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1 #52: Navigating the effect of AI on marketing jobs and the job market with Sue Keith, Landrum Talent Solutions 19:09
Inside a Top Quant's Playbook | Joe Gubler on the Hidden Drivers of Alpha
Manage episode 486959880 series 2581243
🎙️ Inside Causeway’s Quant Playbook | Joe Gubler on Factor Innovation, Risk, and Portfolio Design
In this episode of Excess Returns, we sit down with Joe Gubler, Director of Quantitative Research at Causeway Capital. Joe shares a deep dive into Causeway’s distinctive approach to factor investing, blending traditional quant signals with fundamental insights, and building models that adapt to market context. From constructing proprietary sustainability alpha signals to using machine learning to refine quality definitions, Joe reveals a cutting-edge playbook for the future of quantitative investing.
📌 In This Episode, You'll Learn:
Why Causeway doesn't treat its quant model as sacrosanct
How to blend fundamental overlays with systematic strategies
The logic behind composite factors and contextual weighting
Unconventional factor signals like corporate events and peer-based momentum
How machine learning enhances quality assessment
How Causeway adapts factor models across regimes and markets
What most quants miss when it comes to factor construction and interpretation
The evolving role of AI and NLP in alpha generation
Joe's views on passive flows and fundamental mispricings
355 episodes
Manage episode 486959880 series 2581243
🎙️ Inside Causeway’s Quant Playbook | Joe Gubler on Factor Innovation, Risk, and Portfolio Design
In this episode of Excess Returns, we sit down with Joe Gubler, Director of Quantitative Research at Causeway Capital. Joe shares a deep dive into Causeway’s distinctive approach to factor investing, blending traditional quant signals with fundamental insights, and building models that adapt to market context. From constructing proprietary sustainability alpha signals to using machine learning to refine quality definitions, Joe reveals a cutting-edge playbook for the future of quantitative investing.
📌 In This Episode, You'll Learn:
Why Causeway doesn't treat its quant model as sacrosanct
How to blend fundamental overlays with systematic strategies
The logic behind composite factors and contextual weighting
Unconventional factor signals like corporate events and peer-based momentum
How machine learning enhances quality assessment
How Causeway adapts factor models across regimes and markets
What most quants miss when it comes to factor construction and interpretation
The evolving role of AI and NLP in alpha generation
Joe's views on passive flows and fundamental mispricings
355 episodes
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