Daniel Mahr
9 statements across 1 episodes · 6 bullish · 1 bearish · 1 people on the record · first statement Nov 20, 2025 by Daniel Mahr · across every show →
On the record as a speaker too: Daniel Mahr's record, appearances and statements → this page counts the times other people say the name.
Everything said about Daniel Mahr, oldest first
Nov 20, 2025 negative
Nov 20, 2025 positive
Mahr: MDT runs 'glass box' models with fully traceable daily decisions
“At MDT, that is not the case. We like to position our investment strategies as being a glass box. There's a lot of machinery on the inside, but we can see into it. We can see how it's working and understand what's driving all of the decision making on a day-to…”
Nov 20, 2025
Mahr: MDT re-optimizes every portfolio nightly using decision tree forests
“Every night we download updated data from all of our vendors. We recalculate all of our characteristics. We run all the companies in the domestic equity market through our forests and have updated forecasts. Every portfolio that we run is re-optimized and gene…”
Nov 20, 2025 positive
Nov 20, 2025 neutral
Mahr: Factor selection and interaction at MDT is 100% algorithmic
“The selection of factors is driven by the potential questions that can be asked, is driven by the investment team. That's a major area of focus for us on the research side. Once we present that list of factors to the algorithm, it's Completely mechanically det…”
Nov 20, 2025 positive
Nov 20, 2025 positive
Nov 20, 2025 bullish
Mahr: Stocks down 70-80% yield strong returns when combined with value
“A number of years ago, we started adding price-based factors to our model, and the price-based factors found momentum effects, as was published in the academic literature and as we fully expected to see, but it also found some very powerful reversal effects wh…”