Excess Returns A Quant and a Financial Planner Discuss Factor Investing
Aug 15, 2023
Topics discussed in this podcast include factors in investing, combining value and momentum factors, building a statistical scoring methodology, layers of multi-factor investing, dangers of data mining, and the relation between multi-factor investing and financial planning.
Chapters
Transcript
Episode notes
1 2 3 4 5 6 7
Introduction
00:00 • 3min
The Definition and Characteristics of Factors in Investing
02:44 • 20min
Combining Value and Momentum Factors in Investing
22:35 • 6min
Building a Statistical Scoring Methodology for Investment Decisions
28:59 • 4min
Exploring the Layers of Multi-Factor Investing
33:04 • 3min
Reimagining Portfolios and the Dangers of Data Mining
35:42 • 3min
Multi-Factor Investing and Financial Planning
39:09 • 12min