Abstract

Events by their nature tend to be idiosyncratic, and thus uncorrelated to traditional investment strategies.  Regardless of investor style and time horizon, the incorporation of event driven signals are additive.  In this talk we examine:

• The Nature of Event Driven Signals
• Alpha Signals Stemming from Investors Activism, CEO/CFO Changes and Dividend Policy Changes
• Integrating this Class of Signals into an Investment Process

Bio 

David Pope, CFA, is Managing Director of Quantamental Research at S&P Capital IQ. Most recently Mr. Pope was an associate partner and vice president at Wellington Management Company LLC, where he constructed quantitative stock selection models and managed international equity portfolios.  Prior to joining Wellington, he worked at Colonial Management Associates as a fixed income portfolio manager and researcher. He began his career at Fidelity Management and Research as a fixed income quantitative analyst.

Mr. Pope received his MSF from Boston College, and BS in Finance from Bentley College. He is also a member of the Chicago Quantitative Alliance, the CFA Institute, and the Boston Security Analyst Society.   He is also a Chartered Financial Analyst.

Mr. Pope currently teaches graduate and undergraduate classes as an Adjunct Professor of Finance at Bentley University.

Please RSVP hugh@QWAFAFEW.org

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