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Quantitative Asset Management - Building Systematic Real-World Strategies with Michael Robbins

Excess Returns

English - September 22, 2023 09:00 - 58 minutes - 53.5 MB - ★★★★★ - 47 ratings
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Previous Episode: Conservative Investing - Using Trend Following to Manage Risk and Drawdowns with James St. Aubin
Next Episode: Excess Returns After Hours with Tobias Carlisle | Some Much Needed Therapy for Value Investors

In this episode, we take a deep div into quantitative investing with Michael Robbins, author of the new book "Quantitative Asset Management: Factor Investing and Machine Learning for Institutional Investing." We discuss data science and machine learning, factor investing, risk management, the qualities of a good back test and a lot more.


We hope you enjoy the discussion.


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