22 min listen
Inigo Fraser-Jenkins and Aaron Brown Debate The Future Of Quant Investing
FromOdd Lots
ratings:
Length:
47 minutes
Released:
Nov 23, 2020
Format:
Podcast episode
Description
Traditional quant strategies that try to screen for stocks that are "cheap" have had an extremely rough period. So is this just a temporary setback that will eventually mean revert, or are the existing strategies dead and busted? Earlier this year, Inigo Fraser-Jenkins of Bernstein Research provocatively said he was sticking a fork in the quant world. But not everyone agrees with him that it's a lost cause. So in addition to talking with Fraser-Jenkins, we also brought on Aaron Brown, formerly of AQR Capital Management, for a debate on what works in quant and what the future holds
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Released:
Nov 23, 2020
Format:
Podcast episode
Titles in the series (100)
Episode 1: Tom Keene on Mathiness and His Favorite Guitar: Episode 1: Tom Keene on Mathiness and His Favorite Guitar by Odd Lots