Flirting with Models
123 episodes — Page 1 of 3
John Gu – Crypto Market Making & The Cold Start Problem (S7E30)
May 11, 20261h 9m
Faheem Osman – Commodity QIS: An Under-Appreciated Source of Systematic Returns? (S7E29)
Apr 6, 20261h 6m
Richard Craib - Crowd-Sourced Alpha with Numerai (S7E28)
Feb 23, 202655 min
Ruslan Fakhrutdinov – Extended Exchange and Vault Tokenization (S7E27)
Feb 17, 202658 min
Angana Jacob - Data as the True Competitive Moat (S7E26)
Feb 9, 202657 min
Moritz Heiden & Moritz Seibert – Trend-Following Spreads (S7E25)
Jan 12, 20261h 7m
Annanay Kapila – Perpetual Futures Everywhere and All the Time (S7E24)
Dec 29, 20251h 6m
Jay Rajamony – Beyond Factors: Reimagining Quant Equity for the Modern Era (S7E23)
Oct 13, 202556 min
Vladimir Novakovski – Lighter: The Orderbook for all of Ethereum (S7E22)
Sep 22, 20251h 3m
Antti Ilmanen - Understanding Return Expectations (S7E21)
Sep 15, 20251h 14m
Chris Carrano – Designing Practical Factor Models (S7E20)
Sep 2, 202556 min
Jeff Rosenberg – The Past, Present, and Future of Systematic Fixed Income (S7E19)
Aug 18, 20251h 17m
Edward Yu – Bringing OTC On-Chain and the VariationalOMNI Perp Dex (S7E18)
Jul 30, 202550 min
Benjamin Hoff – Commodity Futures Surfaces and the Cash-and-Carry Glue (S7E17)
Jun 30, 20251h 10m
Roxton McNeal and Siddharth Sethi – Building Multi-Strategy QIS Portfolios (S7E16)
Apr 21, 202556 min
Scott Phillips - Finding Ugly Edges in Crypto Markets (S7E15)
Mar 3, 20251h 8m
Thao Tran – Market Making Illiquid, Non-Fungible Assets (S7E14)
Feb 3, 202555 min
Victor Haghani – The Last of the Tactical Allocators (S7E13)
Dec 9, 20241h 12m
Jonathan Glidden - Saving Delta's Pension with Portable Alpha
Dec 4, 20241h 9m
Farouk Jivraj - The Art & Science of Using Alternative Risk Premia (S7E12)
Oct 7, 20241h 11m
Giuseppe Paleologo - Multi-Manager Hedge Funds & Thinking Deeply About Simple Things (S7E11)
Sep 2, 20241h 32m
Talk Your Book: Return Stacking [REPLAY]
Aug 20, 202437 min
Kris Abdelmessih - Life Through a Volatility Lens (S7E10)
Jul 29, 20241h 13m
Bill Gebhardt - Replicating Discretionary Commodity Trading Systematically (S7E9)
Jul 1, 202451 min
Nicolas Mirjolet - Multivariate Trend Following (S7E8)
May 27, 20241h 5m
[PREVIEW] Enter the New World of Return Stacking | Get Stacked Podcast
May 6, 20241h 14m
Markku Kurtti – Diversification is a Negatively Priced Lunch (S7E7)
Apr 22, 202457 min
Otto van Hemert - Seasonality Everywhere (S7E6)
Mar 25, 202447 min
Clayton Gillespie - A Fundamental View of Quant Equity (S7E5)
Feb 5, 202456 min
Hari Krishnan – Hedging a Commodity Bull Market (S7E4)
Jan 8, 202454 min
Nick Baltas - Multi-Asset, Multi-Strategy Portfolios (S7E3)
Dec 26, 20231h 8m
Bin Ren – text2quant (S7E2)
Dec 11, 20231h 16m
Charles McGarraugh - "Change in the Market is Accelerating" (S7E1)
Dec 4, 20231h 12m
Andrew Beer & Adam Butler - Attack of the Managed Futures Clones
Sep 25, 20231h 26m
Dean Curnutt - The Reflexivity of Equity Volatility (S6E16)
Sep 11, 20231h 18m
Gerald Rushton - Commodity Strategies (Trend; Carry; Congestion; and Volatility Carry) (S6E15)
Sep 4, 202348 min
15 Ideas, Frameworks, and Lessons from 15 Years
Aug 28, 202333 min
Devin Anderson – Strategy versus Structure in Tail Hedging (S6E14)
Aug 14, 20231h 10m
Martin Tarlie - Bridging the Gap Between Financial Planning and Portfolio Management (S6E13)
Aug 7, 202355 min
Grug Capital – Grug (Finally) Teaches Us MEV (S6E12)
Jul 24, 202347 min
Doug Greenig - At the Frontier of Trend Following
Jul 17, 20231h 1m
Return Stacked® Bonds & Managed Futures ETF
Jul 11, 20231h 8m
Pim van Vliet – A Detailed Dive into Low Volatility Investing (S6E10)
Jul 3, 20231h 8m
Asif Noor – Modern Systematic Macro (S6E9)
Jun 26, 202346 min
Roberto Croce - Trend and Carry Within Assets, Across Assets, and Over Time (S6E8)
Jun 19, 202354 min
Michele Aghassi - Unintended Bets Everywhere (S6E7)
Jun 12, 202354 min
Jason Josephiac - Portable Alpha and Risk Mitigating Strategies (S6E6)
Jun 5, 202357 min
Macrocephalopod - Managing a Mid-Frequency Crypto Prop Desk (S6E5)
May 29, 20231h 1m
Roni Israelov – High Frequency Factors, the Volatility Risk Premium, and Re-Thinking Financial Planning (S6E4)
May 22, 20231h 27m
Doug Colkitt - High Frequency Trading, MEV Strategies, and CrocSwap (S6E3)
May 15, 20231h 1m