I recently had the pleasure of having a dialogue with Johannes Meyer from Quant Enthusiasts.
We talk about many fundamental topics such as the future of portfolio construction and risk management, tips for people who are entering the quantitative investment space and much more.
For a detailed presentation of the investment framework and methods that I present during the interview, see the Portfolio Construction and Risk Management book.
For a thorough walkthrough of the Portfolio Construction and Risk Management book and its accompanying Python code, see the Applied Quantitative Investment Management course.
This video is also available on YouTube:
