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Pre-Conference Activities
Wednesday, November 5
Before Symposium sessions start on Thursday, choose from three options
to participate in on Wednesday. Specify your choice when you register.
All events are included in your conference rate.
Because all three events occur at the same time, you may only choose
one option.
Pre-Conference Workshops
12:00-4:45 p.m.
Attend one or all of our pre-conference workshops for an intermediate
lesson on popular FactSet applications. A buffet lunch will be provided.
Space is limited.
12:00-
12:45 p.m. |
Discovering
FactSet Content
With the recent release of FactSet Fundamentals,
FactSet now has great depth in its proprietary offerings of
all major core content sets. This session will provide details
on coverage
and methodology for FactSet Fundamentals and Estimates and
will also touch on FactSet CallStreet (conference call transcripts)
and Research Direct (broker research.) Whether your focus is fundamental
or quantitative, learn how the flexibility and integration
of these content sets can enhance your research and analysis. |
1:00-
1:45 p.m. |
Integrating
Research Management Tools on FactSet
Learn how FactSet's Research Management Solutions
give you all the tools you need to submit, receive, analyze,
and evaluate
research ideas from internal analysts, external brokers, and
corporate access meetings. Designed to bring you a clear
view of the entire
research spectrum, Research Management Solutions
gives you a direct path from receiving
internal and external research to finding actionable ideas
to producing measurable
results. |
2:00-
2:45 p.m. |
Charting in Portfolio
Analysis
To identify the important structural features, characteristics,
or performance drivers of your portfolio, it is often helpful to
use charts to highlight and isolate these key features. This workshop
will explore how you can use the new charting capabilities of Portfolio
Analysis to enhance your understanding of the unique features of
your portfolio, as well as clarify what were the key decisions
that contributed to absolute and relative performance. |
3:00-
3:45 p.m. |
Building Factor Models with Alpha Testing
Learn how to assess the relationship between fundamental factors
and subsequent returns over time with FactSet’s Alpha Testing.
The session will begin with the basics of building a model, showing
you how to specify your universe of securities, factors, time periods,
and rebalance frequencies. Then, learn ways to customize your model
by incorporating sector neutrality and creating multi-factor rankings
using Grinold and Kahn’s methodology for optimizing factor
weights. You’ll also learn how you can create custom risk models
based upon the factors specified and use those risk models for optimization,
risk decomposition, and risk based performance attribution. In addition,
you'll see how you can integrate your Alpha Testing results within
other FactSet applications by transporting alphas to Northfield’s
Portfolio Optimizers, evaluating model returns in SPAR, and analyzing
factor portfolios in Portfolio Analysis. Finally, we will discuss
the reporting features and charting capabilities available to enhance
your analysis. |
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4:00-
4:45 p.m.
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Testing Optimizer
Strategies Over Time
Learn how to backtest your portfolio optimization
strategies with Portfolio Simulation. Construct simulated optimal
portfolios by specifying your start date, end date, rebalance
frequency, alphas, risk model, and portfolio constraints. Control
asset and group weight constraints, turnover restrictions,
and transaction costs, and establish a stop-loss trading discipline
to match your investment style. Use conditional rebalancing
to
only rebalance when certain events occur such as tracking error
rising above a certain level. The performance and characteristics
of all simulated portfolios can then be analyzed in Portfolio
Analysis. |
Golf Tournament -
FULL
 12:00-5:00 p.m.
Sponsored by 
Experience an 18-hole, par-72 Greg Norman Signature Golf
Course set within the pristine headwaters of the Florida Everglades
and surrounded by magnificent
pines, palmettos, and live oaks. Each foursome will enjoy the services
of the The Ritz-Carlton Caddie Concierge, who offers tips for playing
the course, locating golf balls, providing accurate yardages, repairing
ball marks, cleaning golf clubs, and raking bunkers. The tournament
will begin promptly at noon with a shotgun start and a box lunch. Space
is
limited.
Reserve golf equipment by completing the reservation
form and faxing
it to 407-393-4901 or e-mailing it to charles.candler@ritzcarlton.com.
You can also call 407-393-4814. Be sure to reference the FactSet
Symposium.
 Eco
Tour and Fly Fishing Excursion - FULL
12:00-5:00 p.m.
Sponsored by  and 
Travel back in time on Shingle Creek during a guided canoe eco-tour.
Guides will tell you the story of Shingle Creek and all its inhabitants
while paddling through scenic old Florida. Spend the rest of the afternoon
aboard Hyde Drift boats alongside an ORVIS-endorsed guide team and fish
the private waters of Shingle Pond, where you’ll have the chance
to catch and release largemouth bass. Comfortable outdoor attire recommended.
You may get wet during water activities. Space is limited. |
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