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Michael Krause - Evolving Long/Short Equity (S3E2)

Michael Krause - Evolving Long/Short Equity (S3E2)

FromFlirting with Models


Michael Krause - Evolving Long/Short Equity (S3E2)

FromFlirting with Models

ratings:
Length:
69 minutes
Released:
Jul 3, 2020
Format:
Podcast episode

Description

In this episode I am joined by Michael Krause, co-founder of Counterpoint Asset Management and Counterpoint Mutual Funds. Our conversation covers two major topics. In the first half, we discuss some of the nuances of high yield bond timing and the subtleties of strategy construction. In the second half, we discuss long/short equity strategies. For listeners more interested in the technical, this is where the meat and potatoes of the conversation lies. We discuss Michael’s evolution from regression to machine learning techniques, the unintended consequences of accidental exposures, and managing risk through optimization while managing the risk of optimization. I hope you enjoy my conversation with Michael Krause.
Released:
Jul 3, 2020
Format:
Podcast episode

Titles in the series (100)

Flirting with Models is the show that aims to pull back the curtain and meet the investors who research, design, develop, and manage quantitative investment strategies. Join Corey Hoffstein, Chief Investment Officer of Newfound Research, on a journey to explore systematic investment strategies, ranging from value to momentum and merger arbitrage to managed futures. For more on Newfound Research, visit www.thinknewfound.com.