Date(s) - September 1, 2021
7:30 am - 9:00 am
Factors For All Seasons: Impact of Economic Cycles on Factor Investing
Presented by: Michael Hunstad, PhD, Head of Quantitative Strategies at Northern Trust
Investors are facing new challenges as they try to predict where the economy goes from here and consider how to best position their equity portfolios for what is ahead. While significant risks loom large on the horizon and threaten to derail the post-COVID recovery, equity factors can be an ideal tool to adjust for different macroeconomic conditions. Join Michael Hunstad, PhD, Head of Quantitative Strategies at Northern Trust for a discussion on investing in different market environments and the factors we should expect to outperform today and as conditions change.
Dr. Hunstad will discuss the performance of factors in different macroeconomic, inflation and interest rate environments. He will explain how to build a portfolio that reflects your macroeconomic view. And he will discuss combining value, quality and momentum to seek higher returns and lower risk.
About the Speaker:
Michael Hunstad is head of quantitative strategies at Northern Trust Asset Management with responsibility for all quantitative equity research, strategist, and quantitative equity portfolio management activities.
Michael is responsible for leading Northern Trust Asset Management’s factor-based research and product development programs. Prior to joining Northern Trust, he was head of research at Breakwater Capital, an algorithmic trading firm and hedge fund. Previously, he was head of quantitative asset allocation at Allstate Investments and a quantitative analyst with a long-short equity hedge fund. He also served as an adjunct professor at the Illinois Institute of Technology.
Michael holds a Ph.D. in mathematics, an MBA in finance, an M.A. in econometrics and a bachelor’s degree in economics. He has published more than 50 articles and papers in professional and academic journals including Pensions & Investments, European Pensions, the Journal of Index Investing, the Alternative Investment Analyst Review, the Journal of Financial and Strategic Decisions and the Journal of Corporate Treasury Management.