Generating Alpha with Equity P/E Factor Models
- Friday, April 17 from 3:30 to 4:30 in Room 552; Refreshments 3:00 in Room 502
Adapting familiar multi-factor modeling techniques to a new framework, Equity P/E Factor Models explain equity prices based on how firms generate profits (or not), delivering useful insights such as factor valuations that signal “alpha periods” and market premiums that reflect market expectations for firm-specific growth. This presentation provides an overview of the methodology and illustrates example usage for asset selection, buy/sell timing decisions, and portfolio analysis.
Bio: Nathan is the founder of Tidd Laboratories, Inc., a quantitative research firm that helps active equity managers outperform using the unique insights from the firm’s innovative P/E Factor Models.
Prior to founding Tidd Labs, Nathan served on the operating committee of MSCI Inc., where he headed the Barra Portfolio Analytics division. Nathan has previously held executive and management positions at Morgan Stanley, Barra International, hedge fund Horizon Management Ltd, and software provider Corel Inc. He holds an MBA from INSEAD, an undergraduate degree in Finance from Brigham Young University, and is a CFA Charterholder.
Nathan Tidd, Tidd Laboratories