factor tilting strategies
1 statements across 1 episodes · 0 bullish · 0 bearish · 1 people on the record · first statement Nov 20, 2025 by Daniel Mahr · across every show →
Everything said about factor tilting strategies, oldest first
Nov 20, 2025
Mahr: MDT adopted decision trees after factor tilts struggled in 1998-1999
“In 2002, we had made a big transition at MDT. For the first decade, the strategies were traditional factor tilting strategies. There was a formula that used a small number of characteristics and the portfolios would tilt toward them. Those strategies generated…”