Brooklyn Quant Experience: A Brief History of Quant Investing - From Traditional Equity Factors to Machine Learning

Explore the evolution of quantitative investing in this lecture by Sandrine Ungari, Head of Cross-Asset Quantitative Research Team at Société Générale. Delve into the world of systematic quantitative investing, examining concepts such as carry, risk of higher yields, and various quantitative strategies. Gain insights into equity factors, value factors, and the challenges of data mining. Analyze the low volatility bias and the falling trend phenomenon. Learn how to construct trends and understand their importance in quantitative investing. This comprehensive overview provides a journey from traditional equity factors to the application of machine learning in modern quant investing.

Introduction
Overview
Why systematic quantitative investing
What is carry
Risk of higher yields
Strategies
Quantitative Strategies
Equity Factors
Value Factors
Data Mining
Low Volatility Bias
Trend Falling
How to Construct Trends