Rob Carver on Smart Portfolios and the Evolution of Systematic Trading

[@BlergleslinkVettermoo]

Excellent discussion.

[@rpsulli]

Fantastic! I’ve started to follow Rob’s work and currently reading Smart Portfolios. Somehow in reading the book (only half way through atm), I missed the aspect of volatility being the most predictable variable and that’s why so much of the weighting is volatility-focused. I’m sure it’s in the book, but picking that up in the interview was huge for me.

[@bateaubaybubble3730]

Rob, you'll have to grow a beard before appearing on this show again

[@robertcraig24]

All great Quants require beards. It's the Thorpe-Simons theorem.