Quantamental is the new fundamental

When and why you should use factor-aware portfolio construction

Fundamental portfolio managers invest on conviction, but even the best stock pickers can find that the way those names are selected can create a portfolio with unintended factor exposures. In many cases, small systematic adjustments to portfolio weights can meaningfully improve outcomes without changing a single underlying call or diluting manager conviction. Understanding when to use factor-aware construction and why it works, is what we’ll cover in this webinar:  

Drawing on quarterly holdings data from four real actively managed equity funds over 2019-2025, you will learn:  

• Why concentrated equity portfolios routinely carry unintended factor exposures and how to identify which ones matter
• How small, systematic weight adjustments can reduce factor headwinds while preserving stock-selection conviction entirely
• When this approach adds meaningful value  
• What distinguishes a portfolio that responds to factor reshaping from one that doesn't

This webinar is for both fundamental managers as well as anyone who uses or works with quant approaches.