Omer Cedar - Quant-Aware Discretionary (S3E11)
Flirting with Models
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Fundamental Portfolios - Is There a Factor That Isn't Explained by Its Bata?
The author has worked with so many fundamental managers and done this in the past, what would you expect the low hanging fruit to be for optimization. We actually have an algorithm that weve signed. We call it focus on your alpha. And that is inherently the number one algern that ultimately applies some kind of what i am going to call a factor slash idiosyncratic aptimization That works 70 to 80 % of the time on a fundamental portfolio.
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