What Will Markets Look Like in a 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:

• The economic fallout from the coronavirus pandemic and what it means for financial markets
• Whether the coronavirus pandemic has sped up or slowed down the push towards increased ESG investing
• Which alternative datasets have proven useful during the crisis
• How have pure quant approaches performed during the Covid-19 pandemic - have models weathered the crisis well?

Related RavenPack Research

• Access our white papers on ESG
• RavenPack News Sentiment Outperforms During Coronavirus Crisis
• What is the News Really Telling Us About the COVID-19 Pandemic?

About RavenPack's Coronavirus Data-Driven Insights

Visit our Coronavius Data-Driven Insights Hub where we are pulling together all our analytics, information and insights about the novel coronavirus in one place.

Speakers

Lars Christensen, International Economist, "Money Doctor"

Lars Christensen is an internationally renowned Danish economist specialised in international economy, Emerging Markets and monetary policy. Lars has over 20 years’ experience in government and banking. He is the owner and founder of the economic advisory Markets and Money Advisory. In addition he is a Research Associate at Stellenbosch University. Lars also is a member of the advisory board member of Life + Liberty Indexes.

Andre Bertolotti, CFA, Head of Global Sustainable Research and Data
BlackRock Sustainable Investing (BSI)

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, Executive Director
RAM Active Investments

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 Hafez, Chief Data Scientist
RavenPack

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.