Webinars hosted by Data Explorers

Data Explorers is pleased to introduce a series of webinars and panel discussions designed to address needs of the Beneficial Owners and the Buy Side, including Quantitative Analysts, Hedge Funds and Investment Managers. These webinars are led by senior experts from our business and feature leading industry practitioners tasked with addressing some of the key topics affecting the Buy Side community.

Previous Webinars

Are you seeing market flow?

In their recently published Quantamentals paper, Macquarie found that fund flow and short interest data from Data Explorers' securities lending database, when coupled with factors such as momentum, can help you outperform. Data Explorers on Thursday 27 May discussed how you can apply Macquarie's...

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Securities Lending Flow Data - A New Equity Factor?

In their research paper: Quantamentals, Macquarie found that short interest data from the Data Explorers securities lending database when coupled with factors such as stock price momentum, can help you outperform. Click here to watch the webinar and learn how you can apply Macquarie’s findings to...

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Show me the money!

Originally recorded on April 20th, 2010 Where are revenues coming from in securities lending? Is cash collateral worth it? What is happening to fee splits? What should beneficial owners be doing to enhance revenues? Click here to download the webinar.

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European Equity Trading Signals, Backtest Results 2006-2009

David Carruthers, Ph.D., Head of Quantitative Services at Data Explorers discussed back-testing results done on European Equity Trading Signals from 2006 to 2009. The discussion covered: Which factors worked in 2009? Which European equity markets gave the strongest results? Best approach: Single...

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Program Oversight – What is Best Practice?

Originally recorded on February 3, 2010 What does program oversight entail? What tools are required? Can Mutual Fund Managers take some of the revenue to compensate for cost of oversight? What are the pros/cons of paying/not paying a management company to perform oversight?...

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Collateral Damage - What is the Future of Collaterization in Securities Lending Programs?

What have been the collateral trends over the last 18 months? The borrower perspective - why equities over government bonds? Is cash still attractive? Can the "be more flexible - make more money" mantra be quantified from a revenue and risk perspective? Can haircuts be dynamically managed - if yes...

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Back Testing in FactSet

Highlights of the Research: Portfolio Construction: Unleveraged long/short portfolio 50% Long, 50% Short Highest Information Ratio (1.5) generated by Sector Layered Demand to Borrow Second Highest Information Ratio (1.1) Contrarian Institutional Ownership (lower turnover) Universe: Largest 500 US...

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Risk Management - for Beneficial Owners

Presented by Mark Faulkner and David Carruthers of Data Explorers, and featuring Nick Rudenstine of JP Morgan, and Glenn Horner of State Street – both leading senior practitioners who addressed key topics affecting the Beneficial Owner community: What are the risks to Beneficial Owners in...

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The Trading Behaviour of Institutional Traders and Short Sellers Around Earnings Announcements

Presented by Michael D. McKenzie - University of Sydney and CFAP, Cambridge University Following on from the webinar held on Wednesday the 8th of July 2009, a recording for the event is now available for download. Please click here to download (6.54MB - WMV format). A copy of the paper is available...

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