Adam Parker

Adam Parker discusses the evolution of factor investing and its integration into fundamental stock selection. He explains how his quantamental approach blends fundamental research, quantitative modeling, and macro analysis to improve risk-adjusted returns. He explores factor efficacy, risk modeling, stock selection, and the volatility and efficacy of market signals. Adam also discusses how AI and data science are reshaping investment strategies, why idiosyncratic risk is critical for stock pickers, and the challenges of factor timing in different macro environments.