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ON-DEMAND WEBCAST: Finding Alpha in a New Global ESG Dataset using SASB’s Standards

In a recently published whitepaper, Truvalue Labs tested the effectiveness of timely ESG signals as screening tools and quantitative “alpha” factors against a wide variety of global and regional equity benchmarks.

Join Dr. Stephen Malinak as he walks through his recent backtest findings exploring the performance of Truvalue Labs’ ESG Activity Signal.

In this webinar, Dr. Malinak covers:

  • How combining the Truvalue Labs’ Insight signal and ESG Data Volume creates an ESG Activity Signal that generates alpha and is additive to Smart Beta Strategies.
  • How relative returns compare across regions.
  • How Truvalue Labs’ signals can be used to screen for high and low ESG performance, in long-short quant strategies, in combination with other quant factors in multifactor models, and to direct further in-depth ESG research by fundamental analysts.

Download the webcast to learn more.

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Speakers

Host

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Thomas Gray

Associate Director of Sales

FactSet

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Stephen Malinak, PhD

Chief Data and Analytics Officer

Truvalue Labs

Host

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Thomas Gray

Associate Director of Sales | FactSet

Mr. Thomas Gray is Associate Director of Sales at FactSet. In this role, he manages the content and technology solutions sales team in the Americas focusing mainly on quantitative strategies and more generally, data consumption within asset management firms. Throughout his career, he has built extensive experience working with API and feed solutions across a variety of workflows in Asset Management, Wealth Management, Insurance, Pension Funds, Corporates, and Brokerage firms across the Americas. Prior to joining FactSet in 2012, Mr. Gray was a Wealth Strategy Associate at UBS Wealth Management and earned a B.B.A. from James Madison University.

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Stephen Malinak, PhD

Chief Data and Analytics Officer | Truvalue Labs

Stephen leads Truvalue Labs’ quantitative research team in applying artificial intelligence and machine learning techniques to create new financial signals from unstructured data. An industry leader in quantitative analytics, Stephen joined Truvalue Labs from Thomson Reuters, where he spearheaded the company’s quantitative analytics offering, StarMine, and developed over 15 quantitative models. He has an extensive track record of successful predictive models using widely varying techniques across numerous domains.

He attended college at the Massachusetts Institute of Technology where he received his S.B. in Electrical Engineering and Computer Science. Malinak went on to receive his Masters and PhD in Engineering-Economic Systems from Stanford University.

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