Flirting with Models

Lucas Schuermann – Swapping Out Perpetual Futures (S7E34)

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

Quantitative equity management requires a "fundamental quant" approach that prioritizes economic rationale over purely statistical anomalies. Stacie Mintz, Head of Quantitative Equity at PGIM, details the transition from off-the-shelf risk models to internal systems, which mitigates the risks of crowding and allows for...

Ben Wellington – Complex Feature Engineering at Two Sigma (S7E32)

Feature engineering serves as the critical middle layer in modern quantitative finance, transforming raw data into economically meaningful signals that drive alpha. As raw data becomes increasingly commoditized, the primary edge shifts toward creative, human-led feature generation that identifies unique, orthogonal pat...

Peter Hecht – Portable Alpha: Solving the Funding Problem of Alternatives (S7E31)

John Gu – Crypto Market Making & The Cold Start Problem (S7E30)

Faheem Osman – Commodity QIS: An Under-Appreciated Source of Systematic Returns? (S7E29)

Richard Craib - Crowd-Sourced Alpha with Numerai (S7E28)

Ruslan Fakhrutdinov – Extended Exchange and Vault Tokenization (S7E27)

Angana Jacob - Data as the True Competitive Moat (S7E26)

Moritz Heiden & Moritz Seibert – Trend-Following Spreads (S7E25)

Annanay Kapila – Perpetual Futures Everywhere and All the Time (S7E24)

Jay Rajamony – Beyond Factors: Reimagining Quant Equity for the Modern Era (S7E23)

In this episode of Flirting with Models, Corey Hoffstein interviews Jay Rajamony, Director of Alternatives at ManNumeric, about the evolution of quant equity investing. Jay shares his experiences from the past two decades, discussing the shift from simple factor models to complex alternative data and machine learning a...

Vladimir Novakovski – Lighter: The Orderbook for all of Ethereum (S7E22)

Antti Ilmanen - Understanding Return Expectations (S7E21)

In this episode of Flirting with Models, Corey Hoffstein interviews Antti Ilmanen, Principal and Global Co-Head of the Portfolio Solutions Group at AQR Capital Management, about his latest paper series on expected returns. They discuss the difference between objective and subjective expectations, why rational models ca...

Chris Carrano – Designing Practical Factor Models (S7E20)

Jeff Rosenburg – The Past, Present, and Future of Systematic Fixed Income (S7E19)

Edward Yu – Bringing OTC On-Chain and the VariationalOMNI Perp Dex (S7E18)

Benjamin Hoff – Commodity Futures Surfaces and the Cash-and-Carry Glue (S7E17)

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

Scott Phillips - Finding Ugly Edges in Crypto Markets (S7E15)