Flirting with Models

• Stacie Mintz – Turning Qualitative Fundamentals into Quantitative Factors (S7E33) AI摘要
  2026-08-03 04:00:26
• Ben Wellington – Complex Feature Engineering at Two Sigma (S7E32) AI摘要
  2026-07-06 04:00:34
• Peter Hecht – Portable Alpha: Solving the Funding Problem of Alternatives (S7E31) AI摘要
  2026-06-29 04:00:02
• John Gu – Crypto Market Making & The Cold Start Problem (S7E30)
  2026-05-11 04:00:33
• Faheem Osman – Commodity QIS: An Under-Appreciated Source of Systematic Returns? (S7E29)
  2026-04-06 04:00:30
• Richard Craib - Crowd-Sourced Alpha with Numerai (S7E28)
  2026-02-23 12:35:08
• Ruslan Fakhrutdinov – Extended Exchange and Vault Tokenization (S7E27)
  2026-02-17 05:00:03
• Angana Jacob - Data as the True Competitive Moat (S7E26)
  2026-02-09 05:00:23
• Moritz Heiden & Moritz Seibert – Trend-Following Spreads (S7E25)
  2026-01-12 05:00:51
• Annanay Kapila – Perpetual Futures Everywhere and All the Time (S7E24)
  2025-12-29 05:00:53
• Jay Rajamony – Beyond Factors: Reimagining Quant Equity for the Modern Era (S7E23)
  2025-10-13 04:00:05
• Vladimir Novakovski – Lighter: The Orderbook for all of Ethereum (S7E22)
  2025-09-22 04:00:06
• Antti Ilmanen - Understanding Return Expectations (S7E21)
  2025-09-15 04:01:21
• Chris Carrano – Designing Practical Factor Models (S7E20)
  2025-09-02 04:00:54
• Jeff Rosenberg – The Past, Present, and Future of Systematic Fixed Income (S7E19)
  2025-08-18 04:00:56
• Edward Yu – Bringing OTC On-Chain and the VariationalOMNI Perp Dex (S7E18)
  2025-07-30 13:48:19
• Benjamin Hoff – Commodity Futures Surfaces and the Cash-and-Carry Glue (S7E17)
  2025-06-30 15:20:49
• Roxton McNeal and Siddharth Sethi – Building Multi-Strategy QIS Portfolios (S7E16)
  2025-04-21 04:00:34
• Scott Phillips - Finding Ugly Edges in Crypto Markets (S7E15)
  2025-03-03 05:00:27
• Thao Tran – Market Making Illiquid, Non Fungible Assets (S7E14)
  2025-02-03 05:00:06
• Victor Haghani - The Last of the Tactical Allocators (S7E13)
  2024-12-09 16:01:44
• Farouk Jivraj - The Art & Science of Using Alternative Risk Premia (S7E12)
  2024-10-07 04:00:17
• Giuseppe Paleologo - Multi-Manager Hedge Funds & Thinking Deeply About Simple Things (S7E11)
  2024-09-02 04:00:45
• Kris Abdelmessih - Life Through a Volatility Lens (S7E10)
  2024-07-29 04:00:21
• Bill Gebhardt - Replicating Discretionary Commodity Trading Systematically (S7E9)
  2024-07-01 04:00:17
• Nicolas Mirjolet - Multivariate Trend Following (S7E8)
  2024-05-27 04:00:00
• Markku Kurtti - Diversification is a Negatively Priced Lunch (S7E7)
  2024-04-22 22:47:33
• Otto van Hemert - Seasonality Everywhere (S7E6)
  2024-03-25 13:06:54
• Clayton Gillespie - A Fundamental View of Quant Equity (S7E5)
  2024-02-05 05:00:31
• Hari Krishnan – Hedging a Commodity Bull Market (S7E4)
  2024-01-08 05:00:36
• Nick Baltas – Multi-Asset, Multi-Strategy Portfolios (S7E3)
  2023-12-28 16:32:34
• Bin Ren - text2quant (S7E2)
  2023-12-11 14:17:29
• Charles McGarraugh - "Change in the Market is Accelerating" (S7E1)
  2023-12-05 01:03:46
• Dean Curnutt – The Reflexivity of Equity Volatility (S6E16)
  2023-09-11 04:00:26
• Gerald Rushton - Commodity Strategies (Trend; Carry; Congestion; and Volatility Carry) (S6E15)
  2023-09-04 04:00:24
• Devin Anderson – Strategy versus Structure in Tail Hedging (S6E14)
  2023-08-14 04:00:26
• Martin Tarlie - Bridging the Gap Between Financial Planning and Portfolio Management (S6E13)
  2023-08-07 04:00:14
• Grug - Grug (Finally) Teaches Us MEV (S6E12)
  2023-07-24 04:00:07
• Doug Greenig - At the Frontier of Trend Following (S6E11)
  2023-07-17 12:16:14
• Pim van Vliet - A Detailed Dive Into Low Volatility Investing (S6E10)
  2023-07-03 13:03:07
• Asif Noor – Modern Systematic Macro (S6E9)
  2023-06-26 04:00:31
• Roberto Croce - Trend and Carry Within Assets, Across Assets, and Over Time (S6E8)
  2023-06-19 04:31:22
• Michele Aghassi - Unintended Bets Everywhere (S6E7)
  2023-06-12 18:00:10
• Jason Josephiac - Portable Alpha and Risk Mitigating Strategies (S6E6)
  2023-06-05 04:38:15
• Macrocephalopod - Managing a Mid-Frequency Crypto Prop Desk (S6E5)
  2023-05-30 17:48:00
• Roni Israelov – High Frequency Factors, the Volatility Risk Premium, and Re-Thinking Financial...
  2023-05-22 04:38:42
• Doug Colkitt - High Frequency Trading, MEV Strategies, and CrocSwap (S6E3)
  2023-05-15 04:31:11
• Jeff Yan - High Frequency Crypto Market Making & the Hyperliquid Exchange (S6E2)
  2023-05-08 04:51:23
• Jason Buck - Designing the Cockroach Portfolio (S6E1)
  2023-05-01 04:34:20
• Machine learning isn't the edge; it enhances the edge you’ve developed
  2023-02-27 05:27:10
• What does a full-stack quant research platform and process look like?
  2023-02-13 05:26:07
• What would Cliff Asness ask St. Peter at the pearly gates?
  2023-01-30 05:09:59
• A data-driven approach to picking growth stocks and thematic baskets
  2023-01-23 05:19:48
• How quants have changed equity markets and how discretionary managers can use this information...
  2023-01-16 05:09:52
• Replacing linear factors with a non-linear, characteristic approach in quant equity
  2023-01-09 05:22:00
• Options, volatility, and the things we don't know we don't know (ARCHIVES S3E3)
  2023-01-02 05:12:54
• Formulating the machine learning problem, how research questions should be asked, and the...
  2022-12-29 14:10:41
• Giuliana Bordigoni - Alternative Markets & Specialist Strategies (S5E14)
  2022-10-24 04:27:39
• Adam Butler - Questioning the Quant Orthodoxy (S5E13)
  2022-10-03 04:34:22
• Kevin Cole - Systematic Multi-Strategy from 100+ Models (S5E12)
  2022-08-29 04:33:20
• Hari Krishnan - Market Tremors & Tail Hedging (S5E11)
  2022-08-08 11:56:48
• Harel Jacobson - Trading FX Volatility (S5E10)
  2022-08-01 04:23:36
• Andrew Beer - Replicating Hedge Fund Beta (S5E9)
  2022-07-25 04:19:36
• Antti Ilmanen - Unexpected Returns (S5E8)
  2022-07-18 04:29:05
• Ralph Smith - Scientific Investing in Fixed Income (S5E7)
  2022-07-11 04:19:55
• Kai Wu - Mining Unstructured Data for the Intangible (S5E6)
  2022-07-03 04:21:10
• David Sun - Expectancy Hacking (S5E5)
  2022-06-27 04:19:35
• Aneet Chachra - Surfing Flow for Fun and Profit (S5E4)
  2022-06-20 04:32:09
• Moritz Seibert & Moritz Heiden - From CTA to web3 (S5E3)
  2022-06-13 04:26:41
• LightSpringFox - Crypto Market Making (S5E2)
  2022-06-06 04:26:07
• Michael Green - The Active Impact of Passive Investing (S5E1)
  2022-05-30 04:51:41
• David Berns - How do you build portfolios for human beings? (S4E16)
  2021-08-16 10:25:48
• Russell Korgaonkar - Optimizing the Research Process (S4E15)
  2021-08-09 10:23:14
• Andrew Lapthorne - Thematic Baskets and Strong Balance Sheets (S4E13)
  2021-07-26 10:26:26
• Greg Obenshain - Quantitative Credit (S4E12)
  2021-07-19 10:39:51
• Roxton McNeal - Liability-Driven Investing (S4E11)
  2021-07-12 10:30:01
• Vivek Viswanathan - Quant Equity in China (S4E10)
  2021-07-05 10:43:54
• Tobias Carlisle - Realism Over Idealism in Value (S4E9)
  2021-06-28 12:06:42
• Sam Trabucco - Perpetual Swaps, Liquidation Cascades, and the USD-BTC-YEN Triangle Trade (S4E8)
  2021-06-21 01:38:27
• Angus Cameron - Trade Structuring: Systematizing a Hidden Edge (S4E6)
  2021-06-07 10:43:58
• Guillermo Roditi Dominguez - Path or Destination, Not Both (S4E5)
  2021-05-31 10:28:05
• Tina Lindstrom - Commodity Volatility (S4E4)
  2021-05-24 10:21:58
• David Fauchier - Paranoid Crypto Cowboys (S4E3)
  2021-05-17 10:36:43
• Darrin Johnson - Independently Shorting Volatility (S4E2)
  2021-05-10 10:38:02
• Cem Karsan - The Market Voting Machine (S4E1)
  2021-05-03 10:22:21
• Tammira Philippe and Elena Khoziaeva - It's all Greek to Me (S2E4)
  2021-04-10 21:30:25
• Ben McMillan - Attack of the Liquid Alternative Clones (S2E3)
  2021-04-10 21:19:40
• Euan Sinclair - Positional Option Trading (S3E12)
  2021-04-10 21:19:25
• Chris Meredith – Building a Robust Research Platform (S2E10)
  2021-04-10 21:19:22
• Mads Ingwar and Martin Oberhuber - Full Stack Machine Learning (S3E8)
  2021-04-10 21:19:19
• Eric Ervin - Risk Reducers & Return Enhancers (S1E3)
  2021-04-10 21:19:12
• Adam Butler - The "Ultimate Gift" (S1E1)
  2021-04-10 21:17:53
• Dr. Benn Eifert - Bad Ideas (S3E3)
  2021-04-10 21:14:27
• Tobias Carlisle - Thinking Like an Acquirer (S1E2)
  2021-04-10 21:14:20
• Jack Vogel - Momentum in Theory, Momentum in Practice (S1E6)
  2021-04-10 21:13:00
• Liqian Ren - In Search of Modern Alpha (S2E8)
  2021-04-10 21:12:55
• Michael Krause - Evolving Long/Short Equity (S3E2)
  2021-04-10 21:11:32
• John Alberg - The Man in the Machine (Learning) (S1E7)
  2021-04-10 21:09:49
• Eric Crittenden - All-Weather Portfolios with Trend Following (S3E7)
  2021-04-10 21:04:42
• Cliff Asness - "...But Not So Open Your Mind Falls Out" (S3E13)
  2021-04-10 21:02:17
• Daniel Grioli - Thinking like a Fox (S2E1)
  2021-04-10 21:02:01
• Jason Thomson - The Growth Factor (S2E6)
  2021-04-10 20:58:11
• Meb Faber - "Just Survive" (S1E4)
  2021-04-10 20:52:06
• Jeffrey Baird - Commodity Convexity (S3E6)
  2021-04-10 20:49:26
• Wayne Himelsein - The Quant Philosopher (S2E7)
  2021-04-10 20:48:36
• Artur Sepp - Conditional Beta (S2E5)
  2021-04-10 20:46:23
• Benn Eifert - Volatility Investing (S2E2)
  2021-04-10 20:46:12
• K.C. Hamann - Quantifying Conviction (S3E1)
  2021-04-10 20:45:37
• Liquidity Cascades
  2021-04-10 20:45:33
• Liquidity Premium with Adam Butler (S1E8)
  2021-04-10 20:44:18
• Sandrine Ungari - Alternative Risk Premia (S3E10)
  2021-04-10 20:44:03
• Kris Sidial - Long Volatility for the New Regime (S3E14)
  2021-04-10 20:43:59
• Omer Cedar - Quant-Aware Discretionary (S3E11)
  2021-04-10 20:41:51
• Michael Hunstad - Institutional Trends in Factor Investing (S3E9)
  2021-04-10 20:40:58
• JD Gardner - "Win Bigger Than You Lose" (S1E5)
  2021-04-10 20:40:16
• Jim Masturzo - Tactical Asset Allocation (S3E4)
  2021-04-10 20:37:51
• Dr. Ernest Chan - Tail Reaper (S3E5)
  2021-04-10 20:37:43
• Katherine Glass-Hardenbergh - All About Alternative Data (S2E9)
  2021-04-10 20:36:22
• Corey Hoffstein - Rebalance Timing Luck (S2E11)
  2021-04-10 20:24:11
• Tobias Carlisle - Thinking Like an Acquirer (S1E2)
  2021-04-10 18:48:50
• Adam Butler - The "Ultimate Gift" (S1E1)
  2021-04-10 18:35:34