69 min listen
What does a full-stack quant research platform and process look like?
What does a full-stack quant research platform and process look like?
ratings:
Length:
19 minutes
Released:
Feb 13, 2023
Format:
Podcast episode
Description
In our industry, we’re all too often guilty of asking, “what is your alpha,” rather than, “what is your process for finding alpha?” Yet, in the long run, it is the process that is important. I’m equally guilty of this. In the history of this podcast, I’ve probably overemphasized the outcome of research versus the process of research. There are a few exceptions, though. And in this dive into the archives, I wanted to return to Season 2, when I spoke with Chris Meredith, Co-Chief Investment Officer at O’Shaughnessy Asset Management. There are a lot of nuggets in this episode, ranging from ingesting data to working with research partners to a discussion of hardware setup. But the part that has always stuck with me the most was Chris’s process for prioritizing research proposals based upon an AUM-scaled information ratio. I’ll let Chris explain. Enjoy.
Released:
Feb 13, 2023
Format:
Podcast episode
Titles in the series (98)
Jack Vogel - Momentum in Theory, Momentum in Practice (S1E6) by Flirting with Models