Thanks for the posting. As it happened I also bumped into this interview yesterday.
Not sure how the basic Python function with an input of behavioural finance has created such fancy in his speech.
I believe many investment funds/traders have resorted to such methods but kept the use in-house.
It's not I don't believe the efficacy of the index, just the way the professor put it is bit beyond. On the other hand it also explains these Econ professors are way behind the times.
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