events

EVENTS

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

PAST EVENTS

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