Factor performance was bifurcated amid sharp market reversals. Equity factors were down across the board; macro factors were bolstered by carry across asset classes. We see potential catalysts in place across equity, event-driven and macro spaces.
- 3 YEARS WITH J.P. MORGAN
- 12 YEARS IN THE INDUSTRY
Garrett A. Norman, CFA, vice president, is a member of the North American Beta Specialist team, covering the firm's factor-based franchise across both alternative beta and strategic beta. Prior to joining J.P. Morgan, Garrett was an Associate Director in Portfolio Management at PAAMCO where he focused on investments in fixed income relative value, long/short credit, distressed debt, and equity hedge fund strategies. Additionally, he has experience designing tactical asset allocation portfolios as part of a quantitative analytics group at Citigroup and has spent time conducting research on factors for use in stock-selection models at Batterymarch Financial Management, Inc. Garrett graduated magna cum laude from the University of Pennsylvania with a bachelor's degree in Economics and holds an MBA from the University of Chicago Booth School of Business with concentrations in Analytical Finance, Econometrics & Statistics, and Economics. He is also a CFA charterholder.