In this first episode, we talk about everything from the history of quantitative investment, the myths of factor investing to how machine learning can help solve difficult problems in financial markets.
The argument that bigger fund leads to better returns is largely dependent on liquidity and opportunity size. Further, the evidence on the benefits of scale is not encouraging so far, says Michael Kollo.
There are powerful forces changing the quantitative communities around the world. These include heavy competition in asset management, a desperate need to stand-out in an overcrowded field and readily available datasets and coding libraries.