Advanced Portfolio Management: A Quant's Guide for Fundamental Investors (Fintwit Book Club)

Welcome to the latest edition of Yet Another Value Podcast's Book Club. Once a month, Andrew and co-host, Byrne Hobart, will discuss their thoughts on the book, "Advanced Portfolio Management: A Quant's Guide for Fundamental Investors" by Giuseppe A. Paleologo.

See Byrne's writing at: https://www.thediff.co/

"Advanced Portfolio Management: A Quant's Guide for Fundamental Investors" on Amazon: https://www.amazon.com/Advanced-Portfolio-Management-Fundamental-Investors/dp/1119789796

Chapters:

[0:00] Introduction + Episode sponsor: Fintool

[2:24] First thoughts and overall impressions of "Advanced Portfolio Management"

[5:54] Which pieces do you use to implement into your investing process that Byrne picked up from this book / how they implement "stop-losses"

[19:00] It's not enough to have great ideas / "it only takes one" vs. concentrated portfolio / making good calls over time

[29:17] Is there anything to buying things that are classified wrong in order to generate alpha?

[32:54] How much are these factor and pod-shop models gameable

[40:23] How much does Byrne think matching uncorrelated data is going to be taken over by AI vs. fundamental investors going forward

[48:25] Beating the bots / final thoughts

Today's sponsor: Fintool

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See our legal disclaimer here: https://www.yetanothervalueblog.com/p/legal-and-disclaimer

Yet Another Value Podcast is a new podcast from Andrew Walker, the founder of yetanothervalueblog.com/. We interview top investors and dive deep into stocks and companies they are currently working on and investing in. While nothing on this channel is investing advice and everyone should do their own diligence, our goal is to frequently feature edgy and actionable value and/or event driven ideas.

Please see our legal and disclaimer at: https://yetanothervalueblog.substack.com/p/legal-and-disclaimer

• Número de episodios: 327
• Último episodio: 2025-06-19
• Economía y empresa Inversión

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