Unlocking Financial Data: A Practical Guide to Technology for Equity and Fixed Income Analysts
| Author | : | |
| Rating | : | 4.51 (936 Votes) |
| Asin | : | 1491973250 |
| Format Type | : | paperback |
| Number of Pages | : | 325 Pages |
| Publish Date | : | 2018-01-14 |
| Language | : | English |
DESCRIPTION:
Justin Pauley is a Senior Structured Credit Analyst at Brigade Capital Management, an asset manager based in New York. At Brigade, Justin’s responsibilities include making investment recommendations, executing trades, and developing the systems used to analyze and value complex investments. Justin started his career in Wachovia’s technology department, developing front-office applications for analysts and traders. Prior to joining Brigade, Justin
Justin started his career in Wachovia’s technology department, developing front-office applications for analysts and traders. About the AuthorJustin Pauley is a Senior Structured Credit Analyst at Brigade Capital Management, an asset manager based in New York. At Brigade, Justin’s responsibilities include making investment recommendations, executing trades, and developing the systems used to analyze and value complex investments. He has been published in The Journal of Structured Finance, quoted in publications such as the Wall Street Journal and Bloomberg News, and spoke on numerous panels at finance related conferences.. Prior to joining Brigade, Justin headed CLO Strategy at the Royal Bank of Scotland where he published monthly reports to investors and developed bond analytic systems
For portfolio managers, this book demonstrates how to create professional summary reports that contain a high-level view of a portfolio’s performance, growth, risk-adjusted return, and composition. If you are a programmer, this book also contains a parallel path that covers the same topics using C#.Topics include:Access additional data that isn’t visible on Bloomberg screensCreate tables containing corporate data that makes it possible to compare multiple companies, bonds, or loans side-by- sideBuild one-page analytic (“Tear Sheet”) reports for individual companies that incorporates important financials, custom notes, relative value comparison of the company to its peers, and price trends with research analyst targetsBuild two-page portfolio summary report that contains a high-level view of the portfolio’s performance, growth, risk-adjusted return, and compositionExplore daily prices and facility information for most of the tradable corporate bond and loan marketDetermine the relationship between two securities (or index) using correlation and regressionCompare each security’s performance to a cohort made of up of securities with similar risk and return characteristicsMeasure portfolio risk-adjusted return by calculating variance, standard deviation, and Sharpe ratioUse Markit data to identify meaningful trends in prices, new issue spreads, and refinancings. This book will show analysts, step-b