Deepak Gurnani, founder and managing partner at Versor Investments, shares his quantitative approach to investing that is bringing a rigor and consistency to often-mercurial investment styles such as global macro and merger arbitrage. Gurnani explains how the success of merger arbitrage, an investment strategy that seeks to capitalize on the spread between a company’s current share price and its final acquisition price, depends on a key host of variables such as deal flow, failure rate, time to completion, and rate of improved offers. Gurnani also describes his complex global macro strategy that captures dispersion within asset classes while remaining neutral to the U.S. dollar and equity beta. Interviewed by Real Vision’s Jack Farley on Monday, September 27.