Tracking Error

topic on 1 show · 1 statements across 1 episodes

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1 statements about Tracking Error, every show

O'Shaughnessy: Reducing tracking error is much easier than finding new alpha
“It's actually far easier to shape down tracking error than it is to find new alpha. I could run a much lower tracking error process with not that much additional research. I can't just go find new alpha.”
Patrick O'Shaughnessy Jun 10, 2019 ▶ 24:29 Patrick O'Shaughnessy – O'Shaughnessy Asset Management (First Meeting, EP.01)

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