Michael Krause - Evolving Long/Short Equity (S3E2)
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摘要
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.
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THIS VIDEO IS FOR ENTERTAINMENT AND INFORMATIONAL PURPOSES ONLY AND SHOULD NOT BE RELIED UP AS A BASIS FOR INVESTMENT DECISIONS. THE VIEWS EXPRESSED IN THIS SHOW ARE OF THE HOSTS AND DO NOT REFLECT THE VIEWS OF THE MUTINY FUND OR NEWFOUND RESEARCH. THE MUTINY FUND OR NEWFOUND RESEARCH MAY MAINTAIN POSITIONS IN SECURITIES DISCUSSED IN THIS SHOW.
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