Wed, Apr 26, 2017
Welcome Guest
Free Trial RSS
Get FREE trial access to our award winning publications
Opalesque Radio

Robust Forecasting for EM and Frontier Markets
Radio Feature 135: Sona Blessing in conversation with David Vavra
Wednesday, November 16, 2016

radio David Vavra is a managing partner at OGResearch, a boutique forecasting and consulting firm, that specialises in monitoring and modelling, emerging and frontier market macroeconomic risks.

In this Podcast he shares insights on, amongst others:
- How they condition and adapt their models and forecasts based on observing and identifying stress factors and how these propagate through financial markets
- Achieving model robustness by focusing on structural relationships as opposed to embracing a strictly statistical approach
- The ability to differentiate between perceived and actual risk and how these forecasts can be used to navigate and determine investment opportunities

 Download this feature as MP3 (14.59 MB)

Listen to the complete feature
Robust Forecasting for EM and Frontier Markets

Duration: 10:37 


Or listen to selected sub-features
  • Q1 - Could you talk us through your approach to macroeconomic modelling?

    Duration: 01:43 

  • Q2 - What sort of indicators and data points does the model use, and what sort of forecasts can it make?

    Duration: 01:15 

  • Q3 - Could you share a case study to illustrate how you condition and adapt a model?

    Duration: 01:03 

  • Q4 - What is the time horizon for these forecasts, and how often are they updated?

    Duration: 00:46 

  • Q5 - How does the model behave in the context of unexpected and big, global-market-swing like events?

    Duration: 01:07 

  • Q6 - How would you say your approach differentiates itself from other providers?

    Duration: 00:37 

  • Q7 - Could you elaborate on a currency trend using an example?

    Duration: 00:55 

  • Q8 - Based on your model could you share some investment forecasts for 2017?

    Duration: 02:05 

  • Q9 - How do you customise a model?

    Duration: 01:08 

Radio Link
  • Top Forwarded
  • Top Tracked
  • Top Searched
  1. Investing - Hedge fund Ecofin says EDP bid for renewable energy unit 'egregiously low', Asia CIOs say "non" to Europe, Billionaire Mike Novogratz says he has 10% of his money in Bitcoin and Ether[more]

    Hedge fund Ecofin says EDP bid for renewable energy unit 'egregiously low' From London hedge fund firm Ecofin said an offer from Portugal's largest company EDP to buy 22.47 percent of subsidiary EDP Renovaveis "significantly undervalues" the company, in a letter to EDPR's bo

  2. Alternative asset firm YieldStreet surpasses $100m of loans funded in less than 8 quarters[more]

    Komfie Manalo, Opalesque Asia: Alternative asset investment platform YieldStreet reported that it has surpassed $100m in loans funded in less than eight quarters from accredited investors and single family offices. YieldStreet was founded by Milind Mehere and Michael Weisz. In a

  3. Investing - Investor appetite for high-growth IPOs to be tested, Apollo boosts fund's stock allowance for 'diamonds in the rough', Hedge funds uncertain over outlook for Hargreaves Lansdown[more]

    Investor appetite for high-growth IPOs to be tested From The US listings market is poised for a busy week with deals that will test investors' appetite for high-growth - but lossmaking - companies. Eight new listings are scheduled for this week, the most since October of 2016,

  4. Hedge funds holding Puerto Rico bonds are looking at a long battle[more]

    Komfie Manalo, Opalesque Asia: Hedge funds which bought Puerto Rico's distressed debt bonds are facing the prospect of a long road ahead to recover their investments as the Caribbean island is attempting to use a U.S. Congress-approved rule that allows it to exploit a bankruptcy-like proceedings

  5. Aris Wealth' quant indices fare well[more]

    Benedicte Gravrand, Opalesque Geneva: Last year, Geneva-based Aris Wealth Management launched indices sponsored by Societe Generale Corporate & Investment Banking. These indices replic