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Bridge over ocean
21 January 2021 Multimedia

A Quant Pioneer Reflects on Machine Learning, Big Data, ESG, and Value Investing

  1. John Chisholm, CFA

John Chisholm, CFA, co-CEO and co-founder of Acadian Asset Management, a global, quantitative investment manager, discusses innovation, building a firm culture where quants can thrive, ESG investing, the outlook for value, and more.

John Chisholm, CFA, co-CEO and co-founder of Acadian Asset Management, a global, quantitative investment manager, takes the audience deep into the world of machine learning and data science as he discusses where he sees innovation taking place and what is important in building a firm culture where quants can thrive. He offers advice for those considering a career in quantitative investing and shares his views on ESG investing, the outlook for value, and more.

Episode Transcript (PDF)

Topics discussed:

2:00 – How optimistic are you for the new year?
3:20 – John’s approach at Acadian
6:51 – Building culture
11:29 – How to get involved in quantitative investing
13:44 – John’s opinion on drivers of value’s recent underperformance and conditions for a comeback
18:01 – Acadian’s approach to value investing and how John’s Quant skills help compete with other value managers.
20:32 – Does your approach look to leverage a common theme across asset classes? Or are you looking to diversify by exploiting different causal factors?
20:09 – Acadian’s ESG philosophy.
27:11 – Lesson’s learned over three decades at Acadian that are helpful to understanding the current environment
32:00 – Ray of sunshine question: what is one positive long-term change that you hope to see as a result of the pandemic?
34:03 – NASA question: what one item would you bring on a long flight to space?
35:29 – Flight or invisibility? Which superpower would you choose?

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The Take 15 Series is a collection of illuminating, short conversations with noted economists, best-selling authors, leading researchers, and successful practitioners on topics ranging from geopolitics and whistleblowing to irrationality and outlooks.