Finding Tradable Signals in Alt Data
On March 14, 2019, data partner Lucena Research co-hosted a panel discussion with Wall Street Horizon. The event "Finding Tradable Signals in Alt Data" featured the following panel:
- Rich Carbone, VP Data Strategy, Jefferies LLC (moderator)
- Olga Kokareva, Head of Data Sourcing and Strategy, Quantstellation
- Erez Katz, CEO and Co-Founder, Lucena Research
- Barry L. Star, CEO and Founder, Wall Street Horizon
- Jeff Ferro, Portfolio Manager, Quantitative Strategies
A diverse representation of leading asset managers and data providers joined us for a cocktail reception and panel discussion in NYC and the event concluded with a lively Q&A session. You can view the panel discussion video here.
- The panelists shared personal experiences in the context of applying alt data to investment.
- The state of alternative data within various consumer types in finance and the categorization of alt data.
- Skepticism, setting expectations, pitfalls, and best practices.
- Modeling alternative data to support both fundamental and quantitative research.
- Protecting data potency in the face of overcrowding.
Media coverage included Markets Media Deadline Looms for Alt Data Skeptics by Rob Daly.
Signals and Alt Data
- Interested in how to find short only signals with Wall Street Horizon's data?
- Find out within Lucena's data offerings specifically how alt data can be consumed via smart data feeds or model portfolios.