. From Yahoo! finance to propriety data providers, analysts and portfolio managers have abundant access to systematically organized financial data. Harnessing a useful framework to properly leverage this information allows for incredible productivity and scale opportunities. Conversely, poorly reasoned or commonly used factors can lead a strategy to merely rise and fall with the masses.

Attachments

Content Type: MyCFA Calendar
Created at 10/13/2020 1:55 PM by [email protected]
Last modified at 12/23/2020 11:13 AM by [email protected][CASMSTS:username]