Seminar 217, Risk Management: Using Modern Data Science to Identify ETF Model Followers (Online)

Seminar 217, Risk Management: Using Modern Data Science to Identify ETF Model Followers (Online)

Feb 23, 2021, 11:00 AM - 12:30 PM | Online | Happening As Scheduled
Ananth Madhavan, Blackrock (Speaker)

ABSTRACT: Investors seeking low cost, automated, and tax aware solutions are increasingly turning to model portfolios that use exchange-traded funds (ETFs) as building blocks to achieve specific investment objectives. There is no regulatory requirement to track ETF model portfolio assets, flows, and performance. We use data science to identify models based on ownership data looking for clusters...