Scientific Beta

Daniel Aguet, Deputy CEO & Index Director at Scientific Beta, will be discussing concentration risk and its impact on the two pillars of diversified factor strategies, namely rewarded factors and diversification.

Scientific Beta will be participating in the 9th Annual Canada East Institutional Forum organised by Markets Group on 17-18 March, 2025 in Toronto, Ontario which aims to provide insight into selected areas of interest for the regional institutional investor community, including pensions, endowments, foundations, hospital plans, insurance companies and investment consultants. 

At the event, Daniel Aguet, Deputy CEO & Index Director at Scientific Beta, will be interviewed on the Impact of Concentration on Factor Strategies. This fireside chat will focus on concentration risk and its impact on the two pillars of diversified factor strategies, namely rewarded factors and diversification.
The concentration of performance in the largest cap affects both the performance of diversified strategies and the performance of rewarded factors. Investors should be aware of these impacts in order to address this risk if needed.

Daniel Aguet serves as Index Director and Deputy CEO at Scientific Beta, where he plays a central role in the development and design of factor, climate and enhanced equity strategies. With extensive experience in quantitative finance and index design, he has been instrumental in advancing Scientific Beta's mission of providing research-backed systematic equity strategies to institutional investors. His expertise spans both the theoretical foundations of factor and climate investing and their practical implementation in institutional portfolios. Prior to his current role, Daniel worked as a Quantitative Investment Manager in the asset management industry for more than 10 years. Daniel has authored several papers published in practitioner journals on the design of systematic strategies. Daniel is a Chartered Alternative Investment Analyst (CAIA) and holds a master’s degree in finance with a specialisation in Financial Engineering and Risk Management from HEC Lausanne.

Scientific Beta is pleased to be a gold sponsor of the event.