Scientific Beta

Good factor diversification is an essential element of the robustness of portfolio performance over the long-term. This special webinar, hosted by Eric Shirbini, Global Research and Investment Solutions Director at Scientific Beta, presents Scientific Beta Factor Analytics Services, which aims to evaluate and improve the diversification of global equity portfolios whatever their composition.

Overview

Good factor diversification is an essential element of the robustness of portfolio performance over the long term, and it is with this in mind that Scientific Beta launched a new service in 2019 named Scientific Beta Factor Analytics Services, which aims to evaluate and improve the diversification of global equity portfolios, whatever their composition. A link to an overview of this service can be found here.

In concrete terms, asset owners can improve the robustness of traditional strategies by correcting unbalanced factor exposures. As an illustration below, we use Scientific Beta long/short indices as completeness ingredients for a portfolio benchmarked to a traditional defensive index. Without changing the defensive bias of this index, whether involving low volatility exposure or low market beta, by improving its factor intensity and notably the undesired negative exposures to the other long-term rewarded factors, it is possible to improve the risk-adjusted ratio of this portfolio considerably.

 

 

 

 

 

 

 

 

Slides

To receive the slides from the webinar, please click here.

Host

The webinar was hosted by Eric Shirbini, Global Research and Investment Solutions Director at Scientific Beta. Prior to joining Scientific Beta, Eric worked for close to twenty years as a quantitative analyst for investment banks including UBS, BNP Paribas and Nomura International. During this time he worked on a diverse range of topics including multi-factor models, fundamental stock valuation, equity market indices, portfolio construction and portfolio trading. At Nomura International, he served as Director of Quantitative Research and at BNP Paribas, he managed a team of analysts who were responsible for the Global Equity Research Database. He holds a B.Sc. and a Ph.D. from University College London and an MBA from CASS Business School.

Date/Time

Thursday 14 May, 2020 at 4.00pm CET / 10.00am EST.