Business
Kepos Capital CEO Mark Carhart and Aperture CEO Peter Kraus discuss the topic of quantitative investing. 02:08 - Mark's background and his interest in quantitative investing 05:37 - Quant trends over time 07:38 - Challenges and pitfalls 11:50 - Transaction costs and alpha 13:49 - Defining quantitative investing 16:46 - Machine learning and AI in money management 17:53 - The spectrum between pure judgement and pure quant 23:40 - Lessons from the 'quant quake' 28:32 - Alpha decay 31:32 - Beating the index 36:47 - Should there only be quantitative investing? 41:33 - Passive vs active investing