Chapters
Transcript
Episode notes
1 2 3 4 5 6 7 8 9 10 11 12 13 14 15 16 17
Introduction
00:00 • 3min
How Did You Get Into the Investment Industry?
02:55 • 2min
Is There a Difference Between a by Side and a Cell Side?
04:59 • 3min
How Do You Structure Your Research?
08:16 • 4min
Quantin - What's the Future of Quantin?
11:49 • 3min
The Future of Risk Preparation
15:19 • 4min
Equity Factors - The Evolution of Factor Construction
19:13 • 5min
Is There a Risk of Crowding in the Market?
24:43 • 2min
Investing in the Stock Market
26:33 • 3min
Portfolio Construction - What Are the Micro Factors?
29:42 • 5min
Risk Predictive Strategies - What Are They and How Do They Work?
34:30 • 4min
Fixed Income - Is There Still a Risk Predator?
38:37 • 2min
Is Machine Learning Going to Change Factor Definitions?
40:54 • 2min
Recurrent Neural Networks in Trend Following?
43:13 • 2min
How to Label Trants in Financial Markets?
45:30 • 5min
The Risks of Factor Crowding Going Forward
50:21 • 3min
Is There a Systemic Risk to Market Operations?
53:31 • 6min


