Search


	Podcast:		Odd Lots
	Episode:		Inigo Fraser-Jenkins and Aaron Brown Debate The Future Of Quant Investing
	Category:		Business
	Duration:		00:51:13
	Publish Date:		2020-11-23 09:00:00
	Description:		Traditional quant strategies that try to screen for stocks that are "cheap" have had an extremely rough period. So is this just a temporary setback that will eventually mean revert, or are the existing strategies dead and busted? Earlier this year, Inigo Fraser-Jenkins of Bernstein Research provocatively said he was sticking a fork in the quant world. But not everyone agrees with him that it's a lost cause. So in addition to talking with Fraser-Jenkins, we also brought on Aaron Brown, formerly of AQR Capital Management, for a debate on what works in quant and what the future holds
	Total Play:		0