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Inigo Fraser-Jenkins and Aaron Brown Debate The Future Of Quant Investing

Inigo Fraser-Jenkins and Aaron Brown Debate The Future Of Quant Investing

FromOdd Lots


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)

Bloomberg's Joe Weisenthal and Tracy Alloway analyze the weird patterns, the complex issues and the newest market crazes. Join the conversation every Monday and Thursday for interviews with the most interesting minds in finance, economics and markets.