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My guests today are Roxton McNeal, Managing Director and Head PM of QIS Investments and Siddharth Sethi, portfolio manager and Head of QIS structuring. Together, they’re spearheading the development of QIS-driven solutions at Simplify.

In this conversation, we explore what it takes to build and manage a multi-strategy QIS portfolio—from infrastructure requirements to portfolio construction and risk management. We discuss:

• The structural vs. academic premia distinction and why it matters.

• How Simplify evaluates and customizes QIS offerings from banks.

• The need and challenges of dynamic allocation across dozens of strategies.

• How QIS strategies integrate with traditional beta

Roxton McNeal and Siddharth Sethi – Building Multi-Strategy QIS Portfolios (S7E16)

Flirting with Models