In its paper Superstar Investors, AQR tried to use factors explain the historical performance of some of the best investors of all time, and Lynch's performance was the most difficult to explain using that framework.
In this episode, we look at Lynch's approach to investing and our quantitative strategy based on him, which we extracted from his book One Up On Wall Street. We also look at why his strategy is so difficult to quantify.
We hope you enjoy the discussion.
THE PETER LYNCH MODEL ON VALIDEA BASED ON LYNCH'S BOOK, ONE UP ON WALL STREET
https://www.validea.com/peter-lynch
ABOUT THE PODCAST
Excess Returns is an investing podcast hosted by Jack Forehand (@practicalquant) and Justin Carbonneau (@jjcarbonneau), partners at Validea. Justin and Jack discuss a wide range of investing topics including factor investing, value investing, momentum investing, multi-factor investing, trend following, market valuation and more with the goal of helping those who watch and listen become better long term investors.
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