Vivek Viswanathan - Quant Equity in China (S4E10)
Flirting with Models
What Are the Quant Factors of a Share Price?
A high a h premium does not bode well for the ashare, because that means hong kong investors think that stock is overpricd. Some stocks like the chinese fashion company la chapelle are four point five times more expensive than their eight share counterparts. If you overweight a low age premium stock underweight high age greomin stocks, you can earn a point eight, nine information ratio from that alon. We have an entire team in china driving any signals about what's so nice about china as there is so much data to study. By the way, one last singers, I am not the driver of china signals - i don't want to
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.
