Factor performance was choppy over Q2. Equity and event-driven factors were mixed while macro factors suffered sharp reversals. We continue to see an attractive outlook for equity value and upgraded our view for equity quality.
- 17 YEARS WITH J.P. MORGAN
- 21 YEARS IN THE INDUSTRY
Yazann Romahi, PhD, CFA, managing director, is CIO for Quantitative Beta Strategies focused on further developing the firm's factor-based franchise across both alternative beta and strategic beta. Prior to that he was Head of Research and Quantitative Strategies in Multi Asset Solutions, responsible for the quantitative models that help establish the broad asset allocation reflected across Multi-Asset Solutions portfolios globally. Prior to joining J.P. Morgan Asset Management in 2003, Yazann worked as a research analyst at the Centre for Financial Research at the University of Cambridge and undertook consulting assignments for a number of financial institutions including Pioneer Asset Management, PricewaterhouseCoopers and HSBC. Yazann holds a PhD in Applied Mathematics from the University of Cambridge and is a CFA charterholder.