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CNBC PRO Talks

Top hedgie Carhart on thinking like a quant

Mark Carhart, chief investment officer and founding partner of Kepos Capital and a top Wall Street quant, discusses insuring against stock market crash risk and what investing quant factors to look for with CNBC's Mike Santoli at CNBC/Institutional Investor's Delivering Alpha Conference, in an exclusive for CNBC PRO.

"Speaking of crash risk, we're constantly looking at the price of volatility," Carhart said.

"Because there's been reach for yield, to be honest, you're getting paid less for insuring against a market crash. I think the opportunities for a market crash are just as great as they've ever been," he said.

Carhart previously worked as former co-chief investment officer of the quantitative investment strategies group at Goldman Sachs Asset Management.

Topics in this wide-ranging exclusive conversation include:

  • What quantitative investment factors to look for
  • Impact of indexing on future returns
  • Stock market crash risk

To watch the broadcast interview in its entirety, you must be a CNBC PRO subscriber.