On todays episode Michael Robbins, CIO of Larson Financial & Professor Of Quantitative Investing at Columbia University joins the show for a discussion on the quantitative investing strategy.
Authoring the book "Factor Investing and Machine Learning for Institutional Investing" Michael takes us back to the very basics in answering what is quantitive investing, what actually causes markets to go up, why most investors are NOT stock pickers and how a quantitive strategy can help manage risk & create sizeable returns. To hear all this and more, you'll have to tune in!
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Referenced In The Show:
Selling Fast and Buying Slow: Heuristics and Trading Performance of Institutional Investors: https://www.nber.org/papers/w29076
Quantitative Asset Management: Factor Investing and Machine Learning for Institutional Investing: http://quantitativeassetmanagement.com/
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Timecodes:
(00:00) Introduction
(00:39) What Is Quantitative Investing?
(02:24) Selling Fast & Buying Slow
(05:26) What Causes Stocks To Go Up?
(09:02) Are Rising Rates Actually Bad For Stocks?
(15:11) Stock vs Bond Arbitrage Strategies
(17:37) The VXX ETF
(24:11) Most People Are NOT Stock Pickers
(29:54) Risk Management
(35:14) What Are The Biggest Mistakes Investors Make?
(44:31) Being Early Is The Same As Being Wrong
(49:37) What Indicators Are Worth Following With A Quantitative Strategy?
(56:41) Liquidity
(01:00:07) The Five Factors Of Investing
(01:05:55) Investing Using Artificial Intelligence
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Disclaimer: Nothing discussed on Forward Guidance should be considered as investment advice. Please always do your own research & speak to a financial advisor before thinking about, thinking about putting your money into these crazy markets.
