Why do some investments outperform others? For decades, models like CAPM and Fama-French ruled asset pricing—but now, we’re at a tipping point. In this deep dive, we explore the revolutionary shift underway in finance, as big data and machine learning challenge traditional econometrics.Join us as we unpack the evolution from static factor models to dynamic, high-dimensional approaches that use everything from social media sentiment to supply chain links. Learn how machine learning reshapes portfolio construction, tackles model uncertainty, and reveals new insights into investor behavior and market prediction.💡 Featuring concepts like the stochastic discount factor, predictive accuracy vs. parameter estimation, and the surprising power of complexity in finance, this episode is essential listening for economists, data scientists, and market practitioners alike.🎧 From theory to algorithms—this is how modern finance is being rebuilt.Find the full research paper here: https://community.quantopian.com/c/community-forums/from-econometrics-to-machine-learning-transforming-empirical-asset-pricingFor more quant-focused content, join us at https://community.quantopian.com. There, you can explore a wealth of resources, connect with fellow quants, engage in insightful discussions, and enhance your skills through our extensive range of online courses.Quant Radio is an AI-generated podcast, intended to help people develop their knowledge and skills in Quant finance. This podcast is not intended to provide investment advice.#MachineLearning #FinancePodcast #AssetPricing #BigData #EmpiricalFinance #QuantitativeFinance
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Quant Radio: Is the Best Dividend Strategy to Avoid Them?
Dividend investing has long been seen as a reliable path to wealth, but what if there’s a smarter approach for taxable investors?In this episode, we explore compelling research that questions the value of dividend-focused strategies and introduces a value-based alternative designed to reduce tax drag and boost after-tax returns.You’ll learn:Why dividends have such strong emotional appeal—and why that can be misleadingHow taxes quietly erode returns over timeThe mechanics of a “non-dividend dividend strategy”Pre- and post-tax results that strongly favor value over yieldIf you're focused on long-term wealth and efficiency, this episode offers a thoughtful perspective worth considering.Find the full research paper here: https://community.quantopian.com/c/community-forums/is-the-best-dividend-strategy-to-avoid-themFor more quant-focused content, join us at https://community.quantopian.com. There, you can explore a wealth of resources, connect with fellow quants, engage in insightful discussions, and enhance your skills through our extensive range of online courses.Quant Radio is an AI-generated podcast, intended to help people develop their knowledge and skills in Quant finance. This podcast is not intended to provide investment advice.
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Quant Radio: M&A Outlook for 2025
Despite record levels of dry powder and eager investors, the long-anticipated M&A resurgence has yet to materialize. In this episode, we dive deep into why dealmaking is still stuck in neutral. From macroeconomic uncertainty and regulatory shifts to sector-specific trends and regional dynamics, we unpack the real forces shaping the M&A landscape in 2025 — and what it will take to finally unleash the wave everyone’s been waiting for.Find the full research paper here: https://community.quantopian.com/c/community-forums/m-a-in-2025-deal-or-no-dealFor more quant-focused content, join us at https://community.quantopian.com. There, you can explore a wealth of resources, connect with fellow quants, engage in insightful discussions, and enhance your skills through our extensive range of online courses.Quant Radio is an AI-generated podcast, intended to help people develop their knowledge and skills in Quant finance. This podcast is not intended to provide investment advice.
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Quant Radio: Modeling Jump Risk in Crypto Markets
Crypto markets don’t move smoothly — they jump. In this episode, we explore the cutting-edge research modeling these sudden price shifts using jump diffusion frameworks and copula-based tail risk metrics. We break down how jumps are detected, what drives them, and how they spread contagion across assets. Learn why standard models fall short, how co-jumps reveal systemic risk, and how a jump-aware portfolio strategy can improve performance — especially when markets get wild.Whether you're a quant, portfolio manager, or just crypto-curious, this is your guide to the hidden volatility driving digital asset returns.Find the full research paper here: https://community.quantopian.com/c/community-forums/crypto-contagionFor more quant-focused content, join us at https://community.quantopian.com. There, you can explore a wealth of resources, connect with fellow quants, engage in insightful discussions, and enhance your skills through our extensive range of online courses.Quant Radio is an AI-generated podcast, intended to help people develop their knowledge and skills in Quant finance. This podcast is not intended to provide investment advice.
In this episode, we dissect a real-world implementation of beta hedging, a strategy to reduce a portfolio's sensitivity to market movements and isolate true alpha. Drawing from a detailed article on quantitative trading rules, we walk through the motivation, theory, execution, and results of using short S&P 500 futures to hedge a mean-reversion strategy with a 0.57 market beta.We cover:What beta hedging is and why it mattersHow a dynamic hedge using ES futures was designed and implementedSurprising outcomes like increased alpha and reduced R²Trade-offs, including a small increase in max drawdownWhat this says about systematic risk vs. true skillWhether you're a quant, a strategist, or just hedge-curious, this episode delivers practical insights into managing portfolio exposure and digging into the real sources of return.Is your alpha real, or just riding the market wave? Tune in and find out.Find the full research paper here: https://community.quantopian.com/c/community-forums/beta-hedging-quantitativoFor more quant-focused content, join us at https://community.quantopian.com. There, you can explore a wealth of resources, connect with fellow quants, engage in insightful discussions, and enhance your skills through our extensive range of online courses.Quant Radio is an AI-generated podcast, intended to help people develop their knowledge and skills in Quant finance. This podcast is not intended to provide investment advice.
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