Show Us Your Portfolio: Harin de Silva
Excess Returns
00:00
How to Build a Long Short Portfolio
In a long short, I think the hardest thing is that your mistakes aren't self correcting. So you need to admit you're wrong and trim it back. That's why quants do pretty well at it, because we have a discipline set of rules. We don't have to admit we made a mistake. But in a short portfolio, when you're wrong, the size of the position is growing,. sometimes even faster than you can ever imagine. How do you think about managing long-short factor portfolios internationally? I run a US fund with more data on companies compared to some global funds. The US fund has access to 10Ks that we can use AI programs to figure out what
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