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EDS at the Wolfe Research Macro/Quant Conference:
Risk Management Using Wolfe Factors

Experience how powerful and intuitive Wolfe Factors can be inside the EDS Platform – A 30 minute Webinar with our Partner Wolfe Research. Or read on for a brief review.

  1. Hear from Wolfe about their EDS experience (0 – 40 seconds)
  2. Learn about EDS (2 – 8 minutes)
  3. View your own private demo! (8 – 23 minutes)
  4. Amazing questions, such as alpha simulation, platform and data flexibility, reporting & intra-day: (23 – 30 minutes) 

Risk Decomposition ( 8 - 14 Minutes)

Ben Lieblich, Chief Data Scientist of EDS, highlights how EDS helps fundamental clients understand risk from the top down to individual positions in one dashboard, with only a few clicks:
 
  • Takeaway: A flexible dashboard, showcasing annual and daily volatility, VAR, alpha (asset selection) & factors from any model you have access to – sliders provide easy time-series analysis. Select a factor, customize by strategy, geography, team, etc. and individual positions with flexible columns appears on the lower right. 
  • Takeaway: Wolfe is unique in its factor library composition – in addition to traditional factors, they include risk from energy exposure, short interest, interest rates, earnings revision & crowding. Listen to the presentation to see how Ben takes us through an example regarding the short short interest factor. 

Clients have simple, actionable scorecards, that provide instant perspective on market flows and themes, even amidst the most dislocated markets. 

Table 1. EDS Risk Decomposition Dashboard

Factor Performance Attribution ( 14 - 20 Minutes)

Ben Lieblich, highlights how EDS helps fundamental clients understand performance from the top down to individual positions in one dashboard, with only a few clicks:
 
  • Takeaway: A flexible dashboard, showcasing portfolio and position level alpha, factor & trading performance, from any model you have access to – sliders provide easy time-series analysis.  
  • Takeaway: Easily view performance from multiple angles – industries, oil, short interest, interest rates, earnings revision & crowding. Listen to the presentation to see how Ben takes us through multiple examples of how fundamental managers are utilizing EDS & Wolfe to make better decisions. EDS also provides easy-to-use and flexible traditional attribution, such as sortino, sharpe, up/dn months, hit rations, by analyst, geography, sector, etc – one EDS for all your needs.  
Table 2. EDS Factor Performance Attribution

Stress Testing & Drawdown Analysis ( 20 - 23 Minutes)

Ben Lieblich, highlights how EDS helps fundamental clients stress test portfolios with only a few clicks:
 
  • Takeaway: High performance, configurable dashboards, that show factor performance and automated drawdown analysis across any historical period – features include time sliders, Drawdown type, Benchmark 
  • Takeaway: Easily view performance from multiple angles – industries, oil, short interest, interest rates, earnings revision & crowding. Listen to the presentation to see how Ben takes us through multiple examples of how fundamental managers are utilizing EDS & Wolfe to make better decisions. 
Simple & Seamless Stress testing and Drawdown Analysis 
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