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Roni Israelov – High Frequency Factors, the Volatility Risk Premium, and Re-Thinking Financial Planning (S6E4)

Flirting with Models

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The Quant Quake: A History and Perspective

The quant quake was an unprecedented widespread statistically improbable set of losses that occurred pretty much across the long short equity quant community. The magnitude of loss that occurred as well as the fact that it pretty much hit everyone. There's a lot of heavy stuff to unpack. You've had a wonderful breadth of your career so far and I'm sure that'll continue.

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