Two Betas Making Alpha
Pirates of Finance
00:00
Regressing Equity Returns to Factors?
I think equity long short trend following all sort of when themselves to replication, I'm not sure like something like distressed or relative value are easily explained necessarily. You have to make sure you have the appropriate risk factors already described to figure out how you can replicate this stuff. If you start talking about like volatility long volatility, tell risk, there's no real thing that like, I think it starts to get really weird. That's how I felt at the dinner. And by the way, I could tell in the tone of your voice, I'm unsure you don't care anymore.
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