Flirting with Models

Adam Butler - Questioning the Quant Orthodoxy (S5E13)

Oct 3, 2022
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1
Introduction
00:00 • 2min
2
Adam Butler, Co-Founder of Resolve Asset Management
01:43 • 2min
3
Is There a High Bar for Portfolio Construction?
03:22 • 5min
4
The Catalyst for Machine Learning
08:40 • 4min
5
The Trade Off Between Strong Priors and Weak Priors
12:45 • 4min
6
How to Select a Relationship Between Past Returns and Future Returns
16:32 • 3min
7
Optimizing for Complexity in the Experimental Design
19:57 • 5min
8
Experimental Design
24:28 • 6min
9
Is There a Potential Edge in Forecasting?
30:11 • 3min
10
Is There a Complexity in Your Process?
32:58 • 2min
11
Explanatory Variables
35:19 • 3min
12
Is There a Way to Add New Variables to Machine Learning?
38:11 • 5min
13
The Importance of Seasonality in a Managed Futures Program
42:43 • 3min
14
Is Carry the Ultimate Risk Predia Strategy?
46:00 • 6min
15
Is There a Benefit to Conditioning Trend on Carry?
51:47 • 2min
16
Allocator: Is It Trend Following?
53:58 • 4min
17
Is There a Constraint on Concentration in a Portfolio?
57:57 • 3min
18
The Threat of Risk Management
01:00:39 • 2min
19
The Evolution of the Full Stack Machine Learning Approach
01:02:42 • 4min
20
Is There a Future in Machine Learning?
01:06:19 • 3min
21
Risk Parity - Should I Allocate to Commodities?
01:08:53 • 4min
22
Risk Parity
01:12:48 • 5min
23
Is There a Line Item Risk?
01:18:03 • 5min
24
The Final Question of the Season Is Looking Back on Your Career to Date
01:22:35 • 2min