November 23, 2020· 47 min
Inigo Fraser-Jenkins and Aaron Brown Debate The Future Of Quant Investing
Orality
Model
90%
Highly oral (epic poetry, sermons, hip-hop)
Speaker Breakdown
HostTracy Alloway(1,654 words)
M:28%
GuestAaron Brown(2,281 words)
M:28%
GuestInigo Fraser Jenkins(3,120 words)
M:27%
Oral Indicators
Agonistic36%
terrible, very, certainly
Engagement67%
you, our, your
Memory Aids100%
listen, like, so
Repetition100%
know (124x), think (78x), like (70x)
Parallelism88%
And I'm Tracy Alloway...., And this one is kind of on a t..., So for people who aren't as fa...
Sound Patterns54%
47 question(s), alliteration: "markets move", alliteration: "barclays brief"
Formulaic Phrases5%
i mean, if you will
Literate Indicators
Hedging11%
may, maybe, suggest
Passive Voice7%
be forgiven, is busted, be diversified
Abstract Nouns20%
investment, community, business
Subordination8%
however, because, until
Sentence Length48%
Avg: 16.9 words/sentence
Word Complexity48%
investment, analyze, anticipate
Academic Markers0%
Impersonal Style33%
585 personal pronouns found
Descriptive Style89%
apply, exactly, really
Description
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 See omnystudio.com/listener for privacy information.