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Vivek Viswanathan - Quant Equity in China (S4E10)

Flirting with Models

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I Don't Have a Factor View of the World

Since joining rayley and youe sort of shed off that factor oriented view of the world. And i'm curious as to what led to that change. This one's going to be a long and technical one, so forgive the a soliloquy i'm about to give here. There are few high level ideas i want to touch on. The first is where the idea factors come from. It stems from arbitrage pricing theory, or a p t,. That the expected return of an asset is a linear combination of priced risks.

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