Flirting with Models
Un pódcast de Corey Hoffstein - Lunes
116 Episodo
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Roni Israelov – High Frequency Factors, the Volatility Risk Premium, and Re-Thinking Financial Planning (S6E4)
Publicado: 22/5/2023 -
Doug Colkitt - High Frequency Trading, MEV Strategies, and CrocSwap (S6E3)
Publicado: 15/5/2023 -
Jeff Yan - High Frequency Crypto Market Making & the Hyperliquid Exchange (S6E2)
Publicado: 8/5/2023 -
Jason Buck - Designing the Cockroach Portfolio (S6E1)
Publicado: 1/5/2023 -
Machine learning isn't the edge; it enhances the edge you’ve developed
Publicado: 27/2/2023 -
What does a full-stack quant research platform and process look like?
Publicado: 13/2/2023 -
What would Cliff Asness ask St. Peter at the pearly gates?
Publicado: 30/1/2023 -
A data-driven approach to picking growth stocks and thematic baskets
Publicado: 23/1/2023 -
How quants have changed equity markets and how discretionary managers can use this information to sharpen their edge
Publicado: 16/1/2023 -
Replacing linear factors with a non-linear, characteristic approach in quant equity
Publicado: 9/1/2023 -
Options, volatility, and the things we don't know we don't know (ARCHIVES S3E3)
Publicado: 2/1/2023 -
Formulating the machine learning problem, how research questions should be asked, and the trade-off of complexity versus accuracy (ARCHIVES S1E7)
Publicado: 29/12/2022 -
Giuliana Bordigoni - Alternative Markets & Specialist Strategies (S5E14)
Publicado: 24/10/2022 -
Adam Butler - Questioning the Quant Orthodoxy (S5E13)
Publicado: 3/10/2022 -
Kevin Cole - Systematic Multi-Strategy from 100+ Models (S5E12)
Publicado: 29/8/2022 -
Hari Krishnan - Market Tremors & Tail Hedging (S5E11)
Publicado: 8/8/2022 -
Harel Jacobson - Trading FX Volatility (S5E10)
Publicado: 1/8/2022 -
Andrew Beer - Replicating Hedge Fund Beta (S5E9)
Publicado: 25/7/2022 -
Antti Ilmanen - Unexpected Returns (S5E8)
Publicado: 18/7/2022 -
Ralph Smith - Scientific Investing in Fixed Income (S5E7)
Publicado: 11/7/2022
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.
