FC MARKET SENTIMENT |
58.47 30-Day Change: 1.52% 
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“With First Coverage, we can track stock performance, score broker input, and pin down the value of the brokers that are giving us their best, high-conviction ideas. Those are the brokers we do business with.” Scott Johnston, Chairman & Chief Investment Officer, Sterling Johnston Capital Management |
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White Papers
First Coverage provides an awarding-winning, web-based technology called The Community. An ultimate efficiency tool, it combines the features and functionality of an alpha capture system, a media sentiment engine and a meeting management tool.
Read and download white papers and case studies written by industry opinion leaders and our own on-staff experts, who provide valuable insight and views on problems facing the market.
“Historical Challenges with Written Research and Methods to Unlock Hidden Value” – September 2009
With the recent collapse and merging of several bulge bracket firms, research has become more fragmented and the best ideas are increasingly more difficult to isolate. Assets under management are down as are research dollars for many firms. Securing the best value and greatest returns has never been more critical to your investment process. Despite the changing research landscape, the inundation of communications coming from the sell-side remains the same.
With a 40% difference between the returns generated by the best and worst sell-side firms, it’s easy to see why some fundamental portfolio managers believe that written sell-side research can rarely generated significant value for them. Are you getting the most from your sell-side relationships? Learn how some sell-side research departments are generating data that has the potential to create substantial alpha. Understand the factors that currently impede the delivery of this valuable information from the sell-side to their buy-side clients as well as what you can do to unlock this value and generate additional alpha within your funds.
Click here to receive white paper via e-mail.
“Quantitative Investing: What’s Changed, Why it Changed and How to Generate Alpha in the New Normal of 2009” – May 2009
The quantitative meltdown of August 2007 brought massive losses and correlation at the tails. The curtains were pulled back, and chairs were pulled out from underneath. Quantshad rule as the market king since the dot.com bust of 2000. That all ended in the summer of 2007.
The market changed for quant funds since then. Many are having difficulty generating alpha with techniques that used to work well. Quantitative investors who have not corrected their strategies in reaction to these changes may continue to pay the price in the form of massive redemptions and lack lustre returns.
Learn what’s happened, what’s different since the meltdown, and how traditional market predictors have proven themselves inadequate dealing with the new market conditions. More importantly, understand what specific adjustments quantitative investors may undertake to better position themselves to generate strong returns in today’s new economic reality.