#180 - Rodrigo Gordillo - “This Craftsmanship Perspective Is About Identifying The Difference Between Complex Versus Robust”
In episode 180 we welcome back our guest, Rodrigo Gordillo. Meb and Rodrigo start the conversation with a walk through Rodrigo’s background and his experience growing up in Peru. Rodrigo then gets into his framework for thinking about investing and how that evolved into what he and his team is doing at ReSolve.
Rodrigo then spends some time on the knowledge gained by studying and backtesting investment strategies. He stresses the use of “ensembles” rather than isolating single parameters for more robust investment processes.
Meb shifts the conversation and asks Rodrigo to talk about ReSolve’s machine learning project. Rodrigo discusses applying machine learning to finance, and how it is a tool, and another element of the ReSolve team’s process.
Meb and Rodrigo chat about risk parity, and some of the common misunderstandings that exist, as well as the basic functions of how the strategy works.
As the conversation winds down, Rodrigo gets into some research projects on the horizon for ReSolve.
All this and more in episode 180.
More episodes from The Meb Faber Show
#362 – Seth Stephens-Davidowitz, Data Scientist & Author - You Do Have To Be Willing To Go Where The Data Takes You
In episode 362, we welcome our guest, Seth Stephens-Davidowitz, data scientist and author of Everybody Lies: Big Data, New Data, and What the Internet Can Tell Us About Who We Really Are, …
The Best Investment Writing Volume 5: Sean Duffin, Cambridge Associates – Benefits of Global Diversification
Last year we brought listeners the entire volume of The Best Investment Writing Volume 4, in audio format, right here on the podcast. Listeners loved …
#361 – Jeff Hooke, Johns Hopkins - The Buyout Business…Has Not Outperformed The Public Stock Markets For The Last 10 or 15 Years
In episode 361, we welcome our guest, Jeff Hooke, Senior Lecturer at the Johns Hopkins Carey Business School and author of The Myth of Private Equity…
#360 – Erin Browne, PIMCO - I Combine Both A Quantitative Approach As A Starting Point…And Then Overlay A Discretionary Point of View
In episode 360, we welcome our guest, Erin Browne, portfolio manager for PIMCO, focusing on asset allocation strategies. She was also named as one of …
The Best Investment Writing Volume 5: Amie Ko, Research Affiliates - A Quick Survey of "Broken" Asset Classes
Last year we brought listeners the entire volume of The Best Investment Writing Volume 4, in audio format, right here on the podcast. Listeners loved …
#359 – Africa Startup Series – Aaron Fu, Sherpa Ventures - We Really Care About The Ability of Our Businesses To Uplift The Other Businesses in Africa
In episode 359, we welcome our guest, Aaron Fu, general partner for Sherpa Ventures, which focuses on pre-seed investments across Africa. He’s also the co-founder of Venture for Africa, a …
How you can listen to this podcast
You can listen to episodes right here on the website, or if you prefer, in a podcast app. Listening in an app makes it easier to keep track of what you’ve already heard, listen without using your data plan and many other conveniences.