quantitative investors
3 statements across 3 episodes · 0 bullish · 2 bearish · 3 people on the record · first statement Mar 30, 2020 by Ben Inker · across every show →
Everything said about quantitative investors, oldest first
Mar 30, 2020 neutral
Inker: 12-year value drought causes standard quant backtests to penalize value
“If you are a quant, your favorite tool is the back test. And it has now been 12 years that value has underperformed. You are much less likely to come up with a quantitative stock selection technique that is predominantly value, because if you look back, you sa…”
Feb 19, 2024 negative
Mauboussin: Fundamental investors underutilize available decision aids
“Many fundamental investors don't really use those decision aids, or they don't use them as much as they possibly could, and so that's a fascinating area for us to explore, which is, are there decision aids at our fingertips that we're not accessing as fundamen…”
Mar 2, 2026 bearish
Algorithms eliminated value investing alpha because computers do not feel embarrassment
“I do think this is why a lot of fundamentally based value strategies have struggled for a long time, because the alpha in those strategies Was being willing to own these stocks that other people were embarrassed to own because they were so out of favor. And yo…”