Adam Butler - Questioning the Quant Orthodoxy (S5E13)

Flirting with Models

Το περιεχόμενο παρέχεται από το Corey Hoffstein. Όλο το περιεχόμενο podcast, συμπεριλαμβανομένων των επεισοδίων, των γραφικών και των περιγραφών podcast, μεταφορτώνεται και παρέχεται απευθείας από τον Corey Hoffstein ή τον συνεργάτη της πλατφόρμας podcast. Εάν πιστεύετε ότι κάποιος χρησιμοποιεί το έργο σας που προστατεύεται από πνευματικά δικαιώματα χωρίς την άδειά σας, μπορείτε να ακολουθήσετε τη διαδικασία που περιγράφεται εδώ https://el.player.fm/legal.

1+ y ago 1:24:53

MP3•Αρχική οθόνη επεισοδίου

In this episode I speak with Adam Butler, co-founder and CIO of ReSolve Asset Management. For full disclosure, at the time of recording I am personally an investor in one of ReSolve’s private funds.

Adam last joined the show in Season 1, where we discussed his background and philosophy of diversification. This episode begins with a discussion of how Adam’s thinking and process has evolved over the last four-plus years, much of which is centered around the idea of experimental design. Adam discusses the adoption of machine learning techniques, the spectrum of complexity between zero- and strong-prior signals, and how proper experiment design allows for greater process diversification.

The back half of the conversation dances across a few subjects. We discuss topics such as seasonality, carry, the operational burdens of introducing a full-stack machine learning process, and the difficulties allocators face in introducing multi-strategy alternatives into their portfolios.

I hope you enjoy this episode with Adam Butler.

98 επεισόδια

#Investing #Corey Hoffstein #Trading #Business