Rodrigo Gordillo - “This Craftsmanship Perspective Is About Identifying The Difference Between Complex Versus Robust” | #180

The Meb Faber Show - Better Investing

The Idea Farm

Management, Investing, Business

4.8 • 978 Ratings

🗓️ 9 October 2019

⏱️ 77 minutes

🔗️ Recording | iTunes | RSS

🧾️ Download transcript

Summary

In episode 180 we welcome back our guest, Rodrigo Gordillo. Meb and Rodrigo start the conversation with a walk through Rodrigo’s background and his experience growing up in Peru. Rodrigo then gets into his framework for thinking about investing and how that evolved into what he and his team is doing at ReSolve. Rodrigo then spends some time on the knowledge gained by studying and backtesting investment strategies. He stresses the use of “ensembles” rather than isolating single parameters for more robust investment processes. Meb shifts the conversation and asks Rodrigo to talk about ReSolve’s machine learning project. Rodrigo discusses applying machine learning to finance, and how it is a tool, and another element of the ReSolve team’s process. Meb and Rodrigo chat about risk parity, and some of the common misunderstandings that exist, as well as the basic functions of how the strategy works. As the conversation winds down, Rodrigo gets into some research projects on the horizon for ReSolve. All this and more in episode 180. Learn more about your ad choices. Visit megaphone.fm/adchoices

Transcript

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0:00.0	Welcome to the Mebb Faver Show, where the focus is on helping you grow and preserve your wealth.
0:12.6	Join us as we discuss the craft of investing
0:15.6	and uncover new and profitable ideas,
0:18.4	all to help you grow wealthier and wiser.
0:20.8	Better investing starts here.
0:23.0	Mepp Faber is the co-founder and chief investment officer at Cambria Investment Management.
0:31.0	Due to industry regulations, he will not discuss any of Cambria's funds on this podcast.
0:36.7	All opinions expressed by podcast participants are solely their own opinions and do not
0:41.0	reflect the opinion of Cambria Investment Management or its affiliates.
0:44.8	For more information, visit Cambria Investments.com.
0:50.4	Welcome, podcast listeners.
0:51.9	We have an awesome show for you today in person
0:55.4	After having our guest in his entire team with us for episode 17. It was our first and only
1:01.6	Manage a Quattro episode and if that doesn't get you hot and
1:06.0	bothered we're gonna be talking about Quamp finance which should really get you going
1:09.4	our guest is co-founder managing partner portfolio manager of Resolve Asset Management, co-author of the book
1:15.1	Adaptive Asset Allocation, as well as all sorts of white papers, including one we worked on together,
1:20.6	began his career on the institutional side, John Hancock, and then subsequently with the rest of his crew, which
1:26.9	you guys will remember, worked at McCorry, Dundee Goodman, before launching Resolve 2015. Welcome back to the show
1:35.1	Rodrigo. Thanks for having me ma'am. It's good to see you in person man as the E-foil.
1:39.0	We tell our listeners what an E-foil is by the way. Oh my God it is God's gift to man. I think it's the most exciting piece of machinery to come out for anybody that
1:48.0	pretends to be a surfer, likes the ocean, or even the lake. I'm born and raised in Peru and my adolescence was spent surfing the ways.
	...

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