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First Trust Global Portfolios

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  • [CPD]: Harness the Power of Quantitative Investing to Survive a Fee-Based Enviro
    [CPD]: Harness the Power of Quantitative Investing to Survive a Fee-Based Enviro Gregg Guerin, First Trust • Cameron Lilja, Nasdaq Global Indexes • Jay Gragnani, Nasdaq Dorsey Wright Recorded: Mar 15 2018 45 mins
    Nasdaq Dorsey Wright & First Trust Bring AlphaDEX® to European Advisors | .5 CPD Credit

    The growth of technology & fee based advisory in the United States has been a powerful driver of the adoption of ETFs and the outsourcing of Model Portfolios by financial advisors and wealth managers.

    MiFID II and the rise of robo advisors look set to reshape advisor business models and accelerate these same trends among investors in Europe.

    Nasdaq Dorsey Wright and First Trust have been at the forefront of this investing revolution in the United States, delivering quantitative asset allocation strategies and systematic smart beta ETFs to empower advisors to compete in this new world.

    The combination of Nasdaq Dorsey Wright Relative Strength Model Portfolios and First Trust AlphaDEX® ETFs is a powerful solution now available to advisors in Europe to enable them to potentially thrive in the era of the robo advisors.

    In this session participants will learn:
    -How to implement a systematic approach to asset allocation utilising ETFs
    -How to differentiate between smart beta exposures
    -Nasdaq Dorsey Wright relative strength asset allocation methodology
    -First Trust AlphaDEX® security selection strategy

    "AlphaDEX®" is a registered trademark of First Trust Portfolios L.P. First Trust Portfolios L.P. has obtained a patent for the AlphaDEX® stock selection methodology from the United States Patent and Trademark Office.

    Speakers:
    •Gregg Guerin, Senior Product Specialist, First Trust Global Portfolios
    •Cameron Lilja, Director of Research & Development, Nasdaq Global Information Services
    •Jay Gragnani, Head of Research & Client Engagement, Nasdaq Dorsey Wright
  • AlphaDEX – A behavioural approach to stock selection
    AlphaDEX – A behavioural approach to stock selection Gregg Guerin Recorded: Mar 8 2018 60 mins
    First Trust’s AlphaDEX® methodology combines proven fundamental factors in a range of systematic equity ETFs. First Trust has pioneered fundamentally based ETFs with over 10 years of AlphaDEX® track record. In this presentation, Gregg will introduce how to capture the three market anomalies (Size, Value, and Growth) from the Nobel-prize winning modern portfolio theory (MPT) to potentially outperform market capitalization weighted indices in various equity markets.
  • Defining Smart Beta
    Defining Smart Beta Gregg Guerin, Senior Product Specialist at First Trust Recorded: Feb 15 2018 39 mins
    Gregg will define Smart Beta while discussing how the First Trust’s AlphaDEX® UCITS ETF methodology seeks to capture Value, Momentum and Size market factors. Gregg has extensive academic knowledge of market anomalies and behavioural economics, and he will explore how and why these factors should persist.

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