Corey Hoffstein · Investment

Flirting with Models

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.

Episodes

How quants have changed equity markets and how discretionary managers can use this information to sharpen their edge

16 Jan 2023

18m

Replacing linear factors with a non-linear, characteristic approach in quant equity

09 Jan 2023

21m

Options, volatility, and the things we don't know we don't know (ARCHIVES S3E3)

02 Jan 2023

18m

Formulating the machine learning problem, how research questions should be asked, and the trade-off of complexity versus accuracy (ARCHIVES S1E7)

29 Dec 2022

15m

Quantitative investment strategies face a challenging landscape defined by low expected returns and shifting market dynamics. Antti Ilmanen, co-head of Portfolio Solutions at AQR, argues that while style premia like value and momentum have experienced periods of underperformance, they remain essential components of a d...

Ralph Smith - Scientific Investing in Fixed Income (S5E7)

11 Jul 2022

1h 0m

Kai Wu - Mining Unstructured Data for the Intangible (S5E6)

03 Jul 2022

50m

David Sun - Expectancy Hacking (S5E5)

27 Jun 2022

50m

Aneet Chachra - Surfing Flow for Fun and Profit (S5E4)

20 Jun 2022

1h 2m

Moritz Seibert & Moritz Heiden - From CTA to web3 (S5E3)

13 Jun 2022

1h 10m

AI processed

Trend following strategies rely on a disciplined, raw approach that prioritizes cutting losses and allowing winners to run across a broad, liquid set of global markets. Effective implementation avoids over-optimization, focusing instead on simple signals like price breakouts and volatility-adjusted position sizing rath...