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 Mr Geoff Horrell,
Content Strategist, Industry Classification Thomson Reuters Geoff oversees the Industry Classification data collection process and is responsible for the accuracy of the current and historical classification. He also ensures the correct and efficient adoption of Thomson Reuters Business Classification throughout the Thomson Reuters family of products. He has been with Thomson Reuters for 8 years, where he initially used his estimates expertise from Multex to train analysts worldwide. Since then he has worked in various roles involving customer propositions for quantitative data and has had a pivotal role in growing our content licensing business. Geoff’s topic of interest is sectors. His work has appeared in major global business publications and he has discussed this at several conferences and expositions. Geoff holds an M.A in Economics from the University of Edinburgh and an Investment Management Certificate from the UK Society of Investment Professionals.Appearing: Pre-Conference Masterclasses: Monday, 15 March 2010 10.05am Masterclass B
Masterclass B
Managing indexing investment portfolios for performance, value and profit
Part 1: Screening and understanding the valuation of financial instruments in index creation
Geoff Horrell will take the audience through the procedure of sector allocation using Thomson Reuters Business Classification. The audience will learn how stocks are assigned to industries and how to use related content and technology to screen and select them efficiently.
Part 2: Trading algorithms and exclusion rules – Refreshing portfolio analysis through the integration of real-time information and historical data
We will present to the audience an efficient tool for portfolio analysis, which delivers multi-currency performance attribution, sophisticated portfolio profiling and global risk analysis. This will allow the audience to keep portfolios aligned with their investment objectives and improve client retention.
Part 3: Portfolio construction and asset class strategies – Determining specific fund weightings and implementing a value investing approach
Andrew Clark will start with Modern Portfolio Theory - Mean variance optimisation and related methods, and continue from there to the Fama-French method of portfolio construction, then end with the recently developed generalised CAPM approach with its emphasis on non-Gaussian distributions and the measurement of tail-risk.
Led by: Thomson Reuters
Chief Index Strategist,
Thomson Reuters Mr Geoff Horrell, Content Strategist, Industry Classification,
Thomson Reuters Business Manager, Investment Management & Research Asia,
Thomson Reuters |
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Our speakers are offered an unrivalled opportunity to:
- Be seen as industry leaders at the most prestigious meeting place of the year
- Have exclusive access to the most senior decision-makers in the industry
- Meet the industry leaders, understand their needs better, and develop business relationships with them
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