Capital Allocators – Inside the Institutional Investment Industry cover image

Daniel Mahr – Glass Box Quant at MDT Advisers (EP.472)

Capital Allocators – Inside the Institutional Investment Industry

00:00

Portfolio Construction and Optimization

Daniel describes the optimizer that combines alpha forecasts, risk constraints, and trading cost considerations.

Play episode from 32:12
Transcript

The AI-powered Podcast Player

Save insights by tapping your headphones, chat with episodes, discover the best highlights - and more!
App store bannerPlay store banner
Get the app