Fintech Thought Leadership Group, Modernizing Investment Research Series, Quantitative Investing, Virtual Events & Programming

Modernizing Investment Research: Data, Data Everywhere

October 1, 2020 | 12:00 PM - 1:00 PM

Loading Events
This event has passed.

Wait! A Note on Registration:

We’ve launched Cvent—our new events platform!

Registration for any event with a start date after Sept. 28 now requires a CFA Institute account.

I don’t have a CFA Institute account

  • No problem! You’ll have the chance to create one prior to registration.

I already have a CFA Institute account

  • Great! Be sure to use your existing credentials at registration.
Cvent Transition Guide

A Modernizing Investment Research Series Event

Session Overview

There is an ocean of data available today; how can investors wade through it all? What should they look for?

Together, we will examine:

  • Strategies for prioritizing datasets to investigate and research.
  • How to curate the right information for your investment process.
  • How to balance datasets with longer history against newer datasets which are more timely and accurate.
  • How to determine when a dataset becomes obsolete or loses its informational edge.
  • Uses of data for alpha generation vs. risk management.
  • When data be purchased vs. collected firsthand.

Series Description

Active managers face three headwinds – declining fees, outflows, and the increasingly difficult task of delivering consistent alpha in a competitive market. Our industry has the opportunity to address these issues by modernizing investment research.

The Society of Quantitative Analysts (SQA) and CFA Society New York are pleased to present a series of timely panel discussions on this opportunity. Each featured panel will focus, respectively, on one of four key steps identified as fundamental to the modernization of investment research.

The series kicks off by examining the incorporation of alternative data (Session One), followed by a discussion that will explore how best to leverage machine learning and text-mining techniques (Session Two). The series will then proceed to tackle the requisite ingredients for building the infrastructure (Session Three) and firm culture (Session Four) at the core of any successful transformative modernization endeavor.

Fundamental managers interested in embracing quantitative techniques, alternative data, and artificial intelligence techniques will find these sessions invaluable. Quantitative and “quantamental” managers will also glean useful insights across the range of informed perspectives that will be presented throughout the Modernizing Investment Research series. Our slate of expert-speakers and panelists includes a diverse set of practitioners—including investors from different asset classes, large and small firms, long and short-term investment horizons—as well as long-only and long-short mandates.



Lilian Quah, CFA, Portfolio Manager,  Head of Quantitative Research, Epoch Investment Partners, Inc.



Matei Zatreanu, Founder, System2


Sheedsa Ali, Managing Director, Head of Systematic Strategies, PineBridge Investments

Chris Chin, CFA, CAIA, Head of Systematic Equity Data Strategy, Tudor Investment Corporation

Ingrid Tierens, CFA, Head of Data Strategy, Global Investment Research, Goldman Sachs

12:45 PM | Q&A


Lilian Quah, CFA, Portfolio Manager,  Head of Quantitative Research, Epoch Investment Partners, Inc.

Additional Details

Learning Outcomes

  • Best practices in identifying relevant data sets
  • How to integrate alternative data into the investment research process
  • Determining whether to buy or build data sets