The podcast features Hannah DiNardo from Ballyasny Asset Management (BAM), who provides an overview of the firm, its culture, investment strategies, and campus program, highlighting its growth and collaborative environment. Professor Staffolini introduces Giuseppe (Gappy), the Global Head of Quantitative Research at BAM, who discusses the role of a quantitative researcher in a hedge fund and outlines several key problems they tackle, including modeling crowding behavior, signal fusion in trading, effective backtesting protocols, portfolio construction from rankings, and portfolio management for heavy-tailed returns. Gappy emphasizes the importance of mathematical maturity, model-thinking, and problem selection over specific techniques, as well as the need for patience and managing expectations in research.
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