“Modeling Asset Class Outlook: Examples from Treasuries & Energy”
Indrani De, Managing Director – Macro Risk, TIAA
The presentation will concentrate on ways to quantitatively model and understand the outlook on different asset classes, and give examples with U.S. Treasuries and Energy. Themes touched upon would include linkage between asset classes, global feedback loops, linkages between financial markets and the real economy, regime changes, and the impact of emerging risks like climate change and demographic shifts
“Natural Language Processing: Deciphering the Message within the Message”
Frank Zhao, Senior Director – Quantamental Research, S&P Global Market Intelligence
- A review of the ABCs of natural language processing
- A look at stock selection using sentiment and behavioral-based signals from earnings call transcripts: economic reasoning, signal construction and backtesting
- Generating Alpha Insights from Earnings Calls
Venue: Bourbon Street Bar and Grill, 346 W 46th Street, between 8th and 9th Avenues, New York, NY 10036
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5:30 – 6:10 Registration/Networking
6:10 – 6:15 Greetings from Mike Carty, Chapter President
6:15 – 6:55 Indrani De, Managing Director – Macro Risk, TIAA
6:55 – 7:10 Refreshment/Networking Break
7:10 – 7:55 Frank Zhao, Senior Director – Quantamental Research, S&P Global Market Intelligence
7:55 – 8:15 Adjournment
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Indrani De, CFA, PRM, is Managing Director – Macro Risk at TIAA. Her responsibilities include macroeconomic and financial markets analysis, scenario design, stress testing and sensitivity analysis, key risk indicators, building asset valuation models, and identification and evaluation of emerging risks. Prior to TIAA, she was Senior Director of Quantitative Research at investment firm New Amsterdam Partners. Earlier in her career, she worked as an investment analyst for Private Equity in GE Capital and 20th Century Venture Capital. She has been published in the Journal of Investing, Journal of Investment Consulting, and NYSSA Financial Professionals’ Post. Indrani is the Past-President and on the Board of Directors of the Society of Quantitative Analysts (SQA).
She has been a speaker multiple times at leading industry conferences and been quoted in major media outlets like Reuters, Forbes, Financial Planning and Pensions & Investments. She received an undergraduate degree in Economics (Honors) from University of Delhi, and an MBA from the Indian Institute of Management (Bangalore). Indrani completed the coursework for a PhD (Business-Major in Finance) at the City University of New York with full merit scholarship, and holds the Chartered Financial Analyst and Professional Risk Manager designation.
Frank is a Senior Director and a key member of S&P Global Market Intelligence’s Quantamental Research group. His primary focus is to conduct systematic alpha research on global equities with publications on natural language processing, newly discovered stock selection anomalies, event-driven strategies and industry-specific signals.
Frank has a master’s degrees in Financial Engineering from UCLA Anderson and in Finance from Boston College Carroll, and has undergraduate degrees in Computer Science and Economics from University of California, Davis.
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Upcoming QWAFAFEW-NYC Events:
Tuesday, October 30th – Dick Michaud, President and CEO, New Frontier Advisors & Linda Zhang, Ph.D., founder of Purview Investments
Tuesday, November 27th – Herb Blank, Global Finesse LLC, “Web Luminosity as an Alpha Factor” & TBA
Partner Events and Other Events in the Interest of Our Membership – Click below
We hope to see you soon at the Bourbon Street Grille
http://www.bourbonny.com/contact accessible 42nd Street, Port Authority (A, C, E lines)