Market Rotation Tremors S04:E05
Pirates of Finance
00:00
I Love Your Rent, but It's Integrating With Complex Systems, Right?
Yesterday was nothing like the August 2007 quant quake, which was magnitudes worse. I think momentum as a factor in January had its worst month as a factor as a long short factor. It's impossible to figure out exactly all of the narratives, except for even hindsight that narrative is usually false anyway. The more well known and adopted these risk factors are, the more it sort of forces us to treat them as consistent with each other.
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