Flirting with Models

Liqian Ren - In Search of Modern Alpha (S2E8)


Listen Later

In this episode I am joined by Liqian Ren, Director of Modern Alpha at WisdomTree.

After receiving her degree in Computer Science, Liqian came to the United States to pursue her Masters in Economics.  Liqian then did a quick stint at the Federal Bank of Chicago as an associate economist, before returning back to academia to pursue her PhD at the University of Chicago.

In 2007, Liqian joined Vanguard’s Investment Strategy Group, where she leveraged her background to perform economic and capital market forecasts, studies on asset allocation, and research into topics such as retirement income and investor behavior.

Liqian eventually transitioned to Vanguard’s Quantitative Equity group, where research efforts were focused on deep, stock-level signals analysis and portfolio construction.  Becoming one of the first to act in a dual capacity research / portfolio manager role, Liqian developed a deep appreciation for implementation-aware research.

We spend much of our conversation talking about factors in both theory and practice.  We hit subjects such as the risks of delayed implementation, mixed versus integrated portfolio construction, opportunities for factor timing, active versus indexed implementations, and how factors fit within a glide path.

Finally, we discuss Liqian’s new role at WisdomTree and new areas of research she is excited to pursue.

I hope you enjoy our conversation.

...more
View all episodesView all episodes
Download on the App Store

Flirting with ModelsBy Corey Hoffstein

  • 4.9
  • 4.9
  • 4.9
  • 4.9
  • 4.9

4.9

221 ratings


More shows like Flirting with Models

View all
Masters in Business by Bloomberg

Masters in Business

2,179 Listeners

Top Traders Unplugged by Niels Kaastrup-Larsen

Top Traders Unplugged

581 Listeners

Chat With Traders by Tessa Dao

Chat With Traders

1,979 Listeners

Odd Lots by Bloomberg

Odd Lots

1,772 Listeners

Macro Voices by Hedge Fund Manager Erik Townsend

Macro Voices

3,061 Listeners

The Meb Faber Show - Better Investing by The Idea Farm

The Meb Faber Show - Better Investing

938 Listeners

Capital Allocators – Inside the Institutional Investment Industry by Ted Seides – Allocator and Asset Management Expert

Capital Allocators – Inside the Institutional Investment Industry

802 Listeners

Alpha Exchange by Dean Curnutt

Alpha Exchange

83 Listeners

The Market Huddle by Patrick Ceresna & Kevin Muir

The Market Huddle

363 Listeners

The Acquirers Podcast by Tobias Carlisle

The Acquirers Podcast

305 Listeners

Excess Returns by Excess Returns

Excess Returns

64 Listeners

Value Hive Podcast by Brandon Beylo

Value Hive Podcast

89 Listeners

Macro Hive Conversations With Bilal Hafeez by Bilal Hafeez

Macro Hive Conversations With Bilal Hafeez

93 Listeners

Forward Guidance by Blockworks

Forward Guidance

273 Listeners

The Macro Trading Floor by Alfonso Peccatiello & Brent Donnelly

The Macro Trading Floor

214 Listeners