Factor Investing Archives - Investment Innovation Institute

Podcasts: Factor Investing

[i3] Podcast with Rob Arnott

[i3] Podcast with Intech’s Adrian Banner

Adrian Banner is Chief Executive Officer and Chief Investment Officer at Intech Investment Management, a Janus Henderson business. Adrian is also a former maths lecturer at Princeton University, author of the book “The Calculus Lifesaver” and last but not least a recorded musician, playing piano. In this podcast, we talk about the importance of rebalancing, […]

Preview: [i3] Podcast with Intech’s Adrian Banner

Adrian Banner is Chief Executive Officer and Chief Investment Officer at Intech Investment Management, a Janus Henderson business. Adrian is also a former maths lecturer at Princeton University, author of the book “The Calculus Lifesaver” and last but not least a recorded musician, playing piano. In this preview, Adrian shared some anecdotes of investing in […]

[i3] Podcast – Interview with Michael Recce

Michael Recce is Chief Data Scientist with Neuberger Berman and is leading the firm’s effort into incorporating data signals into the investment process. When working on predictive algorithms for the advertising industry, he realised that these applications would work just as well in finance. After all, if you know which products customers are interested in […]

[i3] Podcast – Interview with Gus Sauter

Gus Sauter is the former Chief Investment Officer of Vanguard for 10 years and was instrumental in the company’s venture into exchange traded funds. He talks to [i3] Insights editor Wouter Klijn about his early career, Jack Bogle’s questioning of ETFs and his current role as adviser to Australian pension fund Sunsuper. Podcast overview Gus […]

[i3] Podcast – MarketFox Interview with Mike Aked

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 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 over […]

[i3] Podcast – MarketFox Interview with Corey Hoffstein

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 […]

[i3] Podcast – MarketFox Interview with James O’Shaughnessy

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’