Moderator: Marko Kolanovic, Global Head of Quantitative and Derivatives Strategy, J.P. Morgan
Panelists
- Matthew Rothman, Managing Director / Head of Quantitative Equity Research, Credit Suisse
- Yin Luo, Vice Chairman, Wolfe Research
- Donald Putnam, Managing Partner, Grail Partners
- Peter Hafez, Chief Data Scientist, RavenPack
Although asset managers might be distracted by regulatory pressures and the uncertain political climate, alternative data which draws alpha from non-traditional sources beyond market data and fundamentals, is becoming the primary driver of active investment performance.
Investors are using new inputs from sentiment derived from big data, web scraping pricing data to develop real-time economic indicators of inflation to mining online job postings to gauge employment.
Recorded at RavenPack's 5th Annual Research Symposium, that took place September 19, 2017 in New York City.
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