We’re All Quants Now: Why Being Nimble Is the Key to Maximizing Total Return

Published on
January 26th, 2022
Duration
62 minutes

Investors Face a New “Whip Inflation Now” Problem


We’re All Quants Now: Why Being Nimble Is the Key to Maximizing Total Return

Real Vision Essential ·
Featuring Jamil Baz and Rob Arnott

Published on: January 26th, 2022 • Duration: 62 minutes

Quantitative analysis may be just the alternative to the classic 60/40 strategy we need right now. The twin realities of rising inflation and higher interest rates pose new challenges to investors accustomed to setting their portfolios on autopilot. Jamil Baz, managing director and head of client solutions and analytics at PIMCO, explains how exploiting volatility with factor-based trades can help investors realize returns in line with what was expected as real rates declined for nearly four decades. Baz explains to Rob Arnott of Research Affiliates how quants can do more than merely generate alpha. Recorded on January 18, 2022.