EVENTS
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
PAST EVENTS
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