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 –
- Momentum (Asnes said that momentum works for 1-yr+ time-periods)
It is very hard for a person to hold these concepts together (esp. value and momentum), and this is why quantitative investing works.