Can past trends predict future securities prices and market returns? Academic research including the Random Walk Theory, and the Efficient Markets Hypothesis in semi-strong form, each covered in the CFA® Global Body of Investment Knowledge, postulate that price trends are not persistent.
Jeffrey Hirsch contends otherwise, that “those who understand market history are bound to profit from it.” Building on his late Father, Yale’s, life-long research, Jeffrey’s algorithms detect patterns in US equity and commodity prices. His model portfolio based on these insights outperformed the Russell 2000 and S&P 500 by 2.71% and 3.04% on an average annual basis between 2001-24.
CFA Society San Diego welcomes Jeffrey, “The Man for All Seasonals,” to share his latest insights on markets during a mid-term election cycle. He’ll share his recommendations by sectors, market caps, ETFs, and individual stocks, and his tactical asset allocation model for switching between equities and fixed income, among other topics.
Join us, discern noise from signal, and help yourself and your clients achieve better risk-adjusted returns by incorporating Jeffrey’s insights into time varying risk premia.
To view the Speaker's bio - click here!
Thursday, September 17th
4:00pm - 6:30pm
The Bella Lounge
2nd Floor | Sanford Consortium Building
2880 La Jolla Scenic Drive
San Diego, CA 92037
Register Now!