Odd Lots

Bloomberg’s Joe Weisenthal and Tracy Alloway take you on a not-so random walk through hot topics in markets, finance and economics.



Inigo Fraser-Jenkins and Aaron Brown Debate The Future Of Quant Investing

Traditional quant strategies that try to screen for stocks that are "cheap" have had an extremely rough period. So is this just a temporary setback that will eventually mean revert, or are the existing strategies dead and busted? Earlier this year, Inigo Fraser-Jenkins of Bernstein Research provocatively said he was sticking a fork in the quant world. But not everyone agrees with him that it's a lost cause. So in addition to talking with Fraser-Jenkins, we also brought on Aaron Brown, formerly of AQR Capital Management, for a debate on what works in quant and what the future holds


 2020-11-23  51m