Flirting with Models
123 episodes — Page 2 of 3
Jeff Yan - High Frequency Crypto Market Making & the Hyperliquid Exchange (S6E2)
May 8, 20231h 12m
Jason Buck - Designing the Cockroach Portfolio (S6E1)
May 1, 202355 min
Machine learning isn't the edge; it enhances the edge you’ve developed
Feb 27, 20239 min
What does a full-stack quant research platform and process look like?
Feb 13, 202319 min
What would Cliff Asness ask St. Peter at the pearly gates?
Jan 30, 202319 min
A data-driven approach to picking growth stocks and thematic baskets
Jan 23, 202314 min
How quants have changed equity markets and how discretionary managers can use this information to sharpen their edge
Jan 16, 202318 min
Replacing linear factors with a non-linear, characteristic approach in quant equity
Jan 9, 202321 min
Options, volatility, and the things we don't know we don't know (ARCHIVES S3E3)
Jan 2, 202318 min
Formulating the machine learning problem, how research questions should be asked, and the trade-off of complexity versus accuracy (ARCHIVES S1E7)
Dec 29, 202216 min
Giuliana Bordigoni - Alternative Markets & Specialist Strategies (S5E14)
Oct 24, 202242 min
Adam Butler - Questioning the Quant Orthodoxy (S5E13)
Oct 3, 20221h 24m
Kevin Cole - Systematic Multi-Strategy from 100+ Models (S5E12)
Aug 29, 202251 min
Hari Krishnan - Market Tremors & Tail Hedging (S5E11)
Aug 8, 20221h 4m
Harel Jacobson - Trading FX Volatility (S5E10)
Aug 1, 202252 min
Andrew Beer - Replicating Hedge Fund Beta (S5E9)
Jul 25, 202255 min
Antti Ilmanen - Unexpected Returns (S5E8)
Jul 18, 20221h 21m
Ralph Smith - Scientific Investing in Fixed Income (S5E7)
Jul 11, 20221h 0m
Kai Wu - Mining Unstructured Data for the Intangible (S5E6)
Jul 3, 202250 min
David Sun - Expectancy Hacking (S5E5)
Jun 27, 202250 min
Aneet Chachra - Surfing Flow for Fun and Profit (S5E4)
Jun 20, 20221h 2m
Moritz Seibert & Moritz Heiden - From CTA to web3 (S5E3)
Jun 13, 20221h 10m
LightSpringFox - Crypto Market Making (S5E2)
Jun 6, 202248 min
Michael Green - The Active Impact of Passive Investing (S5E1)
May 30, 20221h 3m
David Berns - How do you build a portfolio for a human being? (S4E16)
Aug 16, 202146 min
Russell Korgaonkar - Optimizing the Research Process (S4E15)
Aug 9, 202156 min
Andrew Lapthorne - Thematic Baskets and Strong Balance Sheets (S4E13)
Jul 26, 20211h 0m
Greg Obenshain - Quantitative Credit (S4E12)
Jul 19, 202153 min
Roxton McNeal - Liability-Driven Investing (S4E11)
Jul 12, 20211h 2m
Vivek Viswanathan - Quant Equity in China (S4E10)
Jul 5, 20211h 11m
Tobias Carlisle - Realism Over Idealism in Value (S4E9)
Jun 28, 20211h 18m
Sam Trabucco - Perpetual Swaps, Liquidation Cascades, and the USD-BTC-YEN Triangle Trade (S4E8)
Jun 21, 202156 min
Dennis Davitt - Markets Models (S4E7)
Jun 15, 20211h 17m
Angus Cameron - Trade Structuring: Systematizing a Hidden Edge (S4E6)
Jun 7, 20211h 16m
Guillermo Roditi Dominguez - Path or Destination, Not Both (S4E5)
May 31, 20211h 5m
Tina Lindstrom - Commodity Volatility (S4E4)
May 24, 202138 min
David Fauchier - Paranoid Crypto Cowboys (S4E3)
May 17, 20211h 6m
Darrin Johnson - Independently Shorting Volatility (S4E2)
May 10, 20211h 11m
Cem Karsan - The Market Voting Machine (S4E1)
May 3, 202145 min
Liquidity Cascades
Sep 20, 20201h 5m
Kris Sidial - Long Volatility for the New Regime (S3E14)
Sep 8, 20201h 14m
Cliff Asness - "...But Not So Open Your Mind Falls Out" (S3E13)
Jul 29, 20201h 0m
Euan Sinclair - Positional Option Trading (S3E12)
Jul 27, 20201h 1m
Omer Cedar - Quant-Aware Discretionary (S3E11)
Jul 24, 202043 min
Sandrine Ungari - Alternative Risk Premia (S3E10)
Jul 22, 20201h 0m
Michael Hunstad - Institutional Trends in Factor Investing (S3E9)
Jul 20, 20201h 2m
Mads Ingwar and Martin Oberhuber - Full Stack Machine Learning (S3E8)
Jul 17, 202055 min
Eric Crittenden - All-Weather Portfolios with Trend Following (S3E7)
Jul 15, 20201h 4m
Jeffrey Baird - Commodity Convexity (S3E6)
Jul 13, 20201h 0m
Dr. Ernest Chan - Tail Reaper (S3E5)
Jul 10, 202049 min