Scientific Beta

The latest issue of Scientific Beta's quarterly newsletter focuses on the topics of Scientific Beta's new defensive solution, how to improve portfolio diversification with single factor indices, and Scientific Beta's new Historical Volatility Adjustment risk control option. It also features interviews with Steven Taylor, Assistant Executive Director for Special Projects at Greater Manchester Pension Fund, discussing the recent decision to invest in a low carbon version of a Scientific Beta multi-factor index, and Valérie Baudson, CEO of CPR AM and of the Amundi ETF, Indexing & Smart Beta Business Line, who assesses the partnership with Scientific Beta five years after the launch of the first ETF, together with the latest performance report and other regular features such as recent research publications, forthcoming events and news.

The latest issue of Scientific Beta's quarterly newsletter focuses on the following topics: 

• Important Operation for the Future Development of Scientific Beta Announced
• Scientific Beta Launches New Defensive Solution
• Improving Portfolio Diversification with Single Factor Indices
• Scientific Beta Offering New Historical Volatility Adjustment Risk Control Option for its Flagship Indices

The newsletter also features interviews with Steven Taylor, Assistant Executive Director for Special Projects at Greater Manchester Pension Fund, discussing the recent decision to invest in a low carbon version of a Scientific Beta multi-factor index, and Valérie Baudson, CEO of CPR AM and of the Amundi ETF, Indexing & Smart Beta Business Line, who assesses the partnership with Scientific Beta five years after the launch of the first ETF. It also provides performance data for Scientific Beta multi smart factor indices at 31 December 2019, together with links to Scientific Beta's latest research publications, information about forthcoming events, news, and a press review.

To subscribe to this complimentary newsletter, please send an e-mail to newsletter.info@mail.scientificbeta.com.