Quantitative Asset Management - Building Systematic Real-World Strategies with Michael Robbins

Michael Robbins, author of 'Quantitative Asset Management', discusses data science and machine learning, factor investing, risk management, and the qualities of a good backtest in this episode. The podcast covers the different paths in quant investing, breaking down the equity risk premium, evaluating quantitative managers, managing quantitative models in an ensemble approach, and the importance of backtesting. Michael Robbins also discusses his book 'Quantitative Asset Management' and the companion website that contains additional resources.