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Tue March 26 – NYC: Behavioral Finance – Jeff Hirsch & Style Factors in Carbon-Efficient Portfolios – Bill Hao

March 26 @ 5:30 pm - 8:30 pm

| $35 – $60

“Behavioral Finance and the Cycle of Market Emotions” – Jeffrey A. Hirsch, Chief Strategist, Probabilities Fund Management

“Style Factors in Carbon-Efficient Portfolios” –  Bill Hao, Director, Research & Design, S&P Global Dow Jones Indices

Event URL: https://newyork.qwafafew.org/event/mar26

Bourbon Street Bar & Grill,

346 W 46th St., between 8th/9th Ave., NY

Agenda

5:30 – 6:10 Registration/Networking

6:10 – 6:15 Greetings from Mike Carty, Chapter President, Treasurer, Program Chair and Organizer of all QWAFAFEW-NYC Events

6:15 – 6:55 “Behavioral Finance and The Cycle of Market Emotions” – Jeffrey A. Hirsch, Chief Strategist, Probabilities Fund Management

6:55 – 7:10 Refreshment/Networking Break

7:10 – 7:55  “Style Factors in Carbon-Efficient Portfolios” – Bill Hao, Director, Research and Design, Dow Jones Global Indexes

7:55 – 8:15 Adjournment

RSVP to nyc@qwafafew.org In text body, please provide the name, phone number, email, and membership/affiliation status for each attendee.
Admission Fees: Use Paypal Link by clicking here or type the URL: https://qwafafew.wordpress.com/meeting-admission-nyc/
or bring Check or Cash to the door on the night of the event after you RSVP.
$35 for paid-up QWAFAFEW members (any chapter);
$40 for CQA members, SQA members, CQFs, CAIAs, CTHFAs, and sustaining (paid) PRMIA members, full-time students, those between positions, FWA members, IAFE, MTA members and members of any CFA Society;
$50 for members of PRMIA (free members), GARP, and/or members of any Quant-affiliated Linked-In group;
$60 for all other RSVPs;
Unless paid through PayPal, $10 late-fee applies to those not RSVP’d by Noon of the day of the event.

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Style Factors in Carbon-Efficient Portfolios 

Bill Hao, Director, Research & Design – S&P Global Dow Jones Indices

Integration of carbon risks into investment process requires careful analysis of risk/return characteristics and factor exposures of resulting carbon efficient portfolios. In this paper, we propose a stylized framework to integrate traditional style factors with carbon efficient portfolios for both U.S and Developed Europe markets.

The results show that while carbon efficient factor portfolios do achieve the objective of lowering carbon intensity but they generally have lower risk-adjusted returns than the pure factor portfolios. In addition, carbon efficient factor portfolios have lower exposure to the targeted factors, and the reductions in factor exposure. In addition, the presenter will also share his most recent research on Carbon Risk Integration With Factors using optimization portfolio construction process.

“Behavioral Finance and The Cycle of Market Emotions”

The Probabilities Strategies are based on underlying seasonal and technical factors derived from the analysis of the historical return series of market indices.

Factors determined to have the most significance are utilized to generate buy and sell signals, which the Manager then utilizes to implement discretionary trades. Like all equity investments, the strategy will experience volatility which may be magnified during periods the Manager has implemented a leveraged position.

Bios

Bill Hao is Director, Global Research & Design, at S&P Dow Jones Indices (S&P DJI). In this role, he is responsible for the conceptualization, research, and design of global strategies. He specializes in factor, alternative beta, and thematic equity indices.

Prior to joining S&P DJI in 2017, Bill had 10 years of experience in quantitative equity research and investment and 17 years of experience in quant analytics. Bill was a senior portfolio manager at Insight Global Asset Management. Before that, he held assistant vice president, senior investment manager and quant analyst positions in investment and research at ING Investment Management, Asia Pacific region. Bill also worked as a quantitative analyst at Panagora Asset Management and lead research analyst at Liberty Mutual Insurance Group in Boston.

Bill holds a bachelor’s degree in Engineering from Northeastern University of China, a master’s degree in Biostatistics from the University of Minnesota, and an MBA in Finance from Cornell University.

Jeffrey Hirsch

Chief Market Strategist

Mr. Hirsch is CEO of Hirsch Holdings, editor-in-chief of the Stock Trader’s Almanac and Almanac Investor eNewsletter at www.stocktradersalmanac.com, and a Yahoo Finance contributor. He is the author of The Little Book of Stock Market Cycles (Wiley, 2012) and Super Boom: Why the Dow Will Hit 38,820 and How You Can Profit from It (Wiley, 2011). Mr. Hirsch is a 27-year Wall Street veteran; he took over from founder Yale Hirsch in 2001 and regularly appears on CNBC, Bloomberg, Fox Business, and many other financial media outlets.

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Details

Date:
March 26
Time:
5:30 pm - 8:30 pm
Cost:
$35 – $60
Website:
newyork.qwafafew.org

Organizer

Mike Carty
Phone:
718-846-2125
Email:
cmcarty1@earthlink.net
Website:
www.qwafafew.org

Venue

Bourbon Street Bar and Grill
346 W 46th Street, between 8th and 9th Avenues, New York, NY 10036
New York, 10036 United States
+ Google Map
Phone:
(212) 245-2030
Website:
http://www.bourbonny.com/contact