Scientific Beta

Eric Shirbini, Global Research and Investment Solutions Director at ERI Scientific Beta, will be hosting an IPE webcast on the theme "Factor Investing in Long/Short Strategies", on 30 January, 2018 at 3.00pm GMT. 

Eric Shirbini, Global Research and Investment Solutions Director at ERI Scientific Beta, will be hosting a webcast on 30 January, 2018 at 3.00pm GMT, organised by IPE, on the theme "Factor Investing in Long/Short Strategies".

Long/short factor strategies allow well-documented factor premia to be harvested and hedging out market risk effectively cancels a major source of risk. Market-neutral factor strategies can be useful additions to portfolios with strong market exposure due to low correlation with directional market risk.

The webcast, moderated by Brendan Maton of IPE, will explore the following points:

• The challenges of a robust performance approach in the case of long/short multi-factor strategies
• Improving factor spreads without sacrificing performance stability: the challenge of allocating between factors adapted to long/short strategies
• How to ensure real market neutrality of long/short factor strategies
• The importance of investability of long/short strategies in factor investing

Eric Shirbini, PhD, is Global Research and Investment Solutions Director with ERI Scientific Beta. Prior to joining EDHEC-Risk Institute in 2011, Eric worked for close to twenty years 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.