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We’re back with another clip from the archives. This time it’s Season 4 Episode 9 with Vivek Viswanathan.
For three decades, equity quants have largely lived under the authoritative rule of the Fama-French 3 Factor Model and linear sorts. In this episode, Vivek provides an cogent alternative to the orthodoxy. Specifically, he explains why an unconstrained, characteristic-driven portfolio can more efficiently capture behavioral-based market anomalies. I think this is a master class for alternative thinking in quant equity.
It was really tough to clip this episode. Vivek’s comments about Chinese markets provide a tremendous example about finding alpha in alternative markets. But I’ll leave that for you to go back and dig out!
Okay, let’s dive in.
4.9
221221 ratings
We’re back with another clip from the archives. This time it’s Season 4 Episode 9 with Vivek Viswanathan.
For three decades, equity quants have largely lived under the authoritative rule of the Fama-French 3 Factor Model and linear sorts. In this episode, Vivek provides an cogent alternative to the orthodoxy. Specifically, he explains why an unconstrained, characteristic-driven portfolio can more efficiently capture behavioral-based market anomalies. I think this is a master class for alternative thinking in quant equity.
It was really tough to clip this episode. Vivek’s comments about Chinese markets provide a tremendous example about finding alpha in alternative markets. But I’ll leave that for you to go back and dig out!
Okay, let’s dive in.
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