Setting up the Alpha Lab - the science behind Quantitative Investing

When considering fundamental versus quantitative investing, the two are often looked at as art versus science, but what does this mean in practice? As datasets continue to grow in size and complexity, quantitative strategies seek to use a data-driven, systematic methodology that seeks to fulfil a variety of mandates, from alpha generation to low volatility and everything in between, all while balancing risk and return. 

Join Ingrid Macintosh, Vice President, TD Wealth, Head of Global Marketing, Client & Colleague Enablement and Strategy, TD Asset Management Inc. (TDAM), Julien Palardy, Managing Director, Head of Quantitative and Passive Investing, TDAM and Philip Gendreau, Vice President, Quantitative Equity, TDAM, as they discuss how quantitative strategies are built, how the landscape for these strategies is changing alongside technological advancements, and explore the benefits of this data-driven approach to capture alpha.

1:32 What is quantitative investing and what are the benefits?  

3:05 What is the distinction between fundamental and quantitative investing?  

6:50 How is AI impacting the landscape of quantitative investing?  

9:22 The art behind creating a quantitative strategy  

16:57 Why did TDAM rename our Quantitative strategies to Disciplined Equity Alpha strategies? 

For a full transcript in English and French, please visit the TD Asset Management Podcast page: https://www.td.com/ca/en/asset-management/insights/podcast 

Email any questions or ideas for future episodes to: td.tdamtalks@td.com

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