Harin de Silva's guest appearances

Harin de Silva

Masters in Business

Orion's The Weighing Machine

Excess Returns 

Jeremy Schwartz

Rob Arnott

Warren Buffett

Daniel Crosby

Perth Tolle

David Ledgerwood

John Davidson

Phil Huber

Matt Bartolini

David Sherman

Peter Lazaroff

Jack Schwager

Michael Batnick

Gary Antonacci

Kevin Carter

OwlTail

In our latest episode of Show Us Your Portfolio, we speak with Harin de Silva, Portfolio Manager at Allspring Global. We talk to Harin about how he manages his personal investments and his strategy for seeking out uncorrelated sources of return and dig into his unique approach to long short factor investing and how he incorporates it into his portfolio. We also discuss his view in international investing, his approach to private investing, the future of the 60-40 portfolio and a lot more.   SEE LATEST EPISODES ⁠⁠⁠⁠⁠⁠⁠⁠⁠https://www.validea.com/excess-returns-podcast⁠⁠⁠⁠⁠⁠⁠⁠⁠ FIND OUT MORE ABOUT VALIDEA ⁠⁠⁠⁠⁠⁠⁠⁠⁠https://www.validea.com⁠⁠⁠⁠⁠⁠⁠⁠⁠ FOLLOW OUR BLOG ⁠⁠⁠⁠⁠⁠⁠⁠⁠https://blog.validea.com⁠⁠⁠⁠⁠⁠⁠⁠⁠ FIND OUT MORE ABOUT VALIDEA CAPITAL ⁠⁠⁠⁠⁠⁠⁠⁠⁠https://www.valideacapital.com⁠⁠⁠⁠⁠⁠⁠⁠⁠ FOLLOW JACK Twitter: ⁠⁠⁠⁠⁠⁠⁠⁠⁠https://twitter.com/practicalquant⁠⁠⁠⁠⁠⁠⁠⁠⁠ LinkedIn: ⁠⁠⁠⁠⁠⁠⁠⁠⁠https://www.linkedin.com/in/jack-forehand-8015094⁠⁠⁠⁠⁠⁠⁠⁠⁠ FOLLOW JUSTIN Twitter: ⁠⁠⁠⁠⁠⁠⁠⁠⁠https://twitter.com/jjcarbonneau⁠⁠⁠⁠⁠⁠⁠⁠⁠ LinkedIn: ⁠⁠⁠⁠⁠⁠⁠⁠⁠https://www.linkedin.com/in/jcarbonneau

In our latest episode of Show Us Your Portfolio, we speak with Harin de Silva, Portfolio Manager at Allspring Global. We talk to Harin about how he manages his personal investments and his strategy for seeking out uncorrelated sources of return and dig into his unique approach to long short factor investing and how he incorporates it into his portfolio. We also discuss his view in international investing, his approach to private investing, the future of the 60-40 portfolio and a lot more. SEE LATEST EPISODES <a href="https://www.validea.com/excess-returns-podcast" rel="nofollow" target="_blank">⁠⁠⁠⁠⁠⁠⁠⁠⁠https://www.validea.com/excess-returns-podcast⁠⁠⁠⁠⁠⁠⁠⁠⁠</a> FIND OUT MORE ABOUT VALIDEA <a href="https://www.validea.com/" rel="nofollow" target="_blank">⁠⁠⁠⁠⁠⁠⁠⁠⁠https://www.validea.com⁠⁠⁠⁠⁠⁠⁠⁠⁠</a> FOLLOW OUR BLOG <a href="https://blog.validea.com/" rel="nofollow" target="_blank">⁠⁠⁠⁠⁠⁠⁠⁠⁠https://blog.validea.com⁠⁠⁠⁠⁠⁠⁠⁠⁠</a> FIND OUT MORE ABOUT VALIDEA CAPITAL <a href="https://www.valideacapital.com/" rel="nofollow" target="_blank">⁠⁠⁠⁠⁠⁠⁠⁠⁠https://www.valideacapital.com⁠⁠⁠⁠⁠⁠⁠⁠⁠</a> FOLLOW JACK Twitter: <a href="https://twitter.com/practicalquant" rel="nofollow" target="_blank">⁠⁠⁠⁠⁠⁠⁠⁠⁠https://twitter.com/practicalquant⁠⁠⁠⁠⁠⁠⁠⁠⁠</a> LinkedIn: <a href="https://www.linkedin.com/in/jack-forehand-8015094" rel="nofollow" target="_blank">⁠⁠⁠⁠⁠⁠⁠⁠⁠https://www.linkedin.com/in/jack-forehand-8015094⁠⁠⁠⁠⁠⁠⁠⁠⁠</a> FOLLOW JUSTIN Twitter: <a href="https://twitter.com/jjcarbonneau" rel="nofollow" target="_blank">⁠⁠⁠⁠⁠⁠⁠⁠⁠https://twitter.com/jjcarbonneau⁠⁠⁠⁠⁠⁠⁠⁠⁠</a> LinkedIn: <a href="https://www.linkedin.com/in/jcarbonneau" rel="nofollow" target="_blank">⁠⁠⁠⁠⁠⁠⁠⁠⁠https://www.linkedin.com/in/jcarbonneau</a>

Show Us Your Portfolio: Harin de Silva

Many factor investors tend to use similar approaches. You will typically see some value and momentum in their strategies. You will also likely see some quality, and maybe even some low volatility. Our guest this week has a more unique approach that is both more granular and dynamic than the typical factor approach and utilizes many unique factors outside of those traditionally used by factor investors.  We speak to Harin de Silva, Portfolio Manager of the Analytic Investors team at Wells Fargo. We discuss his unique approach to multi-factor investing that focuses on both return and risk. We also discuss some of the major issues facing factor investors today, including the future of factors and the recent struggles of value investing.  We hope you enjoy the discussion.  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. SEE LATEST EPISODES https://www.validea.com/excess-returns-podcast FIND OUT MORE ABOUT VALIDEA https://www.validea.com FOLLOW OUR BLOG https://blog.validea.com FIND OUT MORE ABOUT VALIDEA CAPITAL https://www.valideacapital.com FOLLOW JACK Twitter: https://twitter.com/practicalquant LinkedIn: https://www.linkedin.com/in/jack-forehand-8015094 FOLLOW JUSTIN Twitter: https://twitter.com/jjcarbonneau LinkedIn: https://www.linkedin.com/in/jcarbonneau

Many factor investors tend to use similar approaches. You will typically see some value and momentum in their strategies. You will also likely see some quality, and maybe even some low volatility. Our guest this week has a more unique approach that is both more granular and dynamic than the typical factor approach and utilizes many unique factors outside of those traditionally used by factor investors.  We speak to Harin de Silva, Portfolio Manager of the Analytic Investors team at Wells Fargo. We discuss his unique approach to multi-factor investing that focuses on both return and risk. We also discuss some of the major issues facing factor investors today, including the future of factors and the recent struggles of value investing.  We hope you enjoy the discussion.  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. SEE LATEST EPISODES <a href="https://www.validea.com/excess-returns-podcast" rel="nofollow" target="_blank">https://www.validea.com/excess-returns-podcast</a> FIND OUT MORE ABOUT VALIDEA <a href="https://www.validea.com/" rel="nofollow" target="_blank">https://www.validea.com</a> FOLLOW OUR BLOG <a href="https://blog.validea.com/" rel="nofollow" target="_blank">https://blog.validea.com</a> FIND OUT MORE ABOUT VALIDEA CAPITAL <a href="https://www.valideacapital.com/" rel="nofollow" target="_blank">https://www.valideacapital.com</a> FOLLOW JACK Twitter: <a href="https://twitter.com/practicalquant" rel="nofollow" target="_blank">https://twitter.com/practicalquant</a> LinkedIn: <a href="https://www.linkedin.com/in/jack-forehand-8015094" rel="nofollow" target="_blank">https://www.linkedin.com/in/jack-forehand-8015094</a> FOLLOW JUSTIN Twitter: <a href="https://twitter.com/jjcarbonneau" rel="nofollow" target="_blank">https://twitter.com/jjcarbonneau</a> LinkedIn: <a href="https://www.linkedin.com/in/jcarbonneau" rel="nofollow" target="_blank">https://www.linkedin.com/in/jcarbonneau</a>

Balancing Return and Risk in Factor Investing with Harin de Silva 

In today’s episode, Rusty and Robyn talk with Harin de Silva, Portfolio Manager for the Analytics Investors Group at Wells Fargo Asset Management.Harin's focus as a portfolio manager is on equities and factor-based asset allocation strategies. He is also regarded as one of the top quantitative managers in the US and has received the prestigious Graham and Dodd Award of Excellence for his research. Before joining Wells Fargo, Harin also provided economic research services to investors through the Analysis Group, Inc.Harin talks with Rusty and Robyn about factor-based investing, long/short funds, perspectives on risk analysis, and incorporating big data in investing."Our role as quantitative investors is to take what people are doing from a fundamental standpoint and then apply that systematically across a wide range of stocks. And technology is what allows us to do that." ~ Harin de SilvaMain Takeaways  In factor-based investing, investors can easily understand performance and the common themes in structuring portfolios. Quantitative investing is systematic investing. Quantitative investors don’t just acquire the relevant data; they decide and assign the weight of the factors that affect the structure of the portfolio. Coming up with an idea is just the first step. Using technology to transform big data into useful information is also critical, especially in improving investment strategies. In analyzing the performance, volatilities, and drawdowns of funds, consider looking at risk adjustment metrics like the Sortino ratio and the VIX index. Lower volatility stocks tend to outperform higher volatility stocks because of two key things: human behavior and volatility drag. Links Harindra (Harin) de Silva on LinkedIn Tubular Bells by Michael Oldfield Wells Fargo Asset Management 361 Global Long/Short Equity Fund A.W. Jones Security Analysis by Benjamin Graham and David Dodd Twitter Facebook Myron Scholes Cboe VIX Index Sortino Ratio Robinhood Warren Buffett Noise: A Flaw in Human Judgment by Daniel Kahneman Think Again by Adam Grant Connect with our hosts Rusty Vanneman Robyn Murray ﻿Subscribe and stay in touch Apple Podcasts Spotify Google Podcasts 2041-OAS-7/19/2021

In today’s episode, Rusty and Robyn talk with Harin de Silva, Portfolio Manager for the Analytics Investors Group at Wells Fargo Asset Management.Harin's focus as a portfolio manager is on equities and factor-based asset allocation strategies. He is also regarded as one of the top quantitative managers in the US and has received the prestigious Graham and Dodd Award of Excellence for his research. Before joining Wells Fargo, Harin also provided economic research services to investors through the Analysis Group, Inc.Harin talks with Rusty and Robyn about factor-based investing, long/short funds, perspectives on risk analysis, and incorporating big data in investing."Our role as quantitative investors is to take what people are doing from a fundamental standpoint and then apply that systematically across a wide range of stocks. And technology is what allows us to do that." ~ <a href="https://www.linkedin.com/in/harindra-de-silva-4a72212/" rel="nofollow" target="_blank">Harin de Silva</a> Main Takeaways <ul> <li>In factor-based investing, investors can easily understand performance and the common themes in structuring portfolios.</li> <li>Quantitative investing is systematic investing. Quantitative investors don’t just acquire the relevant data; they decide and assign the weight of the factors that affect the structure of the portfolio.</li> <li>Coming up with an idea is just the first step. Using technology to transform big data into useful information is also critical, especially in improving investment strategies.</li> <li>In analyzing the performance, volatilities, and drawdowns of funds, consider looking at risk adjustment metrics like the Sortino ratio and the VIX index.</li> <li>Lower volatility stocks tend to outperform higher volatility stocks because of two key things: human behavior and volatility drag.</li> </ul> Links<ul> <li><a href="https://www.linkedin.com/in/harindra-de-silva-4a72212/" rel="nofollow" target="_blank">Harindra (Harin) de Silva on LinkedIn</a></li> <li><a href="https://open.spotify.com/track/7ERSQrRptZVM7q3VOdM7OL?si=bb721b58915d4480" rel="nofollow" target="_blank">Tubular Bells by Michael Oldfield</a></li> <li><a href="https://www.wellsfargoassetmanagement.com/" rel="nofollow" target="_blank">Wells Fargo Asset Management</a></li> <li><a href="https://361capital.com/all-products/361-global-longshort-equity-fund/" rel="nofollow" target="_blank">361 Global Long/Short Equity Fund</a></li> <li><a href="https://awjones.com/" rel="nofollow" target="_blank">A.W. Jones</a></li> <li><a href="https://www.amazon.com/Security-Analysis-Foreword-Buffett-Editions/dp/0071592539" rel="nofollow" target="_blank">Security Analysis by Benjamin Graham and David Dodd</a></li> <li><a href="https://twitter.com/" rel="nofollow" target="_blank">Twitter</a></li> <li><a href="https://www.facebook.com/" rel="nofollow" target="_blank">Facebook</a></li> <li><a href="https://www.nobelprize.org/prizes/economic-sciences/1997/scholes/biographical/" rel="nofollow" target="_blank">Myron Scholes</a></li> <li><a href="https://www.cboe.com/tradable_products/vix/" rel="nofollow" target="_blank">Cboe VIX Index</a></li> <li><a href="https://en.wikipedia.org/wiki/Sortino_ratio" rel="nofollow" target="_blank">Sortino Ratio</a></li> <li><a href="https://robinhood.com/us/en/" rel="nofollow" target="_blank">Robinhood</a></li> <li><a href="https://en.wikipedia.org/wiki/Warren_Buffett" rel="nofollow" target="_blank">Warren Buffett</a></li> <li><a href="https://www.amazon.com/Noise-Human-Judgment-Daniel-Kahneman/dp/0316451401" rel="nofollow" target="_blank">Noise: A Flaw in Human Judgment by Daniel Kahneman</a></li> <li><a href="https://www.adamgrant.net/book/think-again/" rel="nofollow" target="_blank">Think Again by Adam Grant</a></li> </ul> Connect with our hosts<ul> <li><a href="https://www.linkedin.com/in/rusty-vanneman-cfa-cmt-304306/" rel="nofollow" target="_blank">Rusty Vanneman</a></li> <li><a href="https://www.linkedin.com/in/robynmurray/" rel="nofollow" target="_blank">Robyn Murray</a></li> </ul> ﻿Subscribe and stay in touch<ul> <li><a href="https://podcasts.apple.com/us/podcast/orions-the-weighing-machine/id486850755" rel="nofollow" target="_blank">Apple Podcasts</a></li> <li><a href="https://open.spotify.com/show/7k80G94zq4W2fiAUmsuKAq" rel="nofollow" target="_blank">Spotify</a></li> <li><a href="https://podcasts.google.com/feed/aHR0cDovL3d3dy5jbHNpbnZlc3QuY29tL3dtci9wb2RjYXN0L2Nsc19yc3MueG1s" rel="nofollow" target="_blank">Google Podcasts</a></li> </ul> 2041-OAS-7/19/2021

The Role of Big Data in Quantitative Investing with Harin de Silva