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Kevin Cole - Systematic Multi-Strategy from 100+ Models (S5E12)

Flirting with Models

CHAPTER

The Taxonomy of Investment Styles

The most important taxonomy for us is that broad style level. We think of those four investment styles being maco, short term trend and equity, market neutral. Once we get down below that top level, that granular taxonomy becomes less and less useful. And a lot of the newer strategies we've been building are actually harder and harted to classify in terms of those traditional boxes and son os. Thatis frustrating, because we want to be able to explain exactly where something fits in a clean, easy way. But actually, i view it as a sign of successful innovaton when we're bumping against the edge of those categories.

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