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Aired On
Dec 15 2021
2:00 pm - EST
Image Master Class: The New Frontiers of Factor Investing Watch on GoTo Webinar

This Master Class, led by QuantZ founder Milind Sharma, is a hands-on introduction and walk-through of today’s state-of-the-art quantamental techniques. We will also cover how RORO (risk on, risk off) regime-based Factor Investing outperformed during the 2020 Covid crash and how such ML Enhanced Smart Betas can be combined to potentially outperform popular strategies such as Quality + Value; Value + Momentum; Quality + Momentum etc., as well as hedge fund signals. We will also touch on the Great Factor Rotation of 2021 & Q1 meme stock histrionics – going well beyond the basic Fama-French constructs:

  • The compression & commoditization of alpha
  • Traditional stock-picking vs ML Enhanced Smart Betas (ESBs)
  • ESB characteristics — How some ESBs (which combine hundreds of factors into ML enhanced cohorts) have outperformed naïve factors
  • How to express any view on Equities via a spanning set of ESBs
  • Quantamental signal generation: Off the shelf vs. Customized signals
  • Hedge Fund in a Box – From signal spreads to fully optimized HF portfolios
  • Sector rotation with signals
  • RORO regime detection via ML & the classification of ESBs
  • From RORO regimes to a Universal Crash Factor

Contributed By:


Presented By:

head shot Milind Sharma

Milind Sharma



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