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On this episode, we take a deep dive into quantitative investing with Michael Robbins, creator of the brand new e-book “Quantitative Asset Administration: Issue Investing and Machine Studying for Institutional Investing.” We talk about knowledge science and machine studying, issue investing, danger administration, the qualities of a superb again take a look at and much more.
- 01:58 – Why Michael wrote the e-book
- 04:11 – Is it higher if the mathematics or the finance comes first?
- 07:13 – What’s knowledge science?
- 10:39 – The most effective use of quantitative methods
- 11:33 – The long-term impression of machine studying on investing
- 16:25 – Stacking premia and the fairness danger premium
- 20:24 – The standards Michael would use to judge a quantitative supervisor
- 25:09 – What makes a superb investing issue?
- 30:13 – Does issue timing work?
- 33:44 – The various kinds of fashions
- 37:51 – Is worth investing lifeless?
- 44:32 – What makes a superb again take a look at?
- 45:52 – Evolving an funding technique over time
- 53:01 – The significance of danger administration
- 54:39 – The one lesson Michael would educate the typical investor
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