The Principles Of Generating Returns Using A Quantitative Strategy | Michael Robbins

On todays episode Michael Robbins, CIO of Larson Financial & Professor Of Quantitative Investing at Columbia University joins the show for a discussion on the quantitative investing strategy.

Authoring the book "Factor Investing and Machine Learning for Institutional Investing" Michael takes us back to the very basics in answering what is quantitative investing, what actually causes markets to go up, why most investors are NOT stock pickers and how a quantitative strategy can help manage risk & create sizeable returns. To hear all this and more, you'll have to tune in!
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Referenced In The Show:

Selling Fast and Buying Slow: Heuristics and Trading Performance of Institutional Investors: https://www.nber.org/papers/w29076

Quantitative Asset Management: Factor Investing and Machine Learning for Institutional Investing: http://quantitativeassetmanagement.com/
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Timecodes:

00:00 Introduction
00:39 What Is Quantitative Investing?
02:24 Selling Fast & Buying Slow
05:26 What Causes Stocks To Go Up?
09:02 Are Rising Rates Actually Bad For Stocks?
15:11 Stock vs Bond Arbitrage Strategies
17:37 The VXX ETF
24:11 Most People Are NOT Stock Pickers
29:54 Risk Management
35:14 What Are The Biggest Mistakes Investors Make?
44:31 Being Early Is The Same As Being Wrong
49:37 What Indicators Are Worth Following With A Quantitative Strategy?
56:41 Liquidity
01:00:07 The Five Factors Of Investing
01:05:55 Investing Using Artificial Intelligence
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Disclaimer: Nothing discussed on Forward Guidance should be considered as investment advice. Please always do your own research & speak to a financial advisor before thinking about, thinking about putting your money into these crazy markets.