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TÀI TRỢ BỞI
1 The red and blue pills of Virtual Twins 40:51
Zoo-ming in and out of the factor zoo
Manage episode 408221635 series 2511131
Quant equity investing has enjoyed the resurgence of value since late 2020. Meanwhile, the quest for innovation in capturing returns continues unabated. Since the birth of quant investing, there’s been a steady rise in the number of factors that researchers claim can explain alpha. But it turns out that 15 factors are enough to capture most of the drivers of equity market returns.
78 tập
Manage episode 408221635 series 2511131
Quant equity investing has enjoyed the resurgence of value since late 2020. Meanwhile, the quest for innovation in capturing returns continues unabated. Since the birth of quant investing, there’s been a steady rise in the number of factors that researchers claim can explain alpha. But it turns out that 15 factors are enough to capture most of the drivers of equity market returns.
78 tập
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1 Thematic investing – often a tale of two tides 30:07
1 All you need to know about ‘transition finance’ 25:13
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