The Acquirers Podcast

Value After Hours S06 E03 Verdad's Dan Rasmussen on quant small, cheap, levered stocks-US and Japan

13 snips
Jan 29, 2024
Guest
Dan Rasmussen
Dan Rasmussen of Verdad discusses quantitative deep value investing, challenges of small and micro stocks, correlation between size and liquidity in investing, potential improvements in the Japanese stock market, relationship between 10-K report size and investment performance, crisis strategy using high yield spreads, launching and improving a multi-strategy fund, and asset allocation, leverage, and derivatives in constructing portfolios.
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Episode notes
1
Introduction
00:00 • 2min
2
Quantitative Deep Value Investing and the Challenges of Small and Micro Stocks
02:28 • 11min
3
Size and Liquidity in Investing
13:26 • 16min
4
Japanese Stock Market Changes and Potential for Improvement
29:41 • 7min
5
Size of 10-K Reports and Investment Performance
36:47 • 3min
6
Crisis Strategy and High Yield Spreads
40:13 • 9min
7
Launching and Improving a Multi-Strategy Fund
49:20 • 9min
8
Allocation of Assets, Leverage, and Derivatives in Constructing Portfolios
58:34 • 2min