7 May Automation Ahead Series Webinar 3

This session shows how agentic workflows can be used to build customized portfolios that blend traditional factor analysis with AI-driven insights on sustainability and macroeconomic regimes.  

Join us to:  

• Case study: custom portfolios by combining factor analysis, economic regime screening and sustainability scoring agentic workflows. 
• How retrieval-augmented agents improve research precision  
• Portfolio optimisation using hybrid metrics and agentic inputs  
• Practical steps to integrate AI into your investment process  

Who should attend: 
This webinar is ideal for portfolio managers, analysts, and ESG specialists interested in combining factor analysis, sustainability scoring, and macroeconomic insights with agentic workflows. It also suits data scientists, fintech innovators, and risk teams exploring AI-driven portfolio optimisation and retrieval-augmented research.

Registration: 12:55
Event: 13:00 - 14:00

Other events in the series:

19 March  Bias in the machine: What investors need to know about LLMs
16 April  No-Code, high impact: Building agentic workflows without writing python