Behind the Markets Podcast

Behind The Markets Podcast: The 2022 Jacobs Levy Quantitative Finance Conference

Sep 15, 2022
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1
Introduction
00:00 • 3min
2
The Fed Will Overtighten, and We Will Have a Recession
03:21 • 3min
3
Do They Really Know What They're Going to Do?
06:34 • 2min
4
What's Going on in China?
08:16 • 2min
5
Are We Going to Get a Hundred?
09:49 • 3min
6
The Fed and the Market Have Really Put on the Screws
12:37 • 2min
7
Priet T Go Down, Prices Are Lowli
14:17 • 3min
8
Typical Holding Period of a Mutual Fund
16:53 • 2min
9
The Aggressive Growth Funds Are Creating the Systematic Abnormal Performance
19:12 • 2min
10
Is There a Market Anomaly?
21:10 • 3min
11
Momentum Investing
23:48 • 2min
12
Investing in Momentum
25:54 • 2min
13
How to Manage the Momentum Portfolios?
27:38 • 2min
14
Investing in a Multi-Factor Model, Is It Necessary?
29:16 • 3min
15
Why Does Momentum Work?
31:51 • 2min
16
The Evidence in the a Share Market and the Hong Kong Market
33:43 • 3min
17
The Market Is More Sophisticated and More Institutional
36:15 • 2min
18
Did It Work in the Seventies and Eighties?
37:58 • 2min
19
How Do You Efficiently Test the Market Price Reaction?
39:34 • 2min
20
The Efficient Market Hypothesis
41:14 • 2min
21
The Jnuary Effect, Is It the Result of Arbitrage?
43:07 • 2min
22
How to Define Momentum?
45:02 • 2min
23
Is There a Future in Momentum?
46:55 • 2min
24
I Would Not Tell Individual Retail Investors to Use These Factors to Form Portfolios
48:28 • 2min
25
Investing in Stocks for Long Term Technical Analysis
50:15 • 3min