The recent coronavirus turmoil gave a fascinating insight into the way different factors behave during periods of market stress. Academically proven factors such as low volatility offered investors unique ways to either exploit alpha and reduce risk through rules-based, systematic strategies.
The heightened volatility has done little to affect investor appetite for smart beta which recently surpassed the $1trn assets mark. Studying how factors performed during this period will be a constant theme throughout the event while there will also be a deep dive into the product innovation taking place in the space.
ESG also came through coronavirus with flying colours as investors continued to pile into sustainable ETFs despite almost all other areas of the market seeing outflows. Why this was and whether there is anything stopping the green revolution will also be analysed.
This digital event will bring together some of the brightest minds from across the quantitative investing landscape to explore a whole range of areas within the smart beta, factor and ESG investing ecosystem.
The two-day event, taking place on 23-24 September, is exclusively aimed at investors from the institutional, wealth management and private banking spaces. Participation is subject to approval by ETF Stream.
2-2:10pm: Opening Remarks by ETF Stream
2.10-2:40pm: Opening Keynote
2.40-3:10pm: 1 on 1 interview
Andrew Lapthorne, Global Head of Quantitative Research, Société Générale
3.10-3:30pm: Guest Keynote
Riccardo Rebonato, Professor of Finance, EDHEC Risk-Institute
3:30-4pm: Networking Break (1-1 meetings)
4-4:45pm: Smart beta unwrapped: How investors use factors ETFs during heightened volatility
The smart beta and factor investing revolution continues to roll on despite the increased volatility in the market and with it brings a whole host of investors looking to add alpha using rules-based systematic strategies. From simple single factor strategies to complex multi-factor ETFs, there are a number of ways investors can slice and dice the market. This panel will explore the different methods investors use to gain an edge in the market especially during periods of market stress.
Moderator: Tom Eckett, Deputy Editor, ETF Stream
Panellists: Gilles Prince, CIO, Edmond de Rothschild
Nicolas Rabener, Founder & CEO, FactorResearch
4:45-5:15pm: 1 on 1 interview
Jason Hsu, Founder, Chairman and CIO, Rayliant Global Advisors
9-9:10am: Opening Remarks by ETF Stream
9:10-9:40am: Opening Keynote
9:40-10:10am: 1 on 1 interview
Rob Arnott, Founder and Chairman, Research Affiliates
10:10-10:30am: Guest Keynote
Anaelle Ubaldino, Head of Quant Advisory, Koris International
10:30-11am: Networking Break (1-1 meetings)
11am-11:45am: Unwrapping the E, S and G: Improving risk-adjusted returns through sustainable investing
What is driving returns when investing in ESG ETFs? With ESG exploding onto the mainstream, this has become an increasing focus for investors. While there is an abundance of academic literature on the topic, the jury is still out. This panel will take a look at the key return drivers of ESG products while analysing the importance of the E, S and G when incorporating sustainable factors in portfolios.
Moderator: Tom Eckett, Deputy Editor, ETF Stream
Panellists: Niina Arkko, Responsible Investment Analyst, Ilmarinen
Victor Gomez, Founder and CEO, BITA
11:45-12:15pm: 1 on 1 interview
Elroy Dimson, Chairman of the Centre for Endowment Asset Management, University of Cambridge
Closing remarks and end of session review by ETF Stream
David Stevenson & Tom Eckett
