Aneet Chachra - Surfing Flow for Fun and Profit (S5E4)
发布时间 来源
Episode 设置
摘要
In this episode I talk with Aneet Chachra, fund manager at Janus Henderson.
In his role, Aneet runs flow-driven strategies. These are strategies that seek to find an edge in market events where trading volume creates a predictable pressure on price, such as index additions or deletions, corporate buybacks or issuance, or even the rebalancing of target date funds. Our conversation is wide ranging, from the basics of how Aneet categorizes these types of trades, to views on how changing market structure has affected the opportunity set, to the impact of social leverage on risk management.
While the approach may be highly niche, Aneet is bursting with broadly applicable wisdom.
I hope you enjoy this episode with Aneet Chachra.
======
Corey Hoffstein is the CEO and CIO of Newfound Research and portfolio manager of the Return Stacked® ETF Suite. Corey is an active researcher and his work has been published in the Journal of Indexing and the Journal of Alternative Investments. He is also the host of the popular quantitative investing podcast Flirting with Models. Corey holds a Master of Science in Computational Finance from Carnegie Mellon University and a Bachelor of Science in Computer Science, cum laude, from Cornell University.
Follow Corey Hoffstein:
▶ Twitter: https://www.twitter.com/choffstein
—
Follow Flirting with Models:
▶ Apple: https://podcasts.apple.com/us/podcast/flirting-with-models/id1402620531
▶ Spotify: https://open.spotify.com/show/1IXldCXztfTaZeHbtcDRQI
Follow Return Stacked:
▶ Portfolio Solutions: https://www.returnstacked.com
▶ ETFs: https://www.returnstackedetfs.com
GPT-4正在为你翻译摘要中......
