Masterclass: Extracting Benefits From Anomalies (EP.08)
May 26, 2021•27 min
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Episode description
How can we move from Factor Beta to Alpha?
We discuss:
- Swensen, Yale and aligning incentives
- The cycles of factor investing
- Machine learning, the Bias/Variance trade off and Alpha
- Ensembles
- Sustainable Alpha through continuous Innovation
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