Jack appeared on the Zona Value podcast. He discussed the history of Validea, some lessons from applying our strategies to the real world, and the recent underperformance of value investing.
Tag: Quantitative Strategies
Interview: Replicating Private Equity in Public Markets with Verdad's Brian Chingono (Ep. 67)
There are many misconceptions about private equity. Most investors see it as a domain where high net worth investors and institutions earn returns that can’t be achieved via public markets.…
Quants Trounced by Human-Run Hedge Funds in Covid Year
After a long stretch of being outperformed by computer-driven quant strategies, human stock-pickers won out in 2020 bolstered by “aggressive bets in technology and the flood of central bank money…
Wall Street Mayhem Making Money for the Fastest Quants
A recent article in Bloomberg reports that quantitative trading firms able to rapidly build models based on short-term market trends are benefiting from the current upheaval. After years of underperforming…
The Hot “Quant” Industry is Suffering a Winter
The exciting frontier of quantitative investing, which has drawn huge inflows over the last ten years, is suffering a rough patch that is raising questions, according to an article in…