Where Alpha Begins: Building Stronger Signals with Fundamental Data

Sustainable alpha doesn’t come from models alone, it starts with the strength of the signals that feed them. As investment strategies grow more complex and data environments more crowded, the real differentiator is no longer access to more information, but the quality, consistency, and historical integrity of the foundational data behind every insight. In this environment, weak inputs don’t just dilute performance, they undermine conviction.

In this webinar, we’ll explore how stronger data foundations translate into stronger signals. We’ll examine the critical role connected fundamentals play in shaping signal reliability, transparency, and longevity—and why standardized, point in time data and deep historical coverage are essential to understanding how alpha behaves in the real world, especially across shifting market regimes.

Join us to explore:

• How S&P Global’s fundamental data stack supports alpha research, providing the depth, breadth, and history required for robust signal development
• Why standardized, point in time data is essential for real world decision making, from research and testing to validation and deployment
• How high quality inputs translate into differentiated, alpha generating signals, illustrated with factor based examples
• How signal performance evolves across market regimes, helping investors understand what works, when and why
• How institutional grade data enables confident deployment, powering models, screens, and analysis with transparency and trust

Speakers

Chris Mowbray

Executive Director, Head of Product Management, Data Solutions
S&P Global Market Intelligence

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