ACADEMIC RESEARCH. EXPLAINED.


The Democratize Quant mission is to turn academic insights into investment performance.

The event is a joint effort between Alpha Architect and Villanova University and serves as a complement to the long-standing MARC academic conference, which is hosted by the Villanova Finance Department. (Recent coverage of the event is available here and here.)

Benefits of the conference:

  • Intimate environment (Max 100 attendees; screened applications)


  • The pursuit of intellectual truth (No product-hawking; no story-telling; no jerks)


  • CFP® CE Credit. 1



Who should attend? Investors looking to improve their knowledge:

  • Independent advisors


  • Family offices


  • Do-it-yourself HNW


  • Academic and practitioner researchers



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Your Research Experts

Topic #1: The ETF Industry

Presenter

Link to Paper

Eric Balchunas

Senior ETF Analyst at Bloomberg
Eric Balchunas is Senior ETF Analyst for Bloomberg Intelligence where he writes research for the Bloomberg Terminal. He also co-hosts the first-ever ETF TV show called “Bloomberg ETF IQ” as well as a podcast called “Trillions.” He is also a Bloomberg Opinion contributor and has authored “The Institutional ETF Toolbox,” which was published by Wiley in March 2016. Eric holds a bachelor’s degree in Journalism and Environmental Economics from Rutgers University.

Topic #2: Facts on Factors

Presenter

Guido Baltussen, PhD

Professor of Finance, Erasmus University Rotterdam
Guido Baltussen, is responsible for Robeco’s Factor strategies. He is lead PM of Factor Investing Equities, and Co-head of Quant Fixed Income. He is also Professor of Behavioral Finance and Financial Markets at Erasmus University Rotterdam. Before joining Robeco in 2017, Guido was Head of Quantitative Research Fixed Income and Multi Asset at NN Investment Partners. He started his career in the investment industry in 2004. Guido has published several articles in the leading finance journals (e.g. American Economic Review, Journal of Financial Economics, Management Science, Journal of Financial and Quantitative Analysis) and practitioner journals (Financial Analyst Journal, Journal of Portfolio Management). His research is covered in various media such as the Wall Street Journal, Bloomberg, Morningstar, America Today, and MoneyWeek.

Discussant

Liqian Ren, PhD

Director of Modern Alpha, WisdomTree
Liqian Ren, Ph.D., is the Director of Modern Alpha at WisdomTree Asset Management. She is a former portfolio manager in the Vanguard Quantitative Equity Group (QEG), where she managed Vanguard’s factor funds and conducted research on factor strategies. Liqian started at Vanguard in 2007 in its Investment Strategy Group, where she focused on economic forecasting, investor behavior, the Vanguard Capital Markets Model® (VCMM), strategic research for Vanguard Managed Payout Fund and Vanguard’s annuity products, and research on investor behavior. Earlier in her tenure at QEG, she worked on portfolio construction, sector rotation and factor strategies, and attribution models.

Before joining Vanguard, Liqian was an associate economist at the Federal Reserve Bank of Chicago. She earned her M.B.A. and Ph.D. in economics from the University of Chicago Booth School of Business. She holds an M.A. in economics from Indiana University–Purdue University Indianapolis and a B.S. in computer science from Peking University in China.

Topic #3: Thematic ETFs

Presenter

Francesco Franzoni, PhD

Professor of Finance, USI Lugano
Francesco Franzoni is Professor of Finance at USI Lugano and holds a Senior Chair with the Swiss Finance Institute. He is a Research Fellow at the Center for Economic Policy Research (CEPR). Professor Franzoni’s research focuses on the relation between the trading behavior of institutional investors and asset prices, with special regard to issues relating to market stability and liquidity. Recently, he has done pioneering work on Exchange-Traded Funds (ETFs), a financial innovation that is revolutionizing financial markets. He has also worked extensively on issues concerning institutional brokers and their role in spreading information in financial markets. He’s a frequent speaker at academic and practitioner conferences. His work has been published in the top academic journals and featured in the financial press.

Discussant

Jay Jacobs, CFA

Head of Research and Strategy, Global X
Jay leads the firm’s research team, which originates the firm’s unique insights on the markets and ETFs. He also guides the planning and development of the firm’s strategic direction. Jay is a frequently cited expert in the financial media, including CNBC, Bloomberg, and The Wall Street Journal.

Prior to joining Global X, Jay was a business analyst at the New York Stock Exchange (NYSE), in the ETF and Indexing Group, where he helped to launch hundreds of ETFs on the NYSE Arca trading platform.

Jay holds a BA from Emory University in International Studies and an MBA from Columbia Business School. He is also a CFA charterholder.

He can be followed on Twitter @JayJacobsCFA

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Notes:

  1. Certified Financial Planner Board of Standards, Inc. (CFP Board) owns the CFP® certification mark, the CERTIFIED FINANCIAL PLANNER TM certification mark, the CFP® certification mark (with plaque design) logo and the CFP® certification mark (with flame design) logo in the United States, which it authorizes use of by individuals who successfully complete CFP Board’s initial and ongoing certification requirements.