Скачать или смотреть Ryan Telford on The Quant Strategy Approach to Investing: Factor Investing on Steroids

Ryan Telford gives an introduction to his Quantitative investment strategy, referred to as “Quant Strategy” or “factor investing on steroids.” He explains that factor investing involves using specific factors such as value, growth, quality, and momentum to make investment decisions. In this approach, he uses a “bottoms up” method where he can combine multiple factors and adjust their weights according to their preferences.

The strategy allows for a flexible and customizable approach, making it like a “blank canvas” for investment decisions.

Maj and Ryan then discuss the difference between long-short strategies and long-only strategies in factor investing. While the academic approach often involves both long and short positions, Telford personally prefers a long-only approach, as shorting can be riskier and more challenging to manage effectively.