Waters Wavelength

Episode 339: Northern Trust Asset Management’s Jan Rohof

Informações:

Sinopsis

This week’s guest is Jan Rohof, Asia-Pacific director of quantitative strategies and solutions at Northern Trust Asset Management https://www.waterstechnology.com/emerging-technologies/7952654/northern-trust-asset-management-enlists-network-theory-to-construct-alpha-signals?ref=header-search 0:00 – Tony and Shen delve into two documentaries he recently watched 11:00 – Jan joins and talks about how he built a multi-factor model in high school 17:30 – The four Vs of data 20:30 – Efforts and resources required for good data infrastructure 26:30 – Focus on the economic fundamentals and reasoning 30:00 – NTAM’s research to implementation process 40:30 – Alternative data should be a misnomer