VIDEO SERIES

Main topics covered:

• Background, coverage, investment style
• Alternative data evolution - Majestic, intro of MScience/Yipit
• Why do stock prices move?
• Data-driven stock price movements are on a spectrum
• Investment process as a mosaic
• BURL – data, building block of valuation, timing, stock price reaction
• Forecasting KPIs - fill period & confidence
• Sell-side numbers, buyside whisper, investor positioning
• Alt data modeling nuances, non-traditional alt data sectors

Main topics covered:

• Shorting WW (Weight Watchers) deep dive
• Alt data – catalysts & path to getting paid
• Could you still apply the WW alt data short today?

Main topics covered:

• How to generate an idea
• How do you measure impact of data on stock prices? Inflections, quant strategy
• Do you have a different to approach to idea generation for non-alt-data names?
• Idea generation framework
• Using data in your overall process – model relevance, portfolio construction, expectations
• Alt data forecasts and feature selection (NFLX, META, SNAP)
• Simpler vs more complex models
• Multiples sensitivity to data: biz model, free float, borrow rates (subscription vs cyclical vs transaction-oriented)