Big Data and the Future Value of Sell-Side Research

Monday, June 3, 2019 | 3:00PM - 4:00PM | Room: Grand Sonoran G  |   Business Insights & Capital Markets

 |  Richard Hockley | Michael Steele, CFA, IRC | Mickey Cooper |

The buy-side/sell-side model is evolving in response to a number of recent factors: regulatory changes, the rise of indexing, shrinking commissions and access to new technologies. In this session we will examine how one of these drivers, the proliferation of alternative data resources, impacts the buy-side investment process and future role of the sell-side analyst. What kind of "big data" does the buy-side use, how do they harness, cleanse and apply it? As part of the discussion we will examine two case studies of real instances where specific big data techniques were used to validate or disprove an investment thesis. Panelists will also weigh in on what IROs, as gatekeepers for their companies, can do to proactively navigate this trend.

Learning Objectives:
  • Gain an understanding of what "big data" means in the context of making investment and trading decisions
  • Learn how alternative data is impacting the buy-side and sell-side model and what that means for the corporate IR role