Tuesday, 21 October | 2:00pm BST | 9:00am EDT
Q3 2025 delivered a powerful risk-on rally across global markets, fueled by AI-driven optimism, a dovish Fed pivot, and easing trade tensions. Major indices reached record highs - yet the backdrop turned increasingly nuanced, with elevated tech valuations, fiscal uncertainty following the U.S. government shutdown, and political instability across Europe.
Against this shifting macro environment, how did Pure Factor strategies perform, and what do these dynamics imply for institutional portfolios heading into year-end?
Join us for an in-depth discussion, where we will:
- Examine Q3 factor performance across regions and asset classes
- Assess the macro and policy drivers behind recent market moves
- Discuss forward-looking positioning themes for multi-asset and equity portfolios
Gain clarity on how evolving market conditions are shaping factor leadership, and what that means for capital allocation decisions in Q4 and beyond.
