In this episode of the Curious Quant podcast series, I sit down with Gideon Smith from Rosenberg Equities to discuss his experiences over the last twenty years, data playgrounds, hubris within quantitative investing and what lies ahead.
“We are now in that golden age, we’ve been banging on about beta and data for 25 years, finally people are really interested in talking about our databases.”
“We’ve lived through enough quant crashes and crises to hopefully develop that humility.”
“Distinguishing skill from luck is essentially a technical question.”
On crowding out:
“That becomes less and less of an issue as quants build more subtle models.”
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