Quantitative Shifts in Investment Research
In the challenging quest for performance, quantitative research methods are increasingly being incorporated into the fundamental research process of more traditional investment firms. In this presentation, Mr. Gaumer will describe how known market factors such as value, momentum, quality, etc. can be enhanced. He will also show how alpha can be found in lesser-known and underexploited content such as news and unstructured text. This presentation will demonstrate the benefits of diversifying by market factors and how best to combine them into a single, regionally-optimized, alpha-generating, multi-factor model.
Tim Gaumer, CFA, Director of Fundamental Research at Refinitive, previously held the same position at StarMine, a company acquired by Reuters in 2008. With more than 20 years of experience conducting fundamental analysis, Tim is widely regarded as an expert helping fundamental investors apply StarMine's innovative quantitative research in their investment process. Tim previously worked at several buy-side and independent research firms as an equity analyst, portfolio manager and Director of Research. Tim is a Chartered Financial Analyst and holds an undergraduate degree in Electrical Engineering and graduate degree in Business Administration.