Flirting with Models is the show that aims to pull back the curtain and meet the investors who research, design, develop, and manage quantitative investment strategies. Join Corey Hoffstein, Chief Investment Officer of Newfound Research, on a journey to explore systematic investment strategies, ranging from value to momentum and merger arbitrage to managed futures. For more on Newfound Research, visit www.thinknewfound.com.
The conversation explores market making in illiquid, non-fungible assets, particularly NFTs, and the evolution of crypto markets. Thao Tran, co-founding partner at Vamiant Capital, shares her experience in NFT market making, from the early days of CryptoKitties to sophisticated platforms like Blur, highlighting the imp...
This podcast episode offers a comprehensive exploration of the multifaceted role of portfolio manager coverage at Citadel, shedding light on the importance of data interpretation, factor modeling, and the balance between risk-taking and disciplined strategy implementation. Gappy emphasizes the necessity of effective co...
This podcast episode emphasizes the necessity for traders to adapt and thrive in the electronic trading environment by embracing community engagement, shifting mindsets, leveraging unstructured data, and understanding the unique characteristics of options. Kris underscores the importance of a long-term perspective over...
This episode explores the unique perspective of a discretionary energy trader, Bill Gebhardt, who transitioned to building a fully systematic trading firm, 10Dynamics. Against the backdrop of his extensive experience at firms like Koch Industries and Deutsche Bank, Gebhardt reveals how his fundamental and discretionar...
This podcast episode delves into the world of statistical arbitrage and trend following strategies. Nicolas Mirjolet, CEO and Co-Head of Research at Quantica Capital, shares his insights and experiences in operating a statistical arbitrage fund and transitioning to trend following. The episode highlights the challenges...
This podcast episode delves into the intricate mechanics of investment growth through the lens of compounding process capacity, while highlighting essential concepts such as the Kelly criterion, drawdown risk, the importance of diversification, and the real-world constraints on compounding effectiveness. Markku Kurtti ...
This podcast episode delves into Otto's journey in systematic investing, emphasizing the significance of recognizing repeating patterns shaped by human behavior and institutional actions, particularly in crowded markets. He shares his insights from research on inflation-resilient strategies, the nuances of seasonality ...
This podcast episode delves into the intricate relationship between quantitative and fundamental analysis in finance, using Amazon as a case study to highlight the counterintuitive nature of cost of capital amidst growing profitability. Clayton emphasizes the necessity of integrating fundamental insights into quant str...
This podcast episode features Bin Ren, founder of SigTech, as he discusses his transformative journey from cloud computing to quantitative finance, highlighting how his experiences shaped innovative approaches in macro trading, backtesting engine development, and the integration of large language models. Bin emphasizes...
This podcast episode examines the intricate relationship between various trading environments, such as OTC markets, sports betting, and cryptocurrencies, while emphasizing the evolution of Charlie's strategies at Altis Partners. It highlights the necessity of adaptability in investment approaches amid increasing market...
This podcast episode delves into the intricate dynamics of market behavior and risk management through various historical crises and current practices, asserting that the nature of market risks is endogenous; market participants' actions significantly shape risk landscapes, as evidenced by events like the LTCM crisis, ...
This podcast episode delves into the intricate dynamics of Quantitative Investment Strategies (QIS) within bank environments, emphasizing technological advantages, customization, and collaborative client engagement. Gerald articulates the nuanced realities of trend following, dissecting its reputation as a crisis hedge...
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