Masterclass on factor investing (smart beta) with Sankaranarayanan Krishnan- Part 2

FEB 12, 202489 MIN
Zerodha Educate

Masterclass on factor investing (smart beta) with Sankaranarayanan Krishnan- Part 2

FEB 12, 202489 MIN

Description

<p>In the first part of our conversation we spoke about absolute basics of factors investing and dove deep into the two major factors — low volatility (low vol) and momentum. We spoke about why these factors exist and the explanations, return expectations, and how to use them in an asset allocation framework.</p> <p>For this episode, we focused on the other two factors—value and quality. We talk about how value as a factor is different from the popular &quot;value investing&quot;, how to really measure the value and how to implement them. We also covered what is meant by quality, why it works and if it&#39;s a real factor.</p> <p><br></p> <p>Sankaranarayanan Krishnan is a quant fund manager at Motilal who has rich experience designing factor models and managing factor funds.</p> <p><br></p> <p>We hope you enjoy listening to this conversation</p>