đź“… Â Â Wednesday, September 11, 2024
⏰  11 AM EST
Themes can impact a strategy, industry, region, or a market as a whole. Leveraging our Thematic Strength Indicator (TSI), investors can zero in on the actual themes impacting the stocks in their universe of interest. That could be their benchmark or coverage universe, an industry, region, or even a portfolio. Learn how you can customize TSI for your investment universe and risk preferences.
đź“… Â Â Wednesday, September 11, 2024
⏰  11 AM EST
Introducing the Thematic Risk Triangle, a systematic framework to identify hidden risk exposures in your portfolio based on analysis of residual returns, thematic exposures and the Thematic Strength Indicator (TSI).
During this webinar, we will focus on:
Interpretation of TSI as a hybrid risk measure that combines the transparency of a fundamental model with the robustness of its statistical counterpart.
‍Customization of the TSI metric to better align the search for thematic exposures with nuances of your investment strategy: investment universe, risk controls & trading horizon.
‍Application of the TSI framework to identify thematic drivers of your portfolio returns that cannot be explained by traditional risk factors.
Omer Cedar, CEO and Co-Founder of Omega Point. Previously, Omer served as SVP, Research at Two Sigma Investments. In this role, he founded and built Two Sigma's global equity research analyst survey platform ("TAP"). He was responsible for research/modeling, product development, and relationship management. He also managed Two Sigma's quantitative risk arbitrage system, developed models, and conducted classic fundamental Risk Arb research. Omer holds a Bachelor's Degree in Electrical Engineering and Computer Science from UC Berkeley and an MBA from the MIT Sloan School of Management.
Anureet Saxena, CEO & Founder at Alignment Trio Management. Previously, he served as a Sr. Portfolio manager on the Systematic Strategies Team at Columbia Threadneedle Investments and as Director of Quantitative Research at McKinley CapitalManagement. Anureet has also held positions at Lazard Asset Management, AllianzGlobal Investors, Qontigo, and Assiduous Investment. He has taught in theQuantitative and Computational Finance program at Georgia Institute of Technology and in the Quantitative Methods program at Krannert School of Management. Anureet has received multiple academic awards and holds a B.Tech from IITBombay, M.S. and Ph.D. in Management Science from Carnegie Mellon University,M.S. in Economics from Purdue University, and a certificate in Accounting fromUC Berkeley. He is a charter holder of CFA, CIPM, and CQF.