Episode 16: Research Affiliates’ Mike Aked Factor Investing, MarketFox Investment consultant and MarketFox columnist Daniel Grioli speaks with Mike Aked, who has just established the first Australian office for Research Affiliates in Melbourne. Mike Aked speaks about the reasons behind coming down under, asset allocation issues and responds to criticism from quant investors on the CAPE ratio. He also discusses the importance of simplicity […] Read More
Episode 15: Newfound’s Corey Hoffstein Factor Investing, Investment Strategy, MarketFox Corey Hoffstein is the co-founder and Chief Investment Officer at Newfound Research, as well as an ETF Strategist. Hoffstein and his colleagues have produced some of the more innovative research papers in recent years, venturing into debates such as using style factors at a sector level, combining leverage and trend-following to reduce the scope of […] Read More
Episode 14: Parametric’s Raewyn Williams Implementation, MarketFox Australia is unique in the sense that pension funds pay tax on their investment earnings. Yet few funds look at how they can maximise after-tax outcomes. MarketFox columnist Daniel Grioli speaks with Raewyn Williams, Managing Director of Research at Parametric, why it is important to give this area the attention it deserves and also addresses […] Read More
Episode 13: William Blair’s Brian Singer Asset Allocation, MarketFox In this podcast, MarketFox columnist Daniel Grioli speaks with Global Macro investor Brian Singer about his time working for Gary Brinson, his views on mean reversion, the essence of dynamic asset allocation and the attributes of a good investor. Read More
[i3] Podcast Transcription: Brian Singer Asset Allocation MarketFox columnist Daniel Grioli speaks with Global Macro investor Brian Singer about his time working for Gary Brinson, his views on mean reversion, the essence of dynamic asset allocation and the attributes of a good investor. This is the transcription of the interview. To listen to the podcast, please click here. Daniel: Welcome to another edition […] Read More
Episode 12: Pzena’s Allison Fisch Emerging Markets, MarketFox MarketFox columnist Daniel Grioli speaks with Allison Fisch, a Portfolio Manager and Senior Analyst at Pzena Investment Management, about how you can apply a value strategy in emerging markets. Is it possible in the first place? Fisch believes so, but some adjustments are necessary to make it successful. Overview: 4:00 – Value investing is really […] Read More
Episode 11: Jack Gray MarketFox, Value Investing In this podcast, MarketFox columnist Daniel Grioli speaks with Dr Jack Gray about the difficulty of explaining probabilities and the limitations of mathematics, Jack’s days at GMO and working with Jeremy Grantham; and finally artificial intelligence and robo-advice. Read More
Episode 10: Jason Zweig MarketFox, Value Investing Acclaimed business journalist and writer of the Wall Street Journal’s ‘Intelligent Investor’ column Jason Zweig speaks with MarketFox columnist Daniel Grioli about value investing in today’s world and tries his hand at answering the question: How would Benjamin Graham invest today? Short overview of content of podcast: 2:00 How did you get started in industry? […] Read More
Episode 9: James O’Shaughnessy Factor Investing, MarketFox In this [i3] Podcast, MarketFox Editor Daniel Grioli speaks with quantitative investor James P. O’Shaughnessy, Chief Investment Officer of O’Shaughnessy Asset Management, about the moment he realised a rules-based approach was the only route for him and the subsequent journey into factors that resulted in the best-selling book: ‘What Works on Wall Street’ About the […] Read More
