This is an edited transcript of our podcast episode with Deepak Gurnani, published 2 June 2023. 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, and much more. While we have tried to make the transcript as accurate as possible, if you do notice any errors, let me know by email.
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