James Yeo, Equity Strategist at Bank of America Securities
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James Yeo


Equity Strategist
Bank of America Securities

Conference Day Two: March 18 2020

Wednesday, March 18th, 2020


4:00 PM NLP meets Glassdoor and BofAML US equity fundamental analysts research reports

- Extracting alpha from Glassdoor by applying NLP to reviews
- Discuss new proprietary BofAML Analyst Tone signal, applying NLP to US equity research reports for sector rotation trading strategy
- Detecting ‘deception’: Analyzing earnings calls transcripts as a management quality factor

4:40 PM Panel: Sustainable investing for risk management vs alpha generation

- Understanding how to incorporate ESG into your portfolios  
- AI enabling the construction of new datasets for analysing sustainable investments 
- Combining ESG metrics with other data sources and types to assess sustainability performance