PLEASE NOTE THE EVENT IS ON TUESDAY, RATHER THAN OUR USUAL WEDNESDAY TIMESLOT.

Discussion leader: Mike Aked

Short bio: Mike Aked is a partner and senior member of the investment team at Research Affiliates, the inventor of Smart Beta. He currently leads research and the business strategy of the Australian business. Mike has directly invested large diversified asset pools across four continents and four organizations, but only has three math degrees. His research is currently focused on the higher-order distributions of factor portfolios and the use of Asset Allocation in glide-path portfolios.

Additional notes: Mike will be presenting the research findings of two academics associated with Research Affiliates: Sina Ehsani and Juhani Linnainmaa. These research findings demonstrate that momentum in stock returns is not a separate factor, but rather emanates from autocorrelations in the latent common factor structure. An important implication is that momentum in individual stock returns works while factors remain autocorrelated, but crashes when these autocorrelations break down.

As per usual, we will aim for a 20-minute presentation, followed by lunch and a (lightly) moderated discussion.

If you would like to attend, please rsvp using the following link:

mailto:qrsvp@qgroup.org.au?subject=[SYDNEY]_I_would_like_to_attend_lunch_series_October_2019

We will respond to all rsvps so that you can be certain whether a spot has been allocated.

If you are interested in being the discussion leader for a particular topic, then please contact us at qcommittee@qgroup.org.au. In the long-term, our aim is for most (all?) members to lead a discussion at a lunch series event, so please do not be shy in contacting the committee.

Kind regards,

The Q-Group Committee
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