Scientific Beta

Machine learning promises to enhance returns by digging into deeper data sets and exploiting dynamic, non-linear patterns. But AI’s scale and flexibility often come with higher turnover – within less liquid assets. Can the paper tigers really bite? 


Overview

Machine learning promises to enhance returns by digging into deeper data sets and dynamically exploiting non-linear patterns. But AI’s scale and flexibility often come with higher turnover – within less liquid assets. Can the paper tigers really bite?

At Scientific Beta, AInhanced investing builds on our core expertise in factor research and robust implementation. We don’t treat AI as a black box overlay, but as an extension of a disciplined, academically-grounded investment framework.

For the benefits of AI techniques to survive after transaction costs, Scientific Beta embeds trading cost control directly into the engine of its AInhanced equity factor strategies. We don’t simply slow the machine down – we select the signals that are worth trading.

And AInhanced investing is not limited to high-frequency, long/short strategies. It can be applied to liquid, long-only equity portfolios – delivering enhanced outcomes with controlled turnover and tracking error.

Join our upcoming webinar to find out more!

Speakers

Erik Christiansen is Head of Investment Solutions at Scientific Beta. Working closely with the research, index construction and business development teams, he is a link between investors and Scientific Beta’s research and index design capabilities. He identifies new needs, and market trends and communicates the value proposition of Scientific Beta’s solutions to clients and other institutional investors. This includes both the flagship offering and the tailored investment strategies, and both factor indices and ESG/Climate offerings. He was previously Head of Investment Strategy with ERAFP, the mandatory pension scheme for French civil servants, where he was responsible for implementing the equity, asset allocation and ESG strategies. He has also previously worked as a Methodology Coordinator and Analyst at V.E, the ESG rating agency that is now part of Moody’s ESG. Erik holds a Master’s degree in Management from the ESCP Business School and is a CFA charterholder.

Mikheil Esakia a Senior Quantitative Research Analyst at Scientific Beta and a PhD candidate at the EDHEC Business School. His research focuses on empirical asset pricing, and his work has been published in the Financial Analysts Journal, Journal of Portfolio Management, and Journal of Investing. Before joining Scientific Beta, he worked as an Operational Risk Analyst at Liberty Bank, Georgia. He holds a Master’s degree in Finance from EDHEC Business School and a Bachelor's degree from Free University of Tbilisi. In 2023, Mikheil and Felix Goltz have won the 2023 Graham and Dodd Awards of Excellence for their recent research on Macroeconomic Exposures in Equity Portfolios.

Date/Time

Tuesday, 9 June, 2026 at 4pm CEST / 3pm BST / 10am US & Canada Eastern Time.

Registration

To watch the webinar replay, please visit the dedicated registration page.