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Registrations are closed
Thank you for applying to attend our Factor Investing Strategy Briefing breakfast/brunch event. 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 (ETF Strategy) 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**
Factor Investing Strategy Briefing - Thursday 29th June - The Connaught
The Factor Investing Strategy Briefing will explore smart beta and single- and multi-factor strategies through the lens of an ETF investor.
Date and time
Location
The Connaught
16 Carlos Place Mayfair London W1K 2AL United KingdomAbout this event
Emerging Markets Strategy Briefing
Presented by ETF Strategy with expert speakers from Goldman Sachs Asset Management, FlexShares (part of Northern Trust Asset Management), First Trust, MSCI and WisdomTree.
Date / Time
Thursday 29th June 2023 / 08:15 – 11:45
Location
The Connaught, 16 Carlos Place, London W1K 2AL
Summary
An invitation-only breakfast event for portfolio managers, investment advisers and fund analysts, exploring factor and smart beta investing through the lens of an ETF investor. The event will consider how factor-oriented products, ranging from pure single- and multi-factor strategies to proprietary fundamentals-driven approaches, can be deployed to manage style and risk exposures, shore up portfolio robustness, enhance income, and improve risk-adjusted returns.
Venue
The event will be held at The Connaught, based in the heart of Mayfair. The world-famous hotel, which is part of the luxury Maybourne collection and a sister hotel to Claridge’s, is a short walk from Bond Street and Green Park underground stations.
Agenda
08:15 - 08:55 Registration and networking
08:55 - 09:00 Welcome Introduction | Simon Smith, MD, ETF Strategy
09:00 - 09:25 Equity Factors - Investor Views and Research Insights | Ben Garland, Executive Director & EMEA Head of Factor Index Products, MSCI
- A renewed investor faith in equity factors
- The Growth vs. Value trade and other factor rotation trends
- The recognition of factors as key performance drivers
- An evolution of factors to reflect a changing landscape
- The convergence of factors with other investment themes
09:25 - 09:50 Factor Portfolios – Avoid the Hidden Risks! | Abhishek Gupta, Senior Quantitative Strategist, Northern Trust Asset Management
- Not all risks in the market are compensated. A factor portfolio such as Dividend and Low Volatility, if not controlled for, can pick up unintended sources of risk
- These unintended risks may result in unexpected investment outcomes from the portfolio
- Our meta study shows that a lot of risk in factor portfolios is driven by unintended/unrewarded risks
- A systematic multi-factor approach to Dividend and Low Volatility investing might be better adapted to deliver on investment outcomes in the current macro environment
09:50 - 10:15 Paris and Smart Beta Aligned: Why Take a Multi-Factor Approach for Climate Investing | Romain Bocher, Executive Director – Quantitative Investment Strategies (QIS), Goldman Sachs Asset Management
- Climate-aware equity indices come with unintended style exposures that may hurt performance, as evidenced by what happened in 2022 with the Value rally
- The Goldman Sachs ActiveBeta Paris-aligned Equity suite seeks to enhance the profile of EU Paris-Aligned Benchmarks through style diversification
- Based on research results, the Goldman Sachs Active Beta strategies allocate to well-documented smart beta factors using a rules-based, transparent methodology
- The objective is to combine the ambition of a net-zero by 2050 with long-term financial objectives, while adding clarity to understanding performance
10:15 - 10:45 Networking breakfast
10:45 - 11:10 Navigating Uncertainty with Value, Momentum, and Alternative Carry | Anthony Beevers, Portfolio Manager, First Trust Global Portfolios
- Highlighting how factors can generate objective, time-tested rules for buying and selling in volatile markets
- Demonstrating why Value continues to look particularly appealing in the present market environment
- Understanding how using alternative carry as a liquid alternative can potentially optimise returns and minimise correlation with broad asset classes
11:10 - 11:35 Quality – A Factor for All Worlds | Pierre Debru, Head of Quantitative Research & Multi Asset Solutions, WisdomTree Europe
- The “all-weatherness” of dividend-growing, high-quality stocks means they tend to perform consistently across the business cycle and in different market environments
- Quality strategies can help build wealth over the long term whilst being defensive during economic downturns
- High-quality companies have outperformed in the long term and, with the right focus on valuation, can outperform in growth-driven or value-driven markets
- Quality acts defensively thanks to investors’ tendency to “fly to Quality” in uncertain times
11:35 - 11:45 Conclusion of Briefing
(Delegates are welcome to remain behind to network with speakers)
Audience
The event is aimed at buy-side investment professionals with discretionary investment authority or influence, including portfolio managers, investment advisers and fund analysts from DFMs, private banks, private client wealth managers, FoFs/multi-managers and IFA groups.
Places are limited and subject to verification and approval by ETF Strategy.
Attendance is free.
Presented by:
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