Webinar: Securities Lending Data for Data Geeks and Quants

Webinar

Wednesday February 18, 2-3PM EST / 19-20h London / 20-21h Paris/Frankfurt

The uses of securities lending market data are evolving. This webinar is intended for a quantitative/technical audience looking to understand differences in data sets and how securities lending data can be used in practice. Join Hanweck, DataLend and State Street Securities Finance for a discussion on current trends and opportunities.

Click here to register: https://attendee.gotowebinar.com/register/5111695916691210499

Topics include:

• Types of securities lending data
• Who needs what securities finance data and why
• What can be learned from back testing
• General Collateral vs. specials – are the data sources the same or different
• Arbitrages between data sets

This event is free for all market participants.

Featured Panelists

Bob Levy, Head of Business Development, Hanweck

Chris Benedict, Director, DataLend

Nick Delikaris, Global Head of Trading and Algorithmic Strategies, State Street Securities Finance

Moderator

Josh Galper, Managing Principal, Finadium

Click here to register: https://attendee.gotowebinar.com/register/5111695916691210499