Quant Radio: Understanding Long Run Asset Returns

Ever wonder what really drives long-term investment returns across centuries, not just decades?

In this episode, we dig into a sweeping 200-year analysis of stocks, bonds, real estate, and commodities based on groundbreaking research by Chambers, Dimson, Marsh, and Renneboog.

From the surprising equity premium (or lack thereof) in the 1800s to the underestimated power of commodity futures, we explore the shifting financial landscape with a clear-eyed view of history.

Whether you're building a portfolio or challenging your assumptions about markets, this deep dive into historical returns offers invaluable insights for the long game.

Find the full research paper here: https://community.quantopian.com/c/community-forums/are-sector-specific-machine-learning-models-better-than-generalists

For more quant-focused content, join us at ⁠⁠⁠⁠https://community.quantopian.com⁠⁠⁠⁠. There, you can explore a wealth of resources, connect with fellow quants, engage in insightful discussions, and enhance your skills through our extensive range of online courses.

Quant Radio is an AI-generated podcast, intended to help people develop their knowledge and skills in Quant finance. This podcast is not intended to provide investment advice.