Hi [[ session.user.profile.firstName ]]

What’s in a weighting scheme?

Examining the fundamental relationship of weighing schemes and factor exposure.
Join Lingjuan Ma senior analyst at FTSE Russell, for an exploratory webinar where she will address the link between Size exposure, investment capacity and levels of diversification of seemingly distinct portfolio weighting schemes of equal weighting, market capitalization and inverse market capitalization.The webinar will go on to examine the investment implications of size exposure across the size spectrum.
Recorded Sep 11 2019 55 mins
Your place is confirmed,
we'll send you email reminders
Presented by
Lingjuan Ma, senior analyst, FTSE Russell , Jake Bambridge head of product marketing, Smart Beta & Factors
Presentation preview: What’s in a weighting scheme?
  • Channel
  • Channel profile
  • Yield Book Analytics Webinar – what’s new for the liquidity ratio metrics? Sep 25 2019 2:00 pm UTC 60 mins
    Mikhail Bezroukov, Analytics Product Specialist
    The Yield Book is offering a new Liquidity Ratio metric that is able to incorporate both traded price and volume informationm, as well as adjust for yield curve and sector-wide movements. The suite of liquidity metrics is calculated daily and made available through multiple delivery channels, including the Yield Book, Add-In, and API for USD-denominated bonds. Historical data is available for a 5-year period, which allows backfill of significant datasets to create an internal golden source for liquidity calculation as well as backtest historical portfolio liquidity.The webinar will take a closer look at liquidity metrics and transaction-level approaches to liquidity ratio analytics within fixed income markets.

    The Webinar will cover:
    - The measure produces intuitive results allowing for comparison across bonds and market
    - Scalable measure that can be extended to global fixed income markets, beginning with coverage of the US corporate bond universe
    - Innovative approaches to infer a liquidity score for bonds that do not have observed trades

    Our live webinar will be hosted by Mikhail Bezroukov, Analytics Product Specialist.
  • The state of global equity markets through the lens of FTSE GEIS Sep 24 2019 2:30 pm UTC 45 mins
    Penny Ning Pan, Catherine Yoshimoto, and Alec Young
    FTSE Russell’s flagship global equity indexes, the FTSE Global Equity Index Series (FTSE GEIS) will be rebalanced during the September 23, 2019 semi-annual index review. Through this rules-based process, the index’s eight regional components will be adjusted to reflect changes that have occurred across 49 developed and emerging equity markets globally.

    Join FTSE Russell on September 24th for a discussion that will explore the global equity market landscape via a summary of trends observed and changes captured during the latest global equity rebalance. A review of FTSE Russell’s phased approach to including China A Shares in FTSE GEIS will also be provided.
  • Big Call: Fixed Income - Session Two Sep 23 2019 9:50 am UTC 120 mins
    See sessions for speaker details
    Broadcast live from London Stock Exchange’s auditorium:

    Join the following session LIVE from the London Stock Exchange and listen to the presentations without leaving your office.

    What do investors need to understand as they start to buy into fixed income ETFs?

    Session Two Agenda (all times in BST and are approximate):

    10:55am: Panel 3: Fixed income ETFs: Investigating the increasing demand
    Panel 3: Investor spotlight: Investigating the increasing demand in fixed income ETFs
    Moderator: Tom Eckett, Senior Writer ETF Stream
    Panellists: Jose Garcia-Zarate, Associate Director, Passive Strategies Research, Morningstar Europe; James McManus, Head of ETF Research, Nutmeg; Jessica Singleton, Fixed Income Index Product Development & Strategy, DWS

    11:30am: Panel 4: Fixed income ETFs 2.0: What do the new breed of products look like?
    Moderator: David Stevenson, Editor-in-Chief, ETF Stream
    Panellists: Irene Bauer, CIO Twenty20 Investments, Co-Founder Algo-Chain; Matt Brennan, Fund Manager, AJ Bell; Silvia Bosoni, Head of Italy ETFs, ETPs and open-end Funds, Listing and Market Development, Capital Markets, London Stock Exchange Group


    12:05pm: Keynote: The Development of Passive Investment in Europe: presentation of the results of the EDHEC-Risk European ETF Survey 2019
    Speaker: Riccardo Rebonato, PHD, Professor of Finance, EDHEC Business School; Ashley Fagan, Global Head of ETF, Indexing & Smart Beta Strategic Clients & UK/Ireland Strategy & Distribution, Amundi

    12:35 Closing Remarks


    *** Please note that this webinar is addressed exclusively to professional investors in Europe and/or jurisdictions where the funds or products are approved for distribution. ***
  • Big Call: Fixed Income - Session One Sep 23 2019 7:30 am UTC 135 mins
    See sessions for speaker details
    Broadcast live from London Stock Exchange’s auditorium:

    Join the following session LIVE from the London Stock Exchange and listen to the presentations without leaving your office.

    What do investors need to understand as they start to buy into fixed income ETFs?

    Session One Agenda (all times in BST):

    8:30am Opening Keynote: FTSE Russell Global Markets Research - Developed and emerging market bonds in a low interest rate world
    Speaker: Robin Marshall, Director, Bond Research, FTSE Russell

    8:55am Panel 1: Central banks and trade wars: What fundamentals are driving fixed income markets?
    Moderator: Ed Bowsher, Senior Writer, ETF Stream
    Panellists: Chris Peel, CIO, Tavistock Wealth
    Jean-Paul Jaegers, Head of Asset Allocation, Barclays Investment Solutions

    9:30am Panel 2: New ideas in the search for yield
    Moderator: Jeffrey Sacks, Citi Private Bank, Head - EMEA Investment Strategy
    Panellists: Henry Cobbe, Head of Research, Elston Consulting
    Paul Syms, Head of EMEA ETF Fixed Income Product Management, Invesco
    Stephen Isaacs, Chairman of the Investment Committee, Alvine Capital

    10:05am Fireside Chat with M&G’s Jim Leaviss: What next for strategic bond investors?
    David Stevenson, Editor-in-Chief, ETF Stream & Jim Leaviss, Head of Fixed Income (Mutuals Funds), Fund manager M&G Global Macro Bond Fund

    10:25am Networking Break (end of first session)


    *** Please note that this webinar is addressed exclusively to professional investors in Europe and/or jurisdictions where the funds or products are approved for distribution. ***
  • What’s in a weighting scheme? Recorded: Sep 11 2019 55 mins
    Lingjuan Ma, senior analyst, FTSE Russell , Jake Bambridge head of product marketing, Smart Beta & Factors
    Examining the fundamental relationship of weighing schemes and factor exposure.
    Join Lingjuan Ma senior analyst at FTSE Russell, for an exploratory webinar where she will address the link between Size exposure, investment capacity and levels of diversification of seemingly distinct portfolio weighting schemes of equal weighting, market capitalization and inverse market capitalization.The webinar will go on to examine the investment implications of size exposure across the size spectrum.
  • Analytical Insights for Agency Credit Risk Transfer Deals Recorded: Jul 30 2019 25 mins
    David Craft and Jake Katz
    Please join The Yield Book by FTSE Russell on Tuesday, July 30, for an interactive webinar titled "Analytical Insights for Agency Credit Risk Transfer Deals". This webinar is designed to provide you an overview of The Yield Book by FTSE Russell's coverage of the Credit Risk Transfer (CRT) Program.

    In 2012 the Federal Housing Finance Agency (FHFA) initiated a plan to reduce Fannie Mae’s and Freddie Mac’s overall risk. A market for Credit Risk Transfer (CRT) securities developed in 2013 with the introduction of structured debt issuances, known as Structured Agency Credit Risk (STACR) for Freddie Mac, and Connecticut Avenue Securities (CAS) for Fannie Mae.

    The Yield Book by FTSE Russell has supported both STACR and CAS securities since their introduction and the applications include market-tested models as well as a powerful calculation engine to analyze these securities.

    In this webinar, we will cover:
    •A demonstration of The Yield Book's capabilities for analyzing CRTs, including prepayment dials and macro-economic adjustments
    •Models for analyzing CRTs including our agency prepayment model, stochastic HPA model, delinquency, default, and loss severity models
    •Daily reporting, scenario analysis, and performance monitoring for CRTs

    Our live webinar will be presented by David Craft, senior vice president, business development, The Yield Book by FTSE Russell and Jake Katz, director, mortgage research, The Yield Book by FTSE Russell.
  • Comprehensive Factor performance under the microscope Recorded: Jul 25 2019 53 mins
    Alex Severis, smart beta product manager (FTSE Russell); Robert Bush, head of US product strategy (DWS)
    As factor investing becomes more popular, questions regarding performance and factor valuations are increasingly common. Despite seemingly simple questions, answers can be far from straightforward. In a recent research paper published by FTSE Russell it had been concluded that as with individual stocks, there is no definitive valuation metric which provides a clear answer, and different valuation metrics may well result in different conclusions.

    Join experts from FTSE Russell and DWS as they review how tilt-tilt indexes work, analyse various factor indexes and discuss top/bottom contributors and detractors from a factor, sector, single stock, country or currency perspective.

    Prior to joining this webinar, discover FTSE Russell’s factor indexes: ftserussell.com/index/spotlight/smart-beta-factor-indexes

    *** Please note that this webinar is addressed exclusively to professional investors in the USA and/or jurisdictions where DWS funds or products are approved for distribution. ***
  • FTSE Russell Global Markets Research: Second Half Investment Outlook Recorded: Jul 24 2019 59 mins
    Alec Young
    FTSE Russell's Q3 Global Markets Research: Second Half Investment Outlook Webinar.

    A live event presented by Alec Young, Managing Director, Global Markets Research. Alec will provide a global macroeconomic update and its asset allocation implications global equities, credit and alternatives.

    This webinar will cover:

    •US and global economic update – What lies ahead for the global economy?
    •Financial conditions & Fed monetary policy - Will the Fed live up to investors’ dovish expectations?
    •US and international earnings update – How realistic is a second half earnings growth rebound?
    •US and international valuation update – Exploring relative value opportunities?
    •Actionable asset allocation implications across global equities, credit and alternatives
  • 2019 Smart Beta Survey Results - Live Studio Panel Discussion Recorded: Jul 11 2019 64 mins
    Rolf Agather, Managing Director, Research & Innovation, FTSE Russell
    Join Rolf Agather, Managing Director Research and a select panel of investment experts as they examine some of the key findings from the 2019 Smart beta survey from the studios of the London Stock Exchange.

    This year the panel will also discuss the results our special 'Smart Sustainability' report, which looks at the impact of ESG on Smart beta.

    This year we are delighted to be joined by;

    Owen Thorne, Investment Manager, Merseyside Pension Fund
    Erick Weis, Senior Portfolio Manager – Quantitative Management, Ohio Public Employees Retirement System
    David Barron, Head of Index Equity & Smart Beta, Legal & General Investment Management
    Bryon Lake, Head of International ETFs, J.P. Morgan Asset Management

    Both reports available on registration
  • Kuwait Upgrade | Managing Transition to Emerging Markets Recorded: Jul 4 2019 34 mins
    Abdullah Al Busairi, KMEFIC, Gary Rynhoud, FTSE Russell
    Following MSCI's decision to upgrade Kuwait to Emerging Market status, and estimated $2.8 Billion of passive flows will be directed to the Gulf state. In this webinar, Kuwait & Middle Eastern Financial Investment Company joins HANetf to give a local perspective on this important development and index provider, FTSE Russell explain their methodology and approach.
  • China A Shares: the end of the beginning, not the beginning of the end (EMEA) Recorded: Jul 3 2019 65 mins
    Christopher Vass (FTSE Russell), Simon Lee (CSOP), Tariq Dennison (GFM Asset Management), Tim Harvey (NTree).
    A significant milestone has been achieved for China and global investors alike: the inclusion of China A Shares into the FTSE Global Equity Index Series (GEIS).

    On June 24th 2019, FTSE Russell officially welcomed China A Shares into FTSE GEIS, including more than 1,000 A Shares constituents. The initial tranche of Phase 1 is now complete, with tranches two and three scheduled for September 2019 and March 2020, respectively. It is forecast that China A Shares could represent nearly 5.5% of the FTSE Emerging All Cap Index when all three tranches are complete.

    Join experts from FTSE Russell, CSOP Asset Management and GFM Asset Management for an overview of this phased approach:

    • China A Shares - why now?
    • FTSE Russell’s implementation plan
    • Investing in and hedging A Shares exposure

    Agenda and speakers:

    • FTSE A50 Index – A solution for inclusion? Christopher Vass, FTSE Russell
    • Investing in China A Shares via an ETF. Simon Lee, CSOP
    • A closer look into factors and hedging strategies in China’s stock markets. Tariq Dennison, GFM Asset Management
    • Panel moderator: Tim Harvey, NTree International

    Prior to joining this webinar, discover FTSE Russell’s infographic “China A Shares implementation plan”: ftserussell.com/ftse-china-shares-geis-infographic

    *** Please note that this webinar is addressed exclusively to professional investors in EMEA and/or jurisdictions where CSOP funds or products are approved for distribution. ***
  • The Russell 2000 Index: US small cap index of choice Recorded: Jun 26 2019 60 mins
    Rolf Agather & Catherine Yoshimoto (FTSE Russell), Kristy Akullian (BlackRock)
    The Russell US Indexes are designed to reflect the ever-changing US equity market. Each June, the entire family of Russell US Indexes is realigned and recalibrated to reflect market changes in the last year. This closely watched event impacts more than $9 trillion in investor assets benchmarked to or invested in products based on the Russell US Indexes and culminates in what is traditionally one of the highest trading volume days of the year across the major U.S. equity exchanges. During this highly-anticipated market event, the breakpoints between large, mid and small cap are redefined to ensure market changes that have occurred in the preceding year are captured.

    During this webinar, experts from FTSE Russell and iShares will be discussing how to get re-acquainted with small cap equities in 2019:

    • What is the Russell 2000 Index? – performance, volatility, assets tracking
    • Basics of Russell Recon mechanics – construction, breakpoint shifts over time, banding and turnover
    • A guide to using financial instruments linked to the Russell 2000 Index

    Speakers:

    • Rolf Agather, CFA, managing director, research & innovation, FTSE Russell
    • Kristy Akullian, CFA, iShares Americas Markets Coverage, BlackRock
    Moderator:
    • Catherine Yoshimoto, director product management, FTSE Russell

    Prior to joining, discover FTSE Russell’s infographic: http://bit.ly/2X8LpYK

    *** Please note that this webinar is addressed exclusively to professional investors in the USA and/or jurisdictions where iShares funds or products are approved for distribution. ***
  • FTSE Russell Liquidity Metrics Recorded: Jun 19 2019 46 mins
    Mikhail Bezroukov, Yield Book Product Specialist, FTSE Russell
    Transaction-level approaches to liquidity ratio analytics within fixed income market.

    • The Yield Book is offering a new Liquidity Ratio metric which is able to incorporate both traded price and volume information and adjusts for yield curve and sector-wide movements
    • Innovative approach to inferring a liquidity score for bonds that do not have observed trades
    • The measure produces intuitive results allowing for comparison across bonds and markets
  • 2019 Smart Beta Survey - Get the Full Picture Recorded: Jun 17 2019 1 min
    FTSE Russell
    The 2019 smart beta and smart sustainability surveys deliver some surprising results. Get the full picture!
  • The indexing revolution fuelling institutional investment in ETFs Recorded: May 30 2019 64 mins
    Henry Odogwu, FTSE Russell; Armit Bhambra, iShares; Karim Chedid, iShares; Brendan Maton, IPE
    Allocations to exchange-traded funds by institutions currently investing in ETFs increased by 50% in 2018, totalling 15% of total assets among the 127 institutional investors participating in Greenwich Associates most recent European Exchange-Traded Funds’ European Study. That growth was driven in large part by three key trends:

    • ETFs thrive in volatility: European institutions in 2018 were repositioning their portfolios for a turbulent investment environment featuring the prospect of European Central Bank (ECB) rate hikes and a host of geopolitical risks.

    • Index revolution: European institutions in search of low-cost beta continued shifting assets from active management to index strategies last year.

    • ESG is key: European institutions are integrating Environmental, Social and Governance (ESG) standards into their investment process, and many of these investors are using ETFs as their vehicle of choice for ESG exposures.

    These trends helped fuel robust growth in ETF allocations among the institutional funds, asset managers, insurance companies, and discretionary wealth managers participating in the 2018 study.

    Join subject matter experts from index provider FTSE Russell and ETF issuer iShares for this webcast analysing the results from this latest Greenwich report and discuss ETFs’ benefits and future growth potential with European institutions.

    Presented by:
    • Henry Odogwu, Managing Director, Head of Asset Owners Group (EMEA), FTSE Russell
    • Armit Bhambra, Director, Head of iShares UK Retirement, BlackRock
    • Karim Chedid, Director, iShares EMEA Investment Strategy, BlackRock

    Moderated by Brendan Maton, IPE
  • Building blocks for the low carbon economy Recorded: May 16 2019 2 mins
    FTSE Russell
    Climate change poses clear and material risks to real estate assets with the potential to impact return profiles. This video focuses on listed real estate, which historically has lacked appropriate tools to allow investors to assess their exposure to climate risk and to integrate it effectively in their investment strategies.

    Helping to address this gap, the FTSE EPRA Nareit Green Indexes have been developed with data input from GeoPhy, a specialist data provider, and the European and North American real estate associations, EPRA and Nareit. These indexes provide a sustainability-focused extension to the FTSE EPRA Nareit Global Real Estate Index Series, a leading global series of listed real estate benchmarks which are tracked by over US$340 billion in assets.

    Learn more at ftserussell.com.
  • The Single Security Initiative Readiness Recorded: Apr 18 2019 31 mins
    Nikki Stefanelli, Global Head of Fixed Income Index Policy and Christopher Jenkins, Relationship Manager, Director
    Join us for a live Webinar designed to provide a readiness update for market participants on the Single Security Initiative, which will be implemented on June 3, 2019, and represents one of the largest changes in the history of the US agency securitized market.
  • Managing uncertainty with dividend growth Recorded: Apr 17 2019 60 mins
    Rolf Agather (FTSE Russell), Kieran Kirwan (ProShares)
    With slowing global growth and geopolitical uncertainty, investors may look for ways to manage for potential downside risk through a connection to quality. Companies with steady dividend growth have historically been joined by stable earnings streams, good corporate stewardship and resilient business models – all signs of quality.

    Join FTSE Russell and ProShares subject matter experts as they discuss macroeconomics and the considerations and benefits of dividend growth approaches.

    Speakers:
    • Rolf Agather, managing director of North America research, FTSE Russell
    • Kieran Kirwan, director of investment strategy, ProShares

    Prior to joinig this webinar, please download FTSE Russell’s whitepaper “Harnessing the long-term potential of dividend growth”: http://bit.ly/2G24npn

    *** Please note that this webinar is addressed exclusively to professional investors in the USA and/or jurisdictions where ProShares funds or products are approved for distribution. ***
  • China A Shares: FTSE GEIS and derived indexes implementation plan Recorded: Apr 16 2019 44 mins
    Joti Rana, head of governance & policy, Americas and Penny Ning Pan, director of product management
    Join us for an overview of FTSE Russell's phased approach to adding China A Shares to the FTSE Global Equity Index Series (FTSE GEIS) and FTSE GEIS-derived indexes.The discussion will include:

    •China A Shares - why now?
    •FTSE GEIS implementation plan - Phase 1 and future phases
    •Derived indexes implementation plan
  • Listed Real Estate: Main trends in Emerging Markets and coming changes Recorded: Apr 11 2019 46 mins
    Catherine Yoshimoto, director product management, FTSE Russell and David Moreno, Senior Analyst Indexes & Research, EPRA
    Emerging markets were significantly disrupted in 2018. However, not all countries showed the same trend.

    Join subject matter experts from FTSE Russell and EPRA (European Public Real Estate Association) who will look at volumes and performance figures of the main emerging listed real estate markets, as well as comments on the key drivers and changes observed during the second half of 2018. This webinar will present a short explanation of the main effects of the reclassification in the FTSE EPRA Nareit Global Index series of Saudi Arabia and China A-Shares to Emerging markets.

    This webinar will cover:

    • Listed real estate indexes roundup
    Catherine Yoshimoto, director product management, FTSE Russell
    • Main trends in emerging markets and coming changes
    David Moreno, senior analyst, indexes & research, EPRA
    • Q&A from the audience

    Prior to joinig this webinar, please download EPRA’s market research report “Emerging Markets H2 2018” (published February 2019):
    http://prodapp.epra.com/media/Emerging_Markets_-_H2_2018_1551101275561.pdf
Latest insights from FTSE Russell
FTSE Russell is a leading global provider of benchmarking, analytics and data solutions for investors, giving them a precise view of the market relevant to their investment process. A comprehensive range of reliable and accurate indexes provides investors worldwide with the tools they require to measure and benchmark markets across asset classes, styles or strategies.

Embed in website or blog

Successfully added emails: 0
Remove all
  • Title: What’s in a weighting scheme?
  • Live at: Sep 11 2019 1:00 pm
  • Presented by: Lingjuan Ma, senior analyst, FTSE Russell , Jake Bambridge head of product marketing, Smart Beta & Factors
  • From:
Your email has been sent.
or close