Implementing Models Using Traditional Data and Alternative Data

26300 Harvard Road,Warrensville Heights OH 44122

16 March, 2022

Description

Implementing Models using Traditional Data and Alternative Data in Public and Private Equity Markets with Keith Black, CAIA, CFA, FDP Implementing Models using Traditional Data and Alternative Data in Public and Private Equity Markets Zoom Login Information will be provided the morning of the event Quantitative investors have long used traditional data sources, such as income statements and balance sheets of public firms, to drive stock selection models. With the explosion in the amount and diversity of data in the last five years, alternative data sources are quickly revolutionizing quantitative investing. Alternative data sources can include natural language processing of news and social media content, review of credit card transactions and consumer emails, and geolocation data using cell phone signals and satellite images. Alternative data is more complex to process, moves in a different time frame than traditional data, and may provide a new window into information availability for private companies. Information on the Financial Data Professional (FDP) program will also be presented. KEITH BLACK, CAIA, CFA, FDP Keith Black has over thirty years of financial market experience, serving approximately half of that time as an academic and half as a trader and consultant to institutional investors. He currently serves as Managing Director, Program Director FDP Charter at the FDP Institute. During his most recent role as Managing Director of Content Strategy, Keith was responsible for Curriculum development at the CAIA Association. Previously, Keith was a valued team member at Ennis Knupp + Associates, where he advised foundations, endowments and pension funds on their asset allocation and manager selection strategies in hedge funds, commodities, and managed futures. Other experience includes commodities derivatives trading, stock options research and Cboe floor trading, and building quantitative stock selection models for mutual funds and hedge funds. Dr. Black previously served as an assistant professor and senior lecturer at the Illinois Institute of Technology. Keith has contributed to the CFA Digest, and has published in The Journal of Wealth Management, The Journal of Trading, The Journal of Investing, and The Journal of Alternative Investments, among others. He is the author of the book “Managing a Hedge Fund,” as well as co-author of the second, third, and fourth editions of the CAIA Level I and Level II curriculum. Dr. Black was named to the Institutional Investor magazine’s list of “Rising Stars of Hedge Funds” in 2010. Dr. Black earned a BA from Whittier College, an MBA from Carnegie Mellon University, and a PhD from the Illinois Institute of Technology. He has earned the Chartered Financial Analyst (CFA) designation and was a member of the inaugural class of both CAIA and FDP members. Full bio and speaking engagement topics here. Follow Keith on Twitter @CAIA_KeithBlack.   CFA Society Cleveland, formerly The Cleveland Society of Security Analysts, was founded in 1950 and provides investment-related programs and services to its Northeast Ohio-based membership. The CFA Society Cleveland has approximately 500 members, and is a member society of CFA Institute, formerly the Association for Investment Management and Research (AIMR). AIMR was formed in January 1990 as a combination of the Financial Analysts Federation, founded in 1947, and the Institute of Chartered Financial Analysts, and was renamed CFA Institute in 2004. CFA Institute currently represents more than 127,000 members, who include the world's 130,000 CFA charterholders, in 150 countries and territories.