Lecture Summary: A Brief and Biased Survey of Quantitative Investing by Cliff Asnes

Video: A Brief and Biased Survey of Quantitative Investing at https://www.youtube.com/watch?v=FqaP3VTKccE

Presenter: Cliff Asnes

Key takeaways: Quantitative investing works by the holding the following concepts and strategies together –

  • Value
  • Momentum (Asnes said that momentum works for 1-yr+ time-periods)
  • Carry
  • Defensive

It is very hard for a person to hold these concepts together (esp. value and momentum), and this is why quantitative investing works.

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