Portfolio construction is a key tool for investors. By applying a framework and a systematic approach, investors may understand their exposures better. Listen to learn more about both practical and theoretical ideas about building robust and resilience strategies.

Host: David Sol, Global Head of Policy and Governance FTSE Russell

Guests: Dr. Joseph Simonian, Head of Equity Portfolio Design and Analytics, CalPERS and Sebastian Lancetti, Head of Index Research & Design, Americas, FTSE Russell

• (00:00:00) - Introduction
• (00:01:00) - Portfolio construction: Is it an art or a science?
• (00:02:39) - Examples of portfolio construction techniques
• (00:05:05) - What academics are writing about today
• (00:07:40) - Approaching portfolio construction
• (00:12:20) - Practical vs theoretical approaches
• (00:14:13) - Concentration

Anthony Rochte (FTSE Russell) talks with GSAM's Brendan McCarthy and ProShares' Mo Haghbin about the evolution of the ETF industry. They discuss how the types of ETFs are evolving and how the question in portfolio construction is no longer about active vs passive, it's how you combine the two optimally.

Media reports, social media posts, press releases, CEO conference calls and many other channels deliver unstructured data to the market. MarketPsych uses AI and its large language models to analyse emotions and sentiment and turn these into signals and forecasts. Listen to learn more about this exciting and powerful growing field.

• (00:00:00) - Introduction
• (00:00:50) - What is media analytics?
• (00:01:49) - Converting unstructured data into structured content
• (00:04:15) - Explaining named entity recognition
• (00:05:15) - Launch of the StarMine MarketPsych Media Sentiment Model
• (00:06:44) - Sentiment vs stock market performance
• (00:08:20) - Signals around tariffs
• (00:10:08) - LLMs and entity recognition
• (00:10:39) - CEO optimism and analysing emotions
• (00:12:03) - The future of technology