

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