Finding Your “style”: Alpha Generation and Equity Factor Analysis in High Inflation Market
Join our equity experts to discuss how the market responds to high inflation as well as how you can supplement a traditional fundamental approach with factor analysis, creating new trading ideas and back-testing them.
In this webinar we will cover:
• Market insight: How equity factors such as Growth, Value, Quality perform during high inflation periods? What are the new challenges of the rate hike situation this time?
• Factor monitoring: Understand the impact these factors may have on your portfolio
• Factor investing: Finding alpha signals and backtesting with BQFactor
Speakers
Christopher Cain
Quantitative Equity Strategist
Bloomberg LP
Christopher Cain, CMT, is the U.S. Quantitative Equity Strategist for Bloomberg Intelligence, where he focuses on factor investing, quantitative modeling and analysis of systematic trading strategies. He is a former fixed income market maker, trading a 400MM book consisting of cash rates products and US Interest Rate derivatives. Mr. Cain is passionate about systematic/quantitative investing, equity factor modeling, trading system design and testing, Python programming and behavioral finance.
Vikram Pappachan
Quantitative Developer/Researcher
Bloomberg L.P.
Having worked as a Quantitative Developer and Researcher in London for the past 9 years Vikram currently helps oversee the BQuant community for the London Buyside. Vikram's focus areas are portfolio factor investing and portfolio optimisation as well as data visualisation.
Chloe Vuong
Quantitative Developer/Researcher
Bloomberg L.P.
Chloe is a Quantitative Developer and Researcher at Bloomberg, where she focuses on factor investing and quantitative trading strategies. Prior to joining Bloomberg, Chloe worked for 9 years on risk analytics and derivatives pricing models in banks and fintech company, providing quantitative solutions to buyside clients.