Inside a Top Quant's Playbook | Joe Gubler on the Hidden Drivers of Alpha
Podcast: Excess ReturnsPublished On: Thu Jun 05 2025
Description: 🎙️ Inside Causeway’s Quant Playbook | Joe Gubler on Factor Innovation, Risk, and Portfolio DesignIn this episode of Excess Returns, we sit down with Joe Gubler, Director of Quantitative Research at Causeway Capital. Joe shares a deep dive into Causeway’s distinctive approach to factor investing, blending traditional quant signals with fundamental insights, and building models that adapt to market context. From constructing proprietary sustainability alpha signals to using machine learning to refine quality definitions, Joe reveals a cutting-edge playbook for the future of quantitative investing.📌 In This Episode, You'll Learn:Why Causeway doesn't treat its quant model as sacrosanctHow to blend fundamental overlays with systematic strategiesThe logic behind composite factors and contextual weightingUnconventional factor signals like corporate events and peer-based momentumHow machine learning enhances quality assessmentHow Causeway adapts factor models across regimes and marketsWhat most quants miss when it comes to factor construction and interpretationThe evolving role of AI and NLP in alpha generationJoe's views on passive flows and fundamental mispricings
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