Kevin Cole - Systematic Multi-Strategy from 100+ Models (S5E12)
Flirting with Models
Ios Quants - Emergent Risk Factors
Ios quants, we have this sort of ever growing library of what i would call maybe structural risk factors that we're all very aware of. I really love this idea of emergent risk factors that seem to come into the market. The two may be most obvious ones in my fairly short career have been sort of the risk on, risk off risk factor environment we were in post two thousand eight. And then a very easyly identified one was the post coved coved on, coet off. That totally changed the behavior of how certain baskets of securities traded against each other depending on the news flow.
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