We are usually not ones to practice nepotism, but this discussion with Meb Faber and our founder John Reese is a very good one. The podcast focuses on John’s quest to computerize the strategies of legendary investors using factor-based models. They also take in an in depth look at the model John created based on Warren Buffett and the challenges of breaking down Buffett’s extensive stock selection criteria into a computer program. And those are just a few of the topics covered. They also look at the pros and cons of trend following, some asset classes worth looking at for a potential low return environment, and some of John’s new research into momentum. If you want a behind the scenes look at building quant models, you will likely enjoy this podcast.
Validea's Guru Investor Blog
Thoughts, ideas and insight from the top minds in the investment world