Masterclass: Extracting Benefits From Anomalies (EP.08)
26th May 2021
• Resolve Riffs Investment Podcast • ReSolve Asset Management
00:00:00
00:26:51
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Shownotes
How can we move from Factor Beta to Alpha?
We discuss:
Swensen, Yale and aligning incentives
The cycles of factor investing
Machine learning, the Bias/Variance trade off and Alpha
Ensembles
Sustainable Alpha through continuous Innovation
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