Michael Hunstad - Institutional Trends in Factor Investing (S3E9)
Flirting with Models
I Believe in Factors, but the Implementation Is Horrible
In one institutional investor article i found, you were quoted as saying, i believe in factors, but the implementation is horrid throughout the industry. But talk to me about where do most factor implementations go wrong yet? I'll be happy to say t again, the implementations truly are horrid. Any time you tilt toward a factor, and it doesn't matter which factor it is, of it's low val or, quality or value, if you're not exceptionally careful about what you're doing, you can take a lot of unintended bets that are not necessarily associated with the factor that you want.
00:00
Transcript
Play full episode
Remember Everything You Learn from Podcasts
Save insights instantly, chat with episodes, and build lasting knowledge - all powered by AI.
