Event
QWAFAFEW Denver - June 4th Meeting
Hedge fund ownership of the U.S. equity market has bounced back significantly since the financial crises of 2008. Long hedge fund holdings have been approaching 4% of the value of the float of the S&P 1500 and even higher for the Russell 2000 on a relative basis. As hedge fund participation in the U.S. equity market has increased, investors might ask themselves how data on hedge fund ownership can translate into idea generation, stock selection and portfolio construction.
We draw on the concept of Active Share of traditional institutional investors in an attempt to detect the highest conviction positions amongst hedge funds, and study whether or not there appears to be additional value in selecting stocks with high levels of hedge fund holdings that are out of favor with traditional institutions.
About our Speaker:
Ruben Falk, Senior Director, Investment Management, S&P Capital IQ
Ruben is a Senior Director in the Global Investment Management Product Segment of S&P Capital IQ. In this role, he is responsible for market development of the firm's investment management products including the S&P Capital IQ Platform, Ratings & Research, Data Feeds and Quantitative Solutions. Ruben has been with S&P Capital IQ and ClariFI in the U.S. and Europe since 2006.
Prior to that, he was the Founder and CEO of marketscalpel.com. During 1995-2002, he was a Director with UBS Investment Bank in London after having served 3 years with LEK Consulting. Ruben has an MBA with a concentration in finance from the Walter Haas School of Business at the University of California at Berkeley.
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LocationMarco's Coal-Fired Pizzeria (View)
2129 Larimer St.
Denver, CO 80205
United States
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