Quant Investing & the Quest for Alpha | Nicolas Rabener – FactorResearch


Quant Investing & the Quest for Alpha | Nicolas Rabener – FactorResearch

In this episode of The Fintech Files, I’m delighted to speak to Nicolas Rabener, the founder of FactorResearch. We are exploring the world of quantitative investing and factors.

Listening options https://pod.link/1511595070

ABOUT NICOLAS & FACTORRESEARCH

Nicolas Rabener is the managing director of FactorResearch, which provides quantitative solutions for factor investing. Previously he founded Jackdaw Capital, a quantitative investment manager focused on equity market neutral strategies.

FactorResearch publishes a free newsletter that is the reference for factor investing and quantitative strategies.

Through its Analytics Platform, the company empowers investors to analyze their portfolios and potentially find better ones. 

IN THIS EPISODE

00:00 Factor investing or alpha generation?

02:02 The discrepancy between theory  and practice in  financial products  

05:50 Quantitative capabilities are closing the gap between alternative and traditional investing

09:19 Building quantitative and factor-based indices

12:00 The notion of skill in quantitative finance

16:00 Nicolas’s background 

20:52 The impact of factors on management fees  

22:50 Where to find Alpha in public and private markets

26:10 How merger arbitrage is arbitraged away

30:00 How sophisticated investors can leverage factors and who is it for

33:30 How increased transparency is changing financial markets

LINKS

https://twitter.com/FactorResearch

https://factorresearch.com/

Some of the articles we discussed in this episode:

https://insights.factorresearch.com/research-merger-arbitrage-arbitraged-away/

https://insights.factorresearch.com/research-replicating-famous-hedge-funds/

https://insights.factorresearch.com/research-hedge-fund-factor-exposure-alternatives/

ABOUT THE FINTECH FILES PODCAST

The Fintech Files is a podcast dedicated to helping the Fintech industry navigate the threats and opportunities of the 2020s. Each episode features an interview with an executive or thought leader, discussing topics like marketing, growth, sales, culture, career and more. If you’re looking to overcome your growth challenges and discover new ideas to engage with your prospects and clients or learn best practices from B2B Fintech experts, this show is for you.

The Fintech Files is brought to you by Orama and hosted by George Aliferis https://linktr.ee/george_orama

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