Flirting with Models

105 Episodes

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

   Published: 7/24/2023
2. Doug Greenig - At the Frontier of Trend Following

   Published: 7/17/2023
3. Return Stacked® Bonds & Managed Futures ETF

   Published: 7/11/2023
4. Pim van Vliet – A Detailed Dive into Low Volatility Investing (S6E10)

   Published: 7/3/2023
5. Asif Noor – Modern Systematic Macro (S6E9)

   Published: 6/26/2023
6. Roberto Croce - Trend and Carry Within Assets, Across Assets, and Over Time (S6E8)

   Published: 6/19/2023
7. Michele Aghassi - Unintended Bets Everywhere (S6E7)

   Published: 6/12/2023
8. Jason Josephiac - Portable Alpha and Risk Mitigating Strategies (S6E6)

   Published: 6/5/2023
9. Macrocephalopod - Managing a Mid-Frequency Crypto Prop Desk (S6E5)

   Published: 5/29/2023
10. Roni Israelov – High Frequency Factors, the Volatility Risk Premium, and Re-Thinking Financial Planning (S6E4)

    Published: 5/22/2023
11. Doug Colkitt - High Frequency Trading, MEV Strategies, and CrocSwap (S6E3)

    Published: 5/15/2023
12. Jeff Yan - High Frequency Crypto Market Making & the Hyperliquid Exchange (S6E2)

    Published: 5/8/2023
13. Jason Buck - Designing the Cockroach Portfolio (S6E1)

    Published: 5/1/2023
14. Machine learning isn't the edge; it enhances the edge you’ve developed

    Published: 2/27/2023
15. What does a full-stack quant research platform and process look like?

    Published: 2/13/2023
16. What would Cliff Asness ask St. Peter at the pearly gates?

    Published: 1/30/2023
17. A data-driven approach to picking growth stocks and thematic baskets

    Published: 1/23/2023
18. How quants have changed equity markets and how discretionary managers can use this information to sharpen their edge

    Published: 1/16/2023
19. Replacing linear factors with a non-linear, characteristic approach in quant equity

    Published: 1/9/2023
20. Options, volatility, and the things we don't know we don't know (ARCHIVES S3E3)

    Published: 1/2/2023