利用彭博企业数据创建优化的主题投资组合.pdf

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1、2024 Databricks Inc.All rights reservedThematic Thematic Investing Investing Katherine Laue and Michael BealKatherine Laue and Michael BealJune 2024June 202412024 Databricks Inc.All rights reserved2SpeakersSpeakersCoCo-Head of Enterprise Head of Enterprise Data ScienceData ScienceBloomberg L.P.Bloom

2、berg L.P.Cloud Integration Product Cloud Integration Product ManagerManagerBloomberg L.P.Bloomberg L.P.Michael BealMichael BealKatherine LaueKatherine Laue2024 Databricks Inc.All rights reservedData Science and Machine Learning TutorialData Science and Machine Learning Tutorial3CREATING OPTIMIZED TH

3、EMATIC CREATING OPTIMIZED THEMATIC INVESTMENT PORTFOLIOS WITH INVESTMENT PORTFOLIOS WITH BLOOMBERG ENTERPRISE DATA BLOOMBERG ENTERPRISE DATA AND A.I.AND A.I.2024 Databricks Inc.All rights reserved2024 Databricks Inc.All rights reserved4“OUR CLIENT WANTS“OUR CLIENT WANTS A SMARTER WAY TO A SMARTER WA

4、Y TO INVEST IN A.I.INVEST IN A.I.COMPANIES LIKE COMPANIES LIKE NVDA”NVDA”Can we have a few backtest ideas ready in Can we have a few backtest ideas ready in time for tomorrows followtime for tomorrows follow-up meeting?up meeting?2024 Databricks Inc.All rights reservedIdentify Seed CompanyIdentify S

5、imilar CompaniesFilter UniverseModel TrainingPortfolio Weighting Automated RebalancingBloomberg DataData ModelingWorkflowBloomberg DataData ModelingWorkflow5AgendaAgendaCOFI,Rev Segment,Sector KPIsSupply Chain,Facilities/BNEFNews,Transcripts and Descriptions ESG,Fund/Index Holdings,Thematic Classifi

6、cations,Equity&Credit Prices,Credit Risk and Ratings DataData Ingest:DL+solutions have been designed to facilitate seamless data integration Data Modeling:DL+combines Bloomberg Bulk,Per Security and Multi-Vendor ESG into a Unified Data Model.2024 Databricks Inc.All rights reserved2024 Databricks Inc