Dr. Stephen Malinak, Chief Data and Analytics Officer at Truvalue Labs, will present "Finding Alpha from ESG2.0™ Factors Beyond the U.S." in Quantopian's next live webinar, December 13th at 1pm EST. Register for free today.
About the Webinar:
Advances in Big Data and Artificial Intelligence have enabled the construction of new data sets for analyzing investments. It is now possible to look at qualitative factors such as Environmental, Social, and Governance (ESG) issues using machine learning techniques. ESG2.0 enables the user to look at company ESG performance derived from third-party sources rather than company-disclosed ESG metrics.
This study tests the effectiveness of timely Environmental, Social, and Governance (ESG) signals as screening tools and quantitative “alpha” factors for the All-Country World Ex-US Index (ACWX) benchmark over the past ten years. ACWX is a widely-followed collection of large-cap stocks outside the US.
Register for free today.