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

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.