Скачать или смотреть What Are Non-Traditional Factors in Quant Investing? | Explained for Portfolio Managers

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📊 Have traditional factors lost their alpha? And what’s next for quant investing?

In this video, we explore why non-traditional factors are emerging as powerful alternatives in a world where traditional factors like value, momentum, and size have become increasingly crowded.

As Mary questions the effectiveness of conventional factor investing, we uncover:

Why traditional factors might no longer generate strong alpha

What causes crowding, slippage, and reduced returns in popular strategies

How investors are turning to alternative data and new signals—from search trends to AI innovation

Examples like AI-based ETFs or Google search volume spikes used as investing triggers

How these non-traditional factors can improve portfolio diversification by being uncorrelated with traditional ones

Why they offer fresh alpha opportunities in a saturated market

If you’re serious about exploring beyond the Fama-French playbook, this is your gateway to understanding and experimenting with emerging signals and niche edges in quant investing.

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Keywords
Non-traditional factors in quant investing

Emerging alpha signals

Crowding in factor strategies

Uncorrelated investment factors

Alternative data in investing

AI-based ETFs

Search volume as investment signal

New ways to generate alpha

Portfolio diversification through novel factors

Beyond traditional quant factors0:03 Why are traditional factors losing alpha over time?
0:17 What causes crowding and slippage in popular factor strategies?
0:32 What are non-traditional factors in quant investing?
0:45 How are thematic ETFs and search trends used as investing signals?
1:05 Are non-traditional factors only about alpha, or do they help with diversification?
1:28 How can non-traditional factors reduce correlation and risk in portfolios?
1:45 Where do you even begin discovering these emerging factors?