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Jason Josephiac - Portable Alpha and Risk Mitigating Strategies (S6E6)

Flirting with Models

00:00

What Is Portable Alpha?

The art of alpha or finding alpha is just as important as a science, says John MacIntosh. Alpha should be agnostic to moves in interest rates, credit spreads and equities, he adds. But when you strip out all those things at idiosyncratic risk, what you're left over with is a fairly low spread, MacIntosh says.

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