Joe Mezrich

In a fascinating dialogue, Joe Mezrich, Founder of Metafoura LLC and former Managing Director at Nomura, shares insights from his extensive career in quantitative finance. He discusses how the sell side pioneered modern factor investing and the pitfalls of models like the Barra risk model during market crises. Joe emphasizes the importance of interpretability in machine learning, reflecting on how complexity can overshadow understanding. He also highlights the evolution of market-neutral strategies and the critical role of alternative data in today's finance.