BlackRock, City of London

23rd January 2018

We are delighted to present material from our Practitioner Seminar on 23rd January 2018.

We have a wonderful program of 7 speakers, all from practicing quants. As per our usual format, half of these presentations will be accompanied by an academic discussant.

In the morning we focus on the discipline of factor investing, and with recent presentations at INQUIRE from the academic community questioning if the academic study of factors has been sufficiently rigorous, it’s nice to hear from those that use the methods in practice.

Ashley Lester at Schroders will open the session, followed by Hens Steehouwer at Ortec Finance and Katharina Schwaiger at BlackRock. All will present their recent research related to factor investing and timing.

We will have four speakers in the afternoon. Just after lunch we switch gear and consider climate change with a talk from Rodrigo Dupleich at UBS Global Asset Management. Next, on the topical subject of passive investment from MSCI; then liquidity from Daniel Giamouridis at Bank of America Merrill Lynch, then finally we’ll see an example on using new sources of data to predict company sales from Giuliano de Rossi at Macquarie.