Discover this podcast and so much more

Podcasts are free to enjoy without a subscription. We also offer ebooks, audiobooks, and so much more for just $11.99/month.

Why Eliminating Discretion from Quantitative Models is Harder Than You Think

Why Eliminating Discretion from Quantitative Models is Harder Than You Think

FromExcess Returns


Why Eliminating Discretion from Quantitative Models is Harder Than You Think

FromExcess Returns

ratings:
Length:
14 minutes
Released:
Nov 29, 2020
Format:
Podcast episode

Description

There is a tendency for those of us who support quant models to talk about them as if they are these things that just run on autopilot over the long-term that are free from all the decision-making issues that plague us as human beings. That just isn’t the case, though.
There are many decisions that go into the development, optimization, and evolution of quant models that require human intervention and a thoughtful, nuanced approach.
In this episode, we discuss the human decisions that go into quant models and how to develop a thoughtful framework to make them. 
JACK'S ARTICLE
When Quantitative Becomes Discretionary – Validea's Guru Investor Blog
ABOUT THE PODCAST
Excess Returns is an investing podcast hosted by Jack Forehand (@practicalquant) and Justin Carbonneau (@jjcarbonneau), partners at Validea. Justin and Jack discuss a wide range of investing topics including factor investing, value investing, momentum investing, multi-factor investing, trend following, market valuation and more with the goal of helping those who watch and listen become better long term investors.
SEE LATEST EPISODES
https://www.validea.com/excess-returns-podcast
FIND OUT MORE ABOUT VALIDEA
https://www.validea.com
FOLLOW OUR BLOG
https://blog.validea.com
FIND OUT MORE ABOUT VALIDEA CAPITAL
https://www.valideacapital.com
FOLLOW JACK
Twitter: https://twitter.com/practicalquant
LinkedIn: https://www.linkedin.com/in/jack-forehand-8015094
FOLLOW JUSTIN
Twitter: https://twitter.com/jjcarbonneau
LinkedIn: https://www.linkedin.com/in/jcarbonneau
Released:
Nov 29, 2020
Format:
Podcast episode

Titles in the series (100)

Excess Returns is an investing podcast hosted by Jack Forehand and Justin Carbonneau, partners at Validea. Justin and Jack discuss a wide range of investing topics, including factor investing, value investing, momentum investing and behavioral finance, with the goal of helping those who watch and listen become better long term investors, all in twenty minutes or less per episode.