Factor Investing Strategy Briefing  -  Thursday 14 July 2022 - The Berkeley

Factor Investing Strategy Briefing - Thursday 14 July 2022 - The Berkeley

Actions and Detail Panel

Sales Ended

Date and time


The Berkeley

Wilton Place




United Kingdom

View map

Sales Have Ended

Registrations are closed

Thank you for applying to attend this ETF Strategy breakfast event on Factor Investing. Please note that your registration is an application to attend and does not guarantee admission. You will be informed in due course via email from the organisers as to whether your application has been successful or not. Priority will be given to investment professionals at discretionary fund managers, funds of funds, multi-managers, hedge funds, pension funds, endowments, family offices, private banks, private client wealth managers and IFA groups. **The automated email that follows immediately after submitting your registration is not confirmation of your place**

An exclusive event for portfolio managers, investment advisers, fund analysts and quants, exploring factor strategies through an ETF lens

About this event

Factor Investing Strategy Briefing (presented by ETF Strategy)

with expert speakers representing MSCI, FlexShares and Tabula and special guest speaker Professor Stefan Zohren, Deputy Director of Oxford-Man Institute of Quantitative Finance at the University of Oxford


Thursday 14th July 2022 / 08:15 AM – 11:30 AM


The Berkeley, Wilton Place, London SW1X 7RL


The event will provide delegates with an opportunity to hear from a series of leading investment brains on factor investing in the current evolving market regime. Our speakers will consider how factor-oriented strategies, ranging from pure single- and multi-factor methodologies to proprietary fundamentals-driven approaches, can be deployed to manage style and risk exposures, shore up portfolio robustness, enhance real income, and improve risk-adjusted returns.

Content will be delivered via a series of presentations followed by Q&A. Brunch will be served during a mid-morning interval.


The event will be held at The Berkeley Hotel on Wilton Place in the Knightsbridge / Belgravia area of London. The hotel, which is part of the luxury Maybourne group, is a very short walk from Hyde Park Corner and Knightsbridge underground stations. Victoria mainline station is also within walking distance.


MSCI, FlexShares ETFs, Tabula Group, and the Oxford-Man Institute of Quantitative Finance


08:15 - 09:00 Registration and networking

09:00 - 09:10 Welcome introduction | Simon Smith, MD, ETF Strategy

09:10 - 09:35 Navigating Market Cycles with Factor Investing | Hitendra Varsani, Managing Director, Global Solutions Research, MSCI

- Summarising the market landscape and performance of factors globally

- Reviewing defensive strategies and factor indexes designed to manage market volatility

- Exploring innovative factor tools and solutions to help investors build resilient portfolios throughout market cycles

09:35 - 10:00 Impact of Quality During Times of Inflation | Abhishek Gupta, Senior Quantitative Strategist, Northern Trust Asset Management

- Assessing the drawbacks of market-cap-weighted approaches during high inflation and high volatility regimes

- Analysing factor returns (quality, value, low volatility and dividends) during different inflation and volatility regimes

- Illustrating how the quality factor can be blended into portfolios to provide fortification and to enhance performance consistency across regimes

10:00 - 10:25 Networking brunch

10:25 - 10:50 Factor-Based Investing in Fixed Income: Putting Ideas into Practice | Danny White, Senior Portfolio Manager, Tabula Group

- Surveying the evidence of the presence of factors such as value, quality and momentum in credit markets

- Evaluating the performance of dedicated credit factor strategies and accounting for their (underwhelming) performance

- Identifying the challenges of traditional factor-based approaches to investing in credit

- Emphasising the importance of 'macro' factors over micro style factors as a determinant of performance when investing in credit markets

11:50 - 11:15 The Momentum Transformer: An Intelligent and Interpretable Deep Learning Trading Strategy | Professor Stefan Zohren, Deputy Director, Oxford-Man Institute of Quantitative Finance, University of Oxford

- Previewing some of OMI's most exciting research on factors and machine learning

- Introducing the Momentum Transformer, an attention-based deep learning trading model that intelligently rotates and blends momentum and mean-reversion strategies, basing its decisions on patterns in the data

- Demonstrating the model's inherent interpretability and remarkable structure in attention patterns with significant peaks of importance around momentum turning points

11:15 - 11:30 Networking


The event is aimed at buy-side investment professionals with discretionary investment authority or influence, including portfolio managers, investment advisers, fund analysts, quantitative strategists, and risk analysts from DFMs, private banks, private client wealth managers and FoFs/multi-managers.

Places are limited and strictly subject to approval by ETF Strategy. Attendance is free.

Presented by:

Factor Investing Strategy Briefing  -  Thursday 14 July 2022 - The Berkeley image