The Art and Science of Quantitative Investing

This chapter explores the intricacies of quantitative investing, focusing on how it reduces human biases in trading. It highlights the significance of empirical evidence and backtesting, while comparing high-frequency trading with a longer-term investment approach for enhanced returns.

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Trey Lockerbie explores the evolution of Quant investing with Jonathan Briggs. Jonathan holds a Ph.D. in Mechanical Engineering and Applied Mechanics from UPenn and has had a long career of researching and developing investing techniques for pension funds, such as the CPP Investment Board. He is now CIO of his own fund, Delphia, where they are implementing techniques developed from his research.

IN THIS EPISODE, YOU’LL LEARN:

08:16 - The basics of quant investing.
15:54 - The commoditization of the approach has led to a “Quant Winter”.
18:52 - How size and scale applies to the strategies.
47:39 - How machine learning is playing a bigger role in the quant approach.
1:02:03 - The economic framework Jonathan has devised after decades of research.
And much much more!

*Disclaimer: Slight timestamp discrepancies may occur due to podcast platform differences.

BOOKS AND RESOURCES

Join the exclusive TIP Mastermind Community to engage in meaningful stock investing discussions with Stig, Clay, and the other community members.
Delphia Website.
Active Portfolio Investing Book.
Asset Pricing Book.
Trey Lockerbie Twitter.

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