My guest today is Lasse Pedersen, a finance professor at Copenhagen Business School, principal at AQR Capital Management, and author of the new book “Efficiently Inefficient”. Pedersen earned his Ph.D. in finance from Stanford University and has over a decade of experience in the industry.
The topic is Trend Following.
In this episode of Trend Following Radio:
- Discretionary vs. quantitative trading
- The importance of sticking to your financial plan
- The various investment styles of the successful
- How reflexivity affects market prices
- Backtesting to identify effective investment strategy
- The role of hedge funds
“I think that good quant investment managers can really be thought of as financial economists who’ve codified their beliefs into a repeatable process. They are distinguished by their diversification, sticking to their process with discipline, and the ability to engineer portfolio characteristics.” – Cliff Asness
Mentions & Resources:
- Lasse Pedersen
- Lasse Pedersen white paper
- Cliff Asness
- David Harding
- John Paulson
- Lee Ainslie
- George Soros
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