Exclusive invitation to S&P Capital IQ’s 6th London Alpha Series Event – Using Cross Asset Signals In Equity Markets


Hedgeweek is working in collaboration with S&P Capital IQ on its forthcoming “6th Alpha Series Event” entitled: Using Cross Asset Signals In Equity Markets. 

This event, which is to be held on 4 November 2014, from 8.00-10.00am at The Chemistry Centre, Burlington House, Piccadilly (Room: The Library), will build on research into the potential pay-off from integrating event driven signals into the equity investment process. This session is specifically for asset managers and hedge funds.

The speakers are:

Dave Pope CFA, Managing Director, Quantamental Research, S&P Capital IQ

Yin Luo, CFA, Managing Director and Global Head of Quantative Strategy, Deutsche Bank

S&P Capital IQ will discuss their recent research findings which identify how credit signals could complement common equity investment strategies. The session will cover:

  • Changes in S&P Ratings, Outlook and Credit Watch
  • Dramatic movements in the CDS markets
  • The strength of cross asset signals holding, even when controlling for common risk factors

The event will be an excellent opportunity not only to hear from industry experts on this important topic but to network with fellow industry peers. We would very much welcome your attendance and look forward to hearing back from you with confirmation.