Factor Research Quarterly: Recalibrating Factor Portfolios for Volatility

Presented by

Michael Hunstad, PhD, Head of Quantitative Strategies, and Manan Mehta, Senior Quantitative Research Analyst

About this talk

Market volatility persists and volatility spikes are becoming more frequent. Recently, interest rates have started moving lower and are expected to continue their decline. Add in lower global growth forecasts and it’s time to revisit expectations for factor performance. Join the Quantitative Research team as they explore the following topics: -Structural shifts in the market volatility regime and how Low Volatility and other factors stand to benefit. -Factor performance across interest rate regimes and how factor strategies with better risk controls help manage interest rate risk across the portfolio. -Factor performance and valuation globally.

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