May 13, 2020
Watch our panel of experts including international economist and “Money Doctor” Lars Christensen as well as Executive Director, Tony Guida from RAM Active Investments and Head of Global Sustainable Research and Data at BlackRock, Andre Bertolotti, as they debate the future of financial markets in our ‘Virtual Panel’ event, “What will markets look like in the post-Covid-19 world?”
What will be the economic fallout from the Covid-19 pandemic and how will that affect major asset classes as well as ESG investing
More specifically - are we entering a new paradigm for markets as the world reassesses its ingrained habits and preconceptions following the imposed changes brought on by lockdown?
Among other things panelists discussed:
Related RavenPack Research
About RavenPack's Coronavirus Data-Driven Insights
Coronavius Data-Driven Insights Hub
where we are pulling together all our analytics, information and insights about the novel coronavirus in one place.
He is responsible for establishing and providing leadership to the global team in creating a platform ESG (environmental, social and governance) research capability and supporting sustainable investment solutions across the firm.
Prior to joining BlackRock in 2018, Andre was Director of Research at Quotient Investors, developing and managing sustainable investment strategies. His work in quantitative research and product development spanned roles with the Industrial Bank of Japan, DLIBJ, Innovest and Barra in San Francisco, New York and London. Andre holds an MBA in Finance from UC Berkeley, a Masters in Engineering from UC Berkeley, and a BS from Virginia Tech.
Tony Guida is executive director – senior quant research at RAM Active Investments. Before this, Tony was a senior investment manager in quantitative equity at the investment manager of a major UK pension fund in London, where he managed multifactor systematic equity portfolios.
During his career, he held such positions as a senior consultant for smart beta and risk allocation at EDHEC RISK Scientific Beta and senior research and investment committee for Minimum Variance Strategies, where he led the factor investing research group for institutional clients and a regular speaker at quant conferences.
Tony is Chair of machineByte ThinkTank EMEA and editor of the Journal of Machine Learning in Finance and also the author of Big Data and Machine Learning in Investment.
Peter is a pioneer in the field of applied news analytics, bringing alternative data to banks and hedge funds.
He has more than 15 years of experience in
quantitative finance with companies such as Standard & Poor's, Credit Suisse
First Boston, and Saxo Bank.
Please use your business email. If you don't have one, please email us at firstname.lastname@example.org.
We will process your personal data with the purpose of managing your personal account on
RavenPack and offering our services. You can exercise your rights of access, rectification,
erasure, restriction of processing, data portability and objection by emailing us at email@example.com. For more information, you can
Your request has been recorded and a team member will be in touch soon.
We consider incorporating sentiment signals from news, earnings call transcripts, and insider transactions to
boost the risk-adjusted returns, and revive factor performance.
We find stronger, more predictable market reactions when the words of company executives agree with their actions.
We have gathered 12 insights from 2021 research that can be leveraged in 2022.