Replacing linear factors with a non-linear, characteristic approach in quant equity
Flirting with Models
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Introduction
Vivek Viswanaton explains why an unconstrained, characteristic driven portfolio will be able to more efficiently capture behavioral-based market anomalies. Vivek's comments about Chinese markets provide a tremendous example and insight into how people can think about finding alpha in alternative markets. Corey Hofstein is the co-founder and chief investment officer of Newfound Research. The podcast is for informational purposes only and should not be relied upon as a basis for investment decisions.
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