“Smart beta” refers to a broad range of indexes and ETFs that venture beyond the traditional cap-weighted design framework. The March QWAFAFEW meeting brings together experts and thought leaders to discuss unique perspectives and approaches in evaluating the benefits and risk considerations when incorporating smart beta products in portfolio construction.
The three panelists will be:
- Ben Johnson, CFA, Director of Manager Research for Passive Strategies at Morningstar,
- Dan Draper, Managing Director of Invesco PowerShares Global ETFs, and
- Michael Hunstad, Ph.D., Senior Vice President and Director of Quantitative Research at Northern Trust Asset Management
Topics to be covered include:
- What is Strategic or Smart Beta? What are some recent trends in this realm?
- Is Smart Beta a “smart” investment all the time?
- How should investors choose the most appropriate Smart Beta risk factors and determine how much to allocate (e.g. size, value, quality, low volatility)?
- How should investors choose among products?
QWAFAFEW is an informal organization for discussions of quantitative investment topics. QWAFAFEW has active chapters in Chicago, Boston, Hartford, New York, Denver, Princeton, and San Francisco.
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Current Chicago QWAFAFEW Steering Committee members:
- Peter Carl, William Blair & Company
- Adam Cohen, Zacks Investment Research, Inc.
- Barry Feldman, Russell Investments,
- Steve Greiner, Charles Schwab & Co., Inc.
- Matthew Moran, Chicago Board Options Exchange, and
- Cindy Tsai, Investment Envisioned, Inc.