Register now for our live "Finding Alpha" webcast

Join FactSet for a series of insightful risk management webcasts, focusing on helping you produce alpha and create performance-enhanced portfolios.

FactSet's Wednesday webcast series starts November 4 at 2 p.m. EST/11 a.m. PST with Finding Alpha.

Register for this session now! Space is limited and available on a first-come, first-served basis.

Led by Dorie Kim, FactSet Quantitative Analytics Specialist, the session will focus on finding an alpha factor that fits your portfolio management process. Finding this factor involves understanding the returns, correlation and predictive power of factors through time, across different subgroups of securities. Learn more about the workflow of generating a stock scoring model that will be used in backtesting and production environments. Most importantly, find out how to produce alpha and create performance-enhanced portfolios with stop loss and lock gain rules.

Next, you'll move into a discussion of market risk and creating your own custom risk models. FactSet merges our alpha factor with common market risk factors such as beta, size, valuation and sectors, to create a risk model. This risk model will measure how well our alpha factor has been working and determine if the portfolio has effectively incorporated the potential alpha.

Dorie J. Kim is a Quantitative Analytics Specialist at FactSet. She is responsible for providing factor modeling, portfolio backtesting, and optimization tools as well as risk management solutions to a diversified client base in the West Coast. Prior to joining the group in 2008, she worked as a FactSet consultant supporting more than 20 buy-side firms in the Bay Area and New Mexico. She holds a BS degree in electrical engineering from the University of California, San Diego.

See the full series at www.factset.com/huntforalpha.