Access Recording and White Paper

Performance Tests of Truvalue SASB Spotlight Events™

Quantitative research into the 5-year history of Truvalue Labs’ Spotlight Events found that ESG events can be traded with lower turnover and lower transactions costs than more typical news-driven trading strategies.

Submit the form to access the recording and white paper to learn:

  • How Truvalue Labs’ SASB Spotlight Events data evolve more slowly and offer notably more opportunity for price appreciation per trade relative to news-driven strategies that play out in under a week
  • Why these ESG events can be traded with lower turnover and lower transactions costs than more typical news-driven trading strategies

Speaker

Headshot_ShirleyBirman_BW

 

Shirley Birman
Quantitative Consultant
Truvalue Labs, a FactSet company