AQR DNA in a Digital World: Systematic Edge with Connor Farley - The New Barbarians Episode #019

📄 Episode Description:In this special live edition of The New Barbarians Podcast, we welcome back Connor Farley, CEO of Truvius and former AQR researcher, for a deep dive into systematic crypto investing, tax alpha, and navigating today's macro whipsaws. Bill, Mark, and Connor unpack:- The evolution of factor investing from TradFi to DeFi- Why Bitcoin may be emerging as a "soft haven" in volatile markets- How Truvius is automating tax-loss harvesting to enhance after-tax returns- Connor’s firsthand take on data quality, blockchain sectors, and portfolio construction- What AQR taught him—and how he's adapting it for crypto in 2025- Plus: Chris Rosa bids farewell as he heads to Galaxy Digital, and Mark issues a live market scorecard powered by multi-screen madness and South China headlines.📈 This one blends research chops, war stories, and practical insights for investors straddling both sides of the finance frontier.🔗 Follow Our Work:📜 Substack: Mark R. Connors - https://substack.com/@markrconnors📜 Harmonic Insights (Bill Mann & Chris Rosa) - https://www.harmoniqinsights.com/📜 SSRN for research papers - https://papers.ssrn.com/sol3/cf_dev/AbsByAuth.cfm?per_id=2035436📜 SmartKarma - Chris Rosa -- https://www.smartkarma.com/profiles/christopher-rosa/research📜 SmartKarma - Bill Mann -- https://www.smartkarma.com/profiles/william-mann-88ce6ae0-716e-4511-98ee-65b1af2765ff/researchTwitter - The New Barbpodhttps://docs.google.com/document/d/1bCC3O8HaP3dmkfUTrGPTfsau667kTTW36ZwGKLQgJyI/edit?usp=sharingChapters00:00 Introduction to the New Barbarians Podcast03:45 Market Overview and Trends07:31 Market Scorecard and Asset Performance14:58 Digital Assets and Risk Management16:30 Introduction to Trivias and Investment Strategies18:16 Alpha Generation in Crypto26:55 Portfolio Construction and Risk Management30:45 Understanding Crypto Sectors and DeFi35:15 Decentralized Finance: The Future of Trading38:44 Data Collection in Crypto: Challenges and Solutions44:52 Automated Tax Loss Harvesting: A Game Changer55:42 Bitcoin as a Safe Haven: Macro Volatility Insights#SystematicInvesting #CryptoPortfolio #TaxLossHarvesting #QuantFinance #DigitalAssets #FactorInvesting #AQRAlumni #Truvius #CryptoStrategy #AlternativeInvestments #RiskManagement#WealthTech #DeFiStrategies #AIinFinance #NewBarbariansPodcast