Flirting with Models

15 Ideas, Frameworks, and Lessons from 15 Years

Devin Anderson – Strategy versus Structure in Tail Hedging (S6E14)

Martin Tarlie - Bridging the Gap Between Financial Planning and Portfolio Management (S6E13)

This podcast episode redefines the concept of risk in financial planning, shifting the focus from volatility to shortfall, and emphasizes the practical implications of this change for individuals and families. Tarlie discusses how traditional finance theories fall short in addressing real-world complexities, advocating...

Grug Capital – Grug (Finally) Teaches Us MEV (S6E12)

This podcast episode delves into the evolving landscape of MEV (Maximal Extractable Value) in the Ethereum ecosystem, highlighting the transformative role of Flashbots in bridging users, searchers, and validators while enhancing block-building efficiency and mitigating censorship risks. Grug categorizes various MEV str...

Doug Greenig - At the Frontier of Trend Following

This podcast episode examines the distinctive landscape of alternative markets as discussed by Corey and Doug, emphasizing their unique characteristics that differentiate them from traditional CTAs. They highlight the importance of idiosyncratic elements, operational complexity, and participant diversity which create o...

Return Stacked® Bonds & Managed Futures ETF

Pim van Vliet – A Detailed Dive into Low Volatility Investing (S6E10)

Asif Noor – Modern Systematic Macro (S6E9)

Roberto Croce - Trend and Carry Within Assets, Across Assets, and Over Time (S6E8)

This podcast episode delves into Rob's investment mandate, emphasizing a risk parity approach that balances risk across various asset classes while leveraging trend and carry signals for optimal portfolio construction. Rob explains the superiority of trend over momentum in predicting performance, discusses the importan...

Michele Aghassi - Unintended Bets Everywhere (S6E7)

Jason Josephiac - Portable Alpha and Risk Mitigating Strategies (S6E6)

This podcast episode delves into Jason's transformative journey in finance, emphasizing key strategies for constructing resilient investment portfolios that prioritize absolute risk and return over conventional benchmarks. Through his experiences with liability-driven investing and portable alpha, Jason challenges prev...

Macrocephalopod - Managing a Mid-Frequency Crypto Prop Desk (S6E5)

This podcast episode delves into the intricacies of quantitative research and trading strategies, emphasizing the critical role of backtesting as a validation tool rather than a primary research method. Throughout the discussion, important themes emerge, including the necessity of understanding data and models, the nua...

Roni Israelov – High Frequency Factors, the Volatility Risk Premium, and Re-Thinking Financial Planning (S6E4)

Doug Colkitt - High Frequency Trading, MEV Strategies, and CrocSwap (S6E3)

Jeff Yan - High Frequency Crypto Market Making & the Hyperliquid Exchange (S6E2)

In this episode of Flirting with Models, Jeff Yan, the founder of Chameleon Trading, shares his journey in high-frequency trading (HFT) across both traditional finance and the cryptocurrency landscape. He explains the key differences between "making" and "taking" strategies in HFT, highlighting the critical role of inf...

Jason Buck - Designing the Cockroach Portfolio (S6E1)

Machine learning isn't the edge; it enhances the edge you’ve developed

What does a full-stack quant research platform and process look like?

What would Cliff Asness ask St. Peter at the pearly gates?

A data-driven approach to picking growth stocks and thematic baskets