Quant Equity Blog

Quant International Equity Opportunities at Schwab

The email message below was forwarded by Dan B. The email was posted to a broad mailing list of CQA Members. If you are interested, you may want to follow up directly with the original author of the email or check with Dan for a possible introduction. (FYI: Area code 312 is downtown Chicago.)

To: members@cqa.org
Subject: [Members] Data sources for international equities

Hi all,

Schwab is considering building a quantitative stock selection model(s) for international equities later this year. Many of you have blazed this research trail long before me, so if you would be so kind, I'd like to tap into your experience and wisdom.

A few questions:

1) What data vendors do you prefer for financial statements, analyst forecasts, and stock prices & returns?
2) Are there any good vendors of stock selection models covering international equities?
3) What were some of the tough issues and "gotcha's" you ran into in your R&D efforts?
4) Do you know of any Quantitative Analysts with hands-on model building experience in international equities who might be interested in joining Schwab to help us in this development effort?

Thanks for your input, and Happy New Year!

Gregory J. Forsythe, CFA
Sr. Vice President
Director of Schwab Equity Ratings
Charles Schwab & Co., Inc.
312-931-1520

posted by HDShea @ 12:26 PM