Professor Zoro speaks with Rodrigo Petricioli, MFE (https://www.linkedin.com/in/rodrigo-petricioli) about Multi Factor Investing, Modeling. They discuss how such a model can be valuable when risk goes up (especially during a recession). Rodrigo also explains the strategy and coding used in this project.

Professor Zoro manages Lehigh MFE program https://business.lehigh.edu/academics/graduate/masters-programs/ms-financial-engineering