3Q Factor Research Quarterly

The Factor Research Quarterly webinar series is designed to share our most recent insights into the state of equity factors around current market events and trends. This quarter will focus around: -U.S. Election: volatility & performance -Real factor exposure: is it about sectors? -Factor valuations and forecasts -Up next: measuring monetary policy error Whether it’s referred to as smart beta, factor-tilts, systematic alpha, or Northern Trust Asset Management's own Engineered Equity; factor-based investing is the new paradigm in equity investing and an essential topic for sophisticated investors globally.