Money Maze Podcast 62: Uncovering the Quant Process - With Russell Korgaonkar, CIO of Man AHL
Apr 21, 2022
Dive into the fascinating realm of quantitative investing as a leading CIO shares insights on the evolution of systematic strategies. Discover how personal journeys shape careers, debunk stereotypes about quants, and explore the intricacies of navigating alpha decay. Learn about the vital role of risk management in boosting returns and the dynamic response of quantitative strategies during market volatility. Anecdotes reveal the blend of innovation and collaboration essential for thriving in the complex world of finance.
AI Snips
Chapters
Transcript
Episode notes
Unlikely Quant
- Russell Korgaonkar dreamt of being a footballer, golfer, or Formula One driver.
- He stumbled into quant investing after a temp job at Man Group.
Systematic Macro Trading
- Man AHL specializes in systematic macro trading, a broad field within quantitative investing.
- They diversified their strategies beyond trend following after the 2008 financial crisis.
Alpha Decay
- Alpha decay is real, and quant investors must constantly innovate to maintain an edge.
- Don't get excited about a good year; it's the result of work done over the last five years.