Stacie Mintz – Turning Qualitative Fundamentals into Quantitative Factors (S7E33)

Corey Hoffstein and Stacie Mintz delve into the evolution of quant equity strategies at PGIM Quantitative Solutions. Stacie shares insights from her career, including the development of an internal risk model in 1999 and navigating the quant quake of 2007. The discussion covers the theoretical underpinnings of fundamental quant, the taxonomy of factors, and the concept of linkages in factor modeling. They explore the exclusion of traditional momentum in favor of information momentum and tackle the challenges of finding orthogonal signals. Stacie emphasizes the importance of data relevance and model resilience during market shocks. They also discuss the role of large language models in quant processes and Stacie's personal interests outside of work.