Factor Tilting
topic on 1 show · 1 statements across 1 episodes
1 statements about Factor Tilting, every show
Mahr: Decades-long trend toward market efficiency broke in recent years
“It does feel like the markets are different in the last couple of years than they were a decade ago. If you asked me five years ago, are markets on a never ending trend towards efficiency? And is your job as a systematic investor It's going to get harder and h…”