Financial Engineering Practitioners Seminar: Jim Shinn
Date: March 09, 2015 from 6:00 pm to 7:30 pm EDT
Location: Davis Auditorium, CEPSR Building
Contact: For further information regarding this event, please contact IEOR Department by sending email to .
Info: Click Here to Visit Website.
Bookmark and Share

Title: Political Events, Asset Pricing, and Data Analytics

Abstract: Global macro hedge funds often distinguish between economic, financial and political risk in formulating trades, and many portfolio strategists believe that the political risk factor is becoming both more important in affecting asset prices and more difficult to estimate.  What factors may account for the increasing salience of political risk, how do political events move asset prices historically, and what techniques are available to forecast political event outcomes in the future?  Some general observations and some specific examples are drawn from the Kensho data analytics platform for historical effects and the Predata predictive analytics platform for future events. 

Bio: Jim Shinn is Lecturer at Princeton's School of Engineering and Applied Science and Chairman of Teneo Intelligence, a political risk advisory firm based in New York and London. He also serves on the advisory boards of CQS, a London-based hedge fund, Kenshō Financial, a Cambridge-based data analytics firm, and Predata, a New York-based predictive analytics firm. During the 1980's Jim worked as a manager and entrepreneur in Silicon Valley, first at AMD, a semiconductor firm, and then Dialogic, a digital signal processing software firm, which he co-founded. From 2006~8 he served as Assistant Secretary for Asia in the Department of Defense, where his area of policy responsibility ranged from Herat to Honolulu and included, notably, the War in Afghanistan. Prior to the Pentagon, he was the National Intelligence Officer for East Asia at the Central Intelligence Agency. He has a BA from Princeton, MBA from Harvard, and PhD from Princeton.