EVENTS
11 August 2020
Factor Investing in Singapore
Live Facebook Webinar
PAST EVENTS
13 November 2019
Factor Investing & Smart Beta: Theory vs Reality
Replay Available Now
20 September 2019
Institutional Dialogue London – “Liquid Alternatives: Alternative Enough?”
Presentation “Liquid Alternatives: Alternative Enough?” provides an overview of liquid alternative mutual funds and hedge fund ETFs by highlighting performance, strategy characteristics, and use cases for equity portfolios.
9 May 2019
Exchange Traded Forum in Frankfurt – “Investing: The Past, Present, and Future”
Presentation “Investing: The Past, Present, and Future” that discusses separating beta and alpha via Warren Buffett’s outperformance, potential pitfalls of smart beta ETFs, and replicating hedge fund and private equity strategies.
13 February 2019
Smart Beta Webinar
11am EST / 4pm London time
8 January 2019
Monthly Factor Performance & Research Update Webinar – 2019 01
11am EST / 4pm London time
Agenda
Monthly factor performance update
Research Topic 1: Factor Optimisation
Research Topic 2: Private Equity: The Emperor Has No Clothes
Research Topic 3: Factor Investing in China
Q&A
3 December 2018
Monthly Factor Performance & Research Update Webinar – 2018 12
11am EST / 4pm London time
Agenda
Monthly factor performance update
Research Topic 1: The Rise of the Zombie Stocks
Research Topic 2: Statistical Arbitrage in the US
Research Topic 3: The Dark Side of Low Volatility-Stocks
Q&A
1 November 2018
Monthly Factor Performance & Research Update Webinar – 2018 11
11am EST / 3pm London time
Agenda
Monthly factor performance update
Research Topic 1: Improving the Odds of Value
Research Topic 2: Factor Investing in Micro and Small Caps
Research Topic 3: Liquid Alternatives: Liquid Enough?
Q&A
1 October 2018
Monthly Factor Performance & Research Update Webinar – 2018 10
11am EST / 4pm London time
Agenda
Monthly factor performance update
Research Topic 1: Volatility, Dispersion, Correlation – Friends or Foes?
Research Topic 2: Chasing Mutual Fund Performance
Research Topic 3: Low Volatility, Low Beta & Low Correlation
Q&A
2 August 2018
Monthly Factor Performance & Research Update Webinar – 2018 08
11am EST / 4pm London time
Agenda
Monthly factor performance update
Research Topic 1: Factor Crowding Model
Research Topic 2: Stock Portfolio Optimisation
Research Topic 3: Impact of Single Stocks on Factor Returns
Q&A
2 July 2018
Monthly Factor Performance & Research Update Webinar – 2018 07
11am EST / 4pm London time
Agenda
Monthly factor performance update
Research Topic 1: Tactical Mean-Reversion
Research Topic 2: Market Timing with Multiples, Momentum & Volatility
Research Topic 3: Sector versus Country Momentum
Q&A
1 June 2018
Monthly Factor Performance & Research Update Webinar – 2018 06
11am EST / 4pm London time
Agenda
Monthly factor performance update
Research Topic 1: Alpha Momentum
Research Topic 2: Value Factor: Comparing Valuation Metrics
Research Topic 3: Value Factor: Improving the Tax Efficiency
Q&A
2 May 2018
Monthly Factor Performance & Research Update Webinar – 2018 05
11am EST / 4pm London time
Agenda
Monthly factor performance update
Research Topic 1: Low Volatility Factor: Interest-rate Sensitivity & Sector-Neutrality
Research Topic 2: Smart Beta or Smart Marketing?
Research Topic 3: Factor Exposure Analysis: Dow Jones
Q&A
18 April 2018
Smart Beta Europe Conference
Cass Business School, London, UK
Agenda: Recent Explorations in the Factor Investing Space
3 April 2018
Monthly Factor Performance & Research Update Webinar – 2018 04
11am EST / 4pm London time
Agenda
Monthly factor performance update
Research Topic 1: Equity Factors & GDP Growth
Research Topic 2: Sequential Model: Sorting by 5 Factors
Research Topic 3: Factor Construction: Portfolio Rebalancing
Q&A
2 March 2018
Monthly Factor Performance & Research Update Webinar – 2018 03
4pm London time / 11am EST
Agenda
Monthly factor performance update
Research Topic 1: White Paper: Factor Allocation Models
Research Topic 2: Value Factor: Intra versus Cross-Sector
Research Topic 3: Value & Momentum Factor Portfolios
Q&A
2 February 2018
Monthly Factor Performance & Research Update Webinar – 2018 02
4pm London time / 11am EST
Agenda
Monthly factor performance update
Research Topic 1: White paper: Multi-factor Models 101
Research Topic 2: Mean-Reversion on Equity Index Level
Research Topic 3: Factor Investing: Gross to Net Returns
Q&A
4 January 2018
Monthly Factor Performance & Research Update Webinar – 2018 01
4pm London time / 11am EST
Agenda
Monthly factor performance update
Research Topic 1: Quant Strategies in the Cryptocurrency Space
Research Topic 2: Hedge Fund Factor Exposure & Alternatives
Research Topic 3: Intersectional Model: Sorting by 7 Factors
Q&A
4 December 2017
Monthly Factor Performance & Research Update Webinar– 2017 12
2pm London time / 9am EST
Agenda
Monthly factor performance update
Research Topic 1: Hedging Market Crashes with Factor Exposure
Research Topic 2: Factor Returns: Small vs Large Caps
Research Topic 3: Resist the Siren Call of High Dividends
Q&A
2 November 2017
Monthly Factor Performance & Research Update Webinar– 2017 11
2pm London time / 10am EST
Agenda
Monthly factor performance update
Research Topic 1: Death, Taxes, and Mean-Reversion?
Research Topic 2: Quality Factor: Zero Alpha for Most Investors?
Research Topic 3: Factor Allocation 101: Equal vs Volatility-Weighted?
Q&A