The future of ETF model portfolios and factor investing appears promising. With the continued growth of the ETF industry and the increasing demand for diversified and risk-adjusted investment solutions, ETF model portfolios are likely to gain further traction. As investors navigate the challenges of a deglobalized world environment, the principles of factor investing and quality investing will continue to play a crucial role in achieving long-term financial goals.

In this episode, Rusty and Robyn talk with John Davi, Founder, CEO, and CIO at Astoria Portfolio Advisors. John is an award-winning research strategist with over 20 years of experience across macro ETF strategy, quantitative research, and portfolio construction. Before starting Astoria, he was the head of Morgan Stanley's Institutional ETF Content and advised many of the world's largest hedge funds and asset managers on ETF portfolio construction. John published hundreds of reports in his research career across various topics, from ETFs, indices, and futures to structured products. 

John talks to Rusty and Robyn about ETF model portfolios and factor investing. He emphasizes the importance of active management, diversification, and quality investing in the current market environment.

Key Takeaways

Quotes

[09:55] - "Diversifying our factors and using liquid alts can help you get higher up in the efficient frontier." ~ John Davi

[15:21] - "It's very attractive to just own beta. But when you own a few factors, you get a smoother return." ~ John Davi

[16:26] - "Quality is the most consistent of the factors. It's basically like buying good companies with good balance sheets. They pay dividends, they don't take on a lot of debt, and the consistency of their earnings and their earnings beats." ~ John Davi

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2851-OPS-10/16/2023