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Flirting with Models

Corey Hoffstein

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.

Sito del podcast

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Episodi

127 episodi

  1. Philip & Allan Maymin – Compounding Through Risk, Not Return (S7E35) 1:05:29
  2. Lucas Schuermann – Swapping Out Perpetual Futures (S7E34) 1:14:01
  3. Stacie Mintz – Turning Qualitative Fundamentals into Quantitative Factors (S7E33) 47:01
  4. Ben Wellington – Complex Feature Engineering at Two Sigma (S7E32) 56:23
  5. Peter Hecht – Portable Alpha: Solving the Funding Problem of Alternatives (S7E31) 1:06:33
  6. John Gu – Crypto Market Making & The Cold Start Problem (S7E30) 1:09:42
  7. Faheem Osman – Commodity QIS: An Under-Appreciated Source of Systematic Returns? (S7E29) 1:06:56
  8. Richard Craib - Crowd-Sourced Alpha with Numerai (S7E28) 55:59
  9. Ruslan Fakhrutdinov – Extended Exchange and Vault Tokenization (S7E27) 58:01
  10. Angana Jacob - Data as the True Competitive Moat (S7E26) 57:22
  11. Moritz Heiden & Moritz Seibert – Trend-Following Spreads (S7E25) 1:07:20
  12. Annanay Kapila – Perpetual Futures Everywhere and All the Time (S7E24) 1:06:19
  13. Jay Rajamony – Beyond Factors: Reimagining Quant Equity for the Modern Era (S7E23) 56:53
  14. Vladimir Novakovski – Lighter: The Orderbook for all of Ethereum (S7E22) 1:03:56
  15. Antti Ilmanen - Understanding Return Expectations (S7E21) 1:14:06
  16. Chris Carrano – Designing Practical Factor Models (S7E20) 56:04
  17. Jeff Rosenberg – The Past, Present, and Future of Systematic Fixed Income (S7E19) 1:17:51
  18. Edward Yu – Bringing OTC On-Chain and the VariationalOMNI Perp Dex (S7E18) 50:26
  19. Benjamin Hoff – Commodity Futures Surfaces and the Cash-and-Carry Glue (S7E17) 1:10:45
  20. Roxton McNeal and Siddharth Sethi – Building Multi-Strategy QIS Portfolios (S7E16) 56:03
  21. Scott Phillips - Finding Ugly Edges in Crypto Markets (S7E15) 1:08:24
  22. Thao Tran – Market Making Illiquid, Non-Fungible Assets (S7E14) 55:14
  23. Victor Haghani – The Last of the Tactical Allocators (S7E13) 1:12:48
  24. Jonathan Glidden - Saving Delta's Pension with Portable Alpha 1:09:07
  25. Farouk Jivraj - The Art & Science of Using Alternative Risk Premia (S7E12) 1:11:22
  26. Giuseppe Paleologo - Multi-Manager Hedge Funds & Thinking Deeply About Simple Things (S7E11) 1:32:18
  27. Talk Your Book: Return Stacking [REPLAY] 37:48
  28. Kris Abdelmessih - Life Through a Volatility Lens (S7E10) 1:13:06
  29. Bill Gebhardt - Replicating Discretionary Commodity Trading Systematically (S7E9) 51:36
  30. Nicolas Mirjolet - Multivariate Trend Following (S7E8) 1:05:09
  31. [PREVIEW] Enter the New World of Return Stacking | Get Stacked Podcast 1:14:28
  32. Markku Kurtti – Diversification is a Negatively Priced Lunch (S7E7) 57:53
  33. Otto van Hemert - Seasonality Everywhere (S7E6) 47:04
  34. Clayton Gillespie - A Fundamental View of Quant Equity (S7E5) 56:08
  35. Hari Krishnan – Hedging a Commodity Bull Market (S7E4) 54:56
  36. Nick Baltas - Multi-Asset, Multi-Strategy Portfolios (S7E3) 1:08:53
  37. Bin Ren – text2quant (S7E2) 1:16:43
  38. Charles McGarraugh - "Change in the Market is Accelerating" (S7E1) 1:12:37
  39. Andrew Beer & Adam Butler - Attack of the Managed Futures Clones 1:26:18
  40. Dean Curnutt - The Reflexivity of Equity Volatility (S6E16) 1:18:19
  41. Gerald Rushton - Commodity Strategies (Trend; Carry; Congestion; and Volatility Carry) (S6E15) 48:14
  42. 15 Ideas, Frameworks, and Lessons from 15 Years 33:57
  43. Devin Anderson – Strategy versus Structure in Tail Hedging (S6E14) 1:10:41
  44. Martin Tarlie - Bridging the Gap Between Financial Planning and Portfolio Management (S6E13) 55:15
  45. Grug Capital – Grug (Finally) Teaches Us MEV (S6E12) 47:00
  46. Doug Greenig - At the Frontier of Trend Following 1:01:42
  47. Return Stacked® Bonds & Managed Futures ETF 1:08:16
  48. Pim van Vliet – A Detailed Dive into Low Volatility Investing (S6E10) 1:08:04
  49. Asif Noor – Modern Systematic Macro (S6E9) 46:41
  50. Roberto Croce - Trend and Carry Within Assets, Across Assets, and Over Time (S6E8) 54:55