Exploring Multi-factor Strategies – Global X – 2.22.17

Summary:

Now On Demand.

While factor investing has roots in decades-old research, only in the last few years has it become a more broadly popular approach for seeking to achieve outsized returns over the market. Please join Global X in this webinar to explore factor investing and the rise of multi-factor strategies, as well as best practices for approaching this growing segment of the ETF market.

Join us for this in-depth discussion that will cover:

• How did factor investing do in 2016?
• 5 Questions to consider when evaluating multi-factor strategies
• How to incorporate multi-factor strategies in a portfolio

Speakers:

Mr. Jacobs leads the Global X research team, overseeing the firm’s insights on the markets and ETFs, which can be found at www.globalxfunds.com/research. Prior to joining Global X, Jacobs was a business analyst at the NYSE in the ETF and Indexing Group, where he helped launch hundreds of new ETFs on the NYSE Arca trading platform. He is a CFA charterholder, holds a bachelor’s degree from Emory University in international studies, and studied at The London School of Economics.

Mr. Sibears is a Managing Director in Newfound’s Investment Strategies group, where he is responsible for the ongoing research and development of new intellectual property and strategies. He joined Newfound in March 2012. His focus is on purely quantitative applications of Newfound’s technology. Sibears is critical in developing new business and client relationships. He is a portfolio manager for all of the firm’s direct strategies and is a member of Newfound’s Investment Committee. Sibears holds a Master of Science in Computational Finance and a Master of Business Administration from Carnegie Mellon University as a well as a BBA in Mathematics and Finance from the University of Notre Dame.