22min chapter

Flirting with Models cover image

Giuseppe Paleologo - Multi-Manager Hedge Funds & Thinking Deeply About Simple Things (S7E11)

Flirting with Models

CHAPTER

Navigating Factor Models in Finance

This chapter explores the complexities of factor research in finance, emphasizing the importance of using characteristics over return data for more accurate modeling. It discusses key concepts such as orthogonalization, crowding, and the evolving dynamics of hedging strategies. Through academic references and critical analysis, the chapter challenges conventional wisdom about factor models and their implications for investment approaches.

00:00

Get the Snipd
podcast app

Unlock the knowledge in podcasts with the podcast player of the future.
App store bannerPlay store banner

AI-powered
podcast player

Listen to all your favourite podcasts with AI-powered features

Discover
highlights

Listen to the best highlights from the podcasts you love and dive into the full episode

Save any
moment

Hear something you like? Tap your headphones to save it with AI-generated key takeaways

Share
& Export

Send highlights to Twitter, WhatsApp or export them to Notion, Readwise & more

AI-powered
podcast player

Listen to all your favourite podcasts with AI-powered features

Discover
highlights

Listen to the best highlights from the podcasts you love and dive into the full episode