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02 June 2023 Economics & Growth | Global | Other | US

Ep. 166: Deepak Gurnani on Building Winning Investment Strategies

Bilal Hafeez

This episode is sponsored by Kalshi.Inc

Deepak Gurnani is the Founder and Managing Partner of Versor Investments – $2bn quantitative investment firm. Deepak is the former CIO of Investcorp’s Hedge Fund Group and was one of the founding members in 1996. He was also a member of the Management Committee there. Deepak retired from Investcorp in March 2013. Prior to Investcorp, Deepak Gurnani spent six years with Citicorp. In this podcast we discuss:

Why quantitative over discretionary investing?
How to overcome data-mining and over-fitted backtests
The best way to implement trend following strategies
Mistakes made by trend-followers
What is merger arb and how it works
How to implement a quantitative merger arb strategy
ESG component of merger arb
Why value investing has underperformed
Importance of sector neutrality
How to combine strategies
Thoughts on AI

You can follow Deepak’s work here and here.

Read the full transcript here.

Make sure to subscribe to the show on Apple, Spotify, YouTube, or wherever you go for your podcasts. You can follow us on Twitter and LinkedIn.

(The commentary contained in the above article does not constitute an offer or a solicitation, or a recommendation to implement or liquidate an investment or to carry out any other transaction. It should not be used as a basis for any investment decision or other decision. Any investment decision should be based on appropriate professional advice specific to your needs.)

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