Liqian Ren - In Search of Modern Alpha (S2E8) скачать в хорошем качестве

Liqian Ren - In Search of Modern Alpha (S2E8)

In this episode I am joined by Liqian Ren, Director of Modern Alpha at WisdomTree. After receiving her degree in Computer Science, Liqian came to the United States to pursue her Masters in Economics. Liqian then did a quick stint at the Federal Bank of Chicago as an associate economist, before returning back to academia to pursue her PhD at the University of Chicago. In 2007, Liqian joined Vanguard’s Investment Strategy Group, where she leveraged her background to perform economic and capital market forecasts, studies on asset allocation, and research into topics such as retirement income and investor behavior. Liqian eventually transitioned to Vanguard’s Quantitative Equity group, where research efforts were focused on deep, stock-level signals analysis and portfolio construction. Becoming one of the first to act in a dual capacity research / portfolio manager role, Liqian developed a deep appreciation for implementation-aware research. We spend much of our conversation talking about factors in both theory and practice. We hit subjects such as the risks of delayed implementation, mixed versus integrated portfolio construction, opportunities for factor timing, active versus indexed implementations, and how factors fit within a glide path. Finally, we discuss Liqian’s new role at WisdomTree and new areas of research she is excited to pursue. I hope you enjoy our conversation. CONNECT WITH US ⚓️ Newfound Research: https://www.thinknewfound.com​​ 🐦 Corey on Twitter @ choffstein (  / choffstein​​  ) PODCAST 🎙 Flirting with Models: https://www.thinknewfound.com/podcast​​ 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.