Lee O'Dwyer, CFA is an Equity Application Specialist at Bloomberg L.P., and works frequently with clients to explore Factor Back testing strategies and their results. Aimed at the market practitioner as well as CFA candidate, this seminar will focus on theoretical issues surrounding the different factor models and practical applications for portfolio managers and analysts.
This seminar will address the main differences between Macro and Fundamental factors. We'll cover the structure of a fundamental factor model, how the terms differ, and the calculation of a sensitivity score for a fundamental factor versus a macro model. The seminar will include a practical example of how one Portfolio manager has used a Factor model to test investment criteria, analyze their portfolio decisions, and implement the results.