Flirting with Models Farouk Jivraj - The Art & Science of Using Alternative Risk Premia (S7E12)
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Oct 7, 2024 In this conversation with Farouk Jivraj, a seasoned portfolio manager at Fidelity Investments, listeners will discover the intricacies of alternative risk premia strategies. He outlines a practical 5-step approach for effectively implementing these strategies. Farouk emphasizes the significance of thoughtfully-constructed peer groups and the importance of adapting to market dynamics. The discussion also covers the role of technology in finance, the potential hazards of p-hacking in research, and how active management enhances portfolio performance.
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Building an ARP Platform
- Farouk Jivraj joined Fidelity to build an alternative risk premia platform.
- His sell-side experience informed his approach, balancing idea generation with long-term focus.
Different Mindsets for Strategies
- Studying, selling, and investing in strategies require different mindsets.
- Focus on long-term design, management, and evaluation is crucial for success.
Fidelity's Investment Approach
- Research and implement thoughtfully and diligently for long-term client benefit.
- Fidelity's approach emphasizes rigor and risk management in investing.