Quantitative analysis

O’Shaughnessy Asset Management Introduces New Emerging Markets Suite On Custom Indexing Platform Canvas®

Retrieved on: 
Wednesday, July 28, 2021
Consulting, Other Professional Services, Professional services, Finance, Finance, Money, Economy, Valuation, James O'Shaughnessy, Quantitative analysis, Emerging market, Asset management

OShaughnessy Asset Management, LLC (OSAM), a leading quantitative asset management firm, today announced the introduction of a suite of emerging markets (EM) and developed ex-U.S. ADR strategies on Custom Indexing platform Canvas.

Key Points: 
  • OShaughnessy Asset Management, LLC (OSAM), a leading quantitative asset management firm, today announced the introduction of a suite of emerging markets (EM) and developed ex-U.S. ADR strategies on Custom Indexing platform Canvas.
  • The search for alpha or excess return is leading investors to the emerging markets, said Patrick OShaughnessy, CFA, Chief Executive Officer of OSAM.
  • Passive or active exposure to emerging markets companies provides an added degree of portfolio diversification for investors in international developed and U.S. markets, added OShaughnessy.
  • OShaughnessy Asset Management (OSAM) is a quantitative asset management firm based in Stamford, CT.

V-Square Appoints Erik Norland as Head of Distribution

Retrieved on: 
Monday, July 26, 2021
Consulting, Professional services, Insurance, Finance, Norland, West Yorkshire, Sarr, Norland, Quantitative analysis

V-Square Quantitative Management (V-Square) has announced the hiring of Erik Norland as its Head of Distribution.

Key Points: 
  • V-Square Quantitative Management (V-Square) has announced the hiring of Erik Norland as its Head of Distribution.
  • Mr. Norland, based in Stockholm, will report to Mamadou-Abou Sarr, co-founder and President and will join the global leadership team.
  • I am excited to welcome Erik to the firm to help us further build on our strong distribution capabilities, Mr. Sarr said in a news release.
  • Mr. Norland was head of the Nordic Region at Northern Trust Asset Management for 11 years, responsible for all business activity in the region, with a high focus on distribution of sophisticated ESG strategies.

News Sentiment Data Proves Itself as an Alternative to the Fama-French Model in Determining Outsized Returns, According to Latest Research from Acuity Analytics

Retrieved on: 
Tuesday, July 20, 2021
Mathematical finance, Finance, Money, Academic disciplines, Financial models, Natural language processing, News analytics, Quantitative analysis

LONDON, July 20, 2021 /PRNewswire/ -- In their latest quantitative research published today, Acuity Analytics share their recent findings on the use of a macroeconomic factor model for stock returns using news sentiment data.

Key Points: 
  • LONDON, July 20, 2021 /PRNewswire/ -- In their latest quantitative research published today, Acuity Analytics share their recent findings on the use of a macroeconomic factor model for stock returns using news sentiment data.
  • The report titled, 'News Sentiment Factor Models for Asset Returns' compares the use of factor models in estimating the covariance of capital asset returns.
  • The Fama-French 3-factor model has been used extensively by researchers and investors since its origin in 1992 but like any model, has its limitations.
  • The publication of this study comes just 4 weeks after the official opening of Acuity Analytics in Spain and their R&D Hub.

Quantitative Investment Management Firm Versor Announces Promotion of Leah Pozsgay

Retrieved on: 
Wednesday, July 14, 2021
Finance, Money, Investment, Economy, Alternative investment, Quantitative analysis, Hedge funds

NEW YORK, July 14, 2021 /PRNewswire/ --Versor Investments, a quantitative investment management firm focused on alternative investment strategies, is pleased to announce the promotion of Leah Pozsgay to partner within the firm.

Key Points: 
  • NEW YORK, July 14, 2021 /PRNewswire/ --Versor Investments, a quantitative investment management firm focused on alternative investment strategies, is pleased to announce the promotion of Leah Pozsgay to partner within the firm.
  • Prior to joining Versor Investments in 2017 she was a Managing Director at HazelTree, a treasury management solutions provider for the alternatives industry.
  • "Versor was built by a diverse group of individuals working towards a common goal of success in investment management and we could not be more proud to announce Leah's promotion."
  • Versor Investments is a quantitative investment boutique focused on delivering uncorrelated alternative strategies to institutional investors.

QuantConnect Launches Datasets, Enabling Quants to Harness a Data Feed with 1 Line of Code

Retrieved on: 
Monday, July 12, 2021
Networks, Internet, Data management, Technology, Software, Finance, Money, Computing, Financial markets, Data onboarding, Data processing, QuantConnect, Quantitative analysis, Algorithmic trading, Training, validation, and test sets

QuantConnect , the worlds largest algorithmic trading platform, today announced the launch of QuantConnect Datasets , the first-ever platform where a quant can harness a data feed with a single line of code and begin live-trading in minutes.

Key Points: 
  • QuantConnect , the worlds largest algorithmic trading platform, today announced the launch of QuantConnect Datasets , the first-ever platform where a quant can harness a data feed with a single line of code and begin live-trading in minutes.
  • The beauty of QuantConnect Datasets is it removes all of the friction of formatting, updating, and coding data integration with LEAN.
  • QuantConnect Datasets is to traditional data onboarding what email is to snail mail.
  • Because the data has already been onboarded to Datasets, quants can harness the data feed with minimal coding and begin live trading in minutes.

Bramshill Expands Investment Team

Retrieved on: 
Thursday, July 8, 2021
Mathematical finance, Quantitative analysis, Valuation, Investment management

NEW YORK, July 8, 2021 /PRNewswire/ --Bramshill Investments, an award-winning alternative asset management firm, has hired Scott Cowin to expand its investment team.

Key Points: 
  • NEW YORK, July 8, 2021 /PRNewswire/ --Bramshill Investments, an award-winning alternative asset management firm, has hired Scott Cowin to expand its investment team.
  • Mr. Cowin will be heavily involved in Risk Management and Data efforts at the Firm.Quantitative models are an integral part of the Bramshill investment process.
  • "Scott brings his extensive experience in quantitative analysis and risk management to the Bramshill team," said Art DeGaetano, Founder and Chief Investment Officer of Bramshill.
  • Bramshill Investments, LLC, is a fixed income investment manager with over $4 billion in assets under management (as of 6/30/2021).

Equilibrium and FutureProof announce climate risk asset pricing partnership

Retrieved on: 
Thursday, July 8, 2021
Academic disciplines, Articles, Finance, Financial economics, Actuarial science, Financial markets, Valuation, Financial law, Financial risk, Risk management, Quantitative analysis

Together, Equilibrium and FutureProof will develop and pilot an innovative real asset climate-related risk analysis toolkit that reflects both organizations' commitment to innovative sustainability reporting and to developing tools more closely linking climate-related risk to asset valuation.

Key Points: 
  • Together, Equilibrium and FutureProof will develop and pilot an innovative real asset climate-related risk analysis toolkit that reflects both organizations' commitment to innovative sustainability reporting and to developing tools more closely linking climate-related risk to asset valuation.
  • FutureProof's platform is the first to unite artificial intelligence-calibrated financial models with leading scientific models for the frequency and severity of climate risk, to translate physical climate risk into specific monetary values under defined scenarios.
  • That is providing Equilibrium critical data as they apply their sustainability economics hurdles across underwriting, operational measurement, risk management, and asset valuation.
  • Using models informed by climate science, econometrics, and AI, FutureProof helps asset managers, insurance companies, and banks understand and quantify their climate-linked risks.

Outlook on the BFSI Crisis Management Global Market to 2027 - Opportunity Analysis and Industry Forecasts

Retrieved on: 
Wednesday, June 23, 2021
Articles, BFSI, Risk, Crisis management, Quantitative analysis, Academic disciplines, Futures studies, Crisis theory

BFSI crisis management solution is the innovation & advancement in financial technology, which helps in dealing various types of incidents & emergency situations in the BFSI industry.

Key Points: 
  • BFSI crisis management solution is the innovation & advancement in financial technology, which helps in dealing various types of incidents & emergency situations in the BFSI industry.
  • However, lack of trust over technologies for crisis management and complex management of network are some of the factors that hamper market growth.
  • The study provides in-depth analysis of the global BFSI crisis management market along with the current & future trends to illustrate the imminent investment pockets.
  • The quantitative analysis of the global BFSI crisis management market from 2020 to 2027 is provided to determine the market potential.

GSR Appoints Its First Chief Legal Officer and Bolsters Its Compliance Group With a Senior Wall Street Hire

Retrieved on: 
Thursday, June 17, 2021
Professional services, Data management, Technology, Other Technology, Finance, Banking, Finance, Financial services, Money, House of Morgan, Primary dealers, JPMorgan Chase, Chief compliance officer, Quantitative analysis

GSR , a global leader in digital asset trading, today announced the appointment of Eva Sanchez as its first Chief Legal Officer and Member of its Executive Team.

Key Points: 
  • GSR , a global leader in digital asset trading, today announced the appointment of Eva Sanchez as its first Chief Legal Officer and Member of its Executive Team.
  • The firm also named former J.P. Morgan compliance executive Eugene Ferrara as its Chief Compliance Officer.
  • Ms. Sanchez joins GSR from AQR Capital Management, one of the pre-eminent quantitative managers, where she led their international legal and compliance operations during a period of considerable growth and structural change.
  • GSRs new Chief Compliance Officer, Mr. Ferrara, was formerly an Executive Director at JP Morgan in their Markets Compliance Group where he also served as Chief Compliance Officer for their swap dealer business.

Claire M. Noel, CFA, Appointed Portfolio Manager At O’Shaughnessy Asset Management

Retrieved on: 
Tuesday, June 15, 2021
Consulting, Other Professional Services, Professional services, Finance, Finance, Valuation, Money, Financial services, James O'Shaughnessy, Asset management, Quantitative analysis

OShaughnessy Asset Management, LLC (OSAM), a leading quantitative asset management firm, today announced the appointment of Claire M. Noel, CFA, as Portfolio Manager.

Key Points: 
  • OShaughnessy Asset Management, LLC (OSAM), a leading quantitative asset management firm, today announced the appointment of Claire M. Noel, CFA, as Portfolio Manager.
  • View the full release here: https://www.businesswire.com/news/home/20210615005446/en/
    Claire M. Noel, CFA, appointed Portfolio Manager at O'Shaughnessy Asset Management.
  • I am genuinely delighted to join OShaughnessy Asset Management, said Noel.
  • OShaughnessy Asset Management (OSAM) is a quantitative asset management firm based in Stamford, CT.