In this episode, we talk factor investing with AJO Vista Head of Investments Chris Covington. We discuss their unique approach to factor investing and how they apply it to less crowded markets. We take a detailed look at their strategy and discuss value, quality, momentum and their approach to measuring stability. We also cover a wide range of other topics including multi-factor investing, the impact of transaction costs, the dangers of overoptimization and a lot more. We hope you enjoy the discussion.

SEE LATEST EPISODES

⁠⁠https://www.validea.com/excess-returns-podcast⁠⁠

FIND OUT MORE ABOUT VALIDEA

⁠⁠https://www.validea.com⁠⁠

FOLLOW OUR BLOG

⁠⁠https://blog.validea.com⁠⁠

FIND OUT MORE ABOUT VALIDEA CAPITAL

⁠⁠https://www.valideacapital.com⁠⁠

FOLLOW JACK

Twitter: ⁠⁠https://twitter.com/practicalquant⁠⁠

LinkedIn: ⁠⁠https://www.linkedin.com/in/jack-forehand-8015094⁠⁠

FOLLOW JUSTIN

Twitter: ⁠⁠https://twitter.com/jjcarbonneau⁠⁠

LinkedIn: ⁠⁠https://www.linkedin.com/in/jcarbonneau