We speak with Ray Micaletti of Relative Sentiment Technologies. Ray has done extensive research on the use of relative sentiment in investment strategies and has published several research papers on the topic, including "Want Smart Beta? Follow the Smart Money: Market and Factor Timing Using Relative Sentiment". He also runs an ETF using his strategies.
We discuss what relative sentiment is and why it works and look at it through the framework commonly used to evaluate investment factors to see how it holds up. We also cover how sentiment is measured, using sentiment in bonds and gold and a lot more.
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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