PODCAST · business
Flirting with Models
by Corey Hoffstein
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.
Episodes
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Philip & Allan Maymin – Compounding Through Risk, Not Return (S7E35)
In this episode, I speak with Philip and Allan Maymin, co-Heads of Global Asset Allocation at Janus Henderson. Philip and Allan run the asset allocation group founded at Janus Henderson by Nobel laureate Myron Scholes more than a decade ago, and they've arrived there by wonderfully different…
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Lucas Schuermann – Swapping Out Perpetual Futures (S7E34)
My guest in this episode is Lucas Schuermann, co-founder of Variational, which seeks to bring the trillion-dollar OTC derivatives market on chain. This is my second episode on Variational. A little over a year ago I spoke with Lucas's co-founder, Edward Yu. In that time, the mission hasn't…
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Stacie Mintz – Turning Qualitative Fundamentals into Quantitative Factors (S7E33)
My guest this episode is Stacie Mintz, Managing Director and Head of Quantitative Equity at PGIM Quantitative Solutions. Stacie has spent 33 years at PGIM, and she's been there for every defining moment of the firm's quant equity effort: a first strategy born from a client's challenge to move...
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Ben Wellington – Complex Feature Engineering at Two Sigma (S7E32)
My guest this episode is Ben Wellington, Head of Complex Feature Engines at Two Sigma. In a modern quant process, one might argue that edge can live in three places: the data you can get your hands on, what you do with that data, and how you forecast from it. Ben lives squarely in the middle…
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Peter Hecht – Portable Alpha: Solving the Funding Problem of Alternatives (S7E31)
My guest this episode is Peter Hecht, co-head of the North America Portfolio Solutions Group at AQR. Portable alpha is drawing serious attention right now. Long the province of large institutions, it's now being wrapped into mutual funds and ETFs — which means, for the first time, advisors and…
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John Gu – Crypto Market Making & The Cold Start Problem (S7E30)
My guest today is John Gu, founder and CEO of Caladan, one of the most active market makers in crypto and a firm that has provided liquidity to more than 200 token launches. John's path runs through MIT, AlphaSimplex, Citadel's principal strategies group, and Tower Research before landing in...
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Faheem Osman – Commodity QIS: An Under-Appreciated Source of Systematic Returns? (S7E29)
In this episode I speak with Faheem Osman, Managing Director and Global Head of QIS Structuring at Macquarie Group. Faheem has spent nearly two decades inside major investment banks — first at Citi, where he spent about ten years on the commodities trading and structuring side, and now at...
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Richard Craib - Crowd-Sourced Alpha with Numerai (S7E28)
Today, I’m speaking with Richard Craib, the CEO and founder of Numerai. If you’ve heard of Numerai before and thought of it as an interesting experiment at the intersection of data science and crypto, it’s worth updating that mental model. Over the last few years, Numerai has quietly grown from...
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Ruslan Fakhrutdinov – Extended Exchange and Vault Tokenization (S7E27)
Today, I’m speaking with Ruslan Fakhrutdinov, the founder of Extended, a decentralized perpetual futures exchange. Ruslan is the fifth perpetual futures exchange founder I’ve had on the podcast, and that’s very intentional. Flow continues to move toward these platforms, and while trading perps…
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Angana Jacob - Data as the True Competitive Moat (S7E26)
Today, I am speaking with Angana Jacob, Head of the Research Data group within the Enterprise Data business at Bloomberg. We talk about Angana’s career path through quantitative research and data platforms, and how the industry has evolved from a world dominated by bespoke models and backtests to...
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Moritz Heiden & Moritz Seibert – Trend-Following Spreads (S7E25)
A few years ago, I sat down with Moritz Seibert and Moritz Heiden of Takahe Capital to talk about trend following at the edges of the futures markets: places where liquidity is thin, contracts are obscure, and capacity constraint is a feature, not a bug. Since then, despite strong performance,...
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Annanay Kapila – Perpetual Futures Everywhere and All the Time (S7E24)
In this episode I speak with Annanay Kapila, founder and CEO of QFEX, a 24/7 centralized perpetual-futures exchange for traditional financial markets. Before founding QFEX, Annanay worked at Flow Traders and Tower Research, where he was introduced to high frequency trading and market…
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Jay Rajamony – Beyond Factors: Reimagining Quant Equity for the Modern Era (S7E23)
In this episode, I speak with Jay Rajamony, Director of Alternatives at Man Numeric. Jay has been with the firm since 2004, giving him a front-row seat to the evolution of quant equity: from simple factor models and broad signals to today’s world of alternative data, model ensembles, and...
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Vladimir Novakovski – Lighter: The Orderbook for all of Ethereum (S7E22)
In this episode I’m joined by Vladimir Novakovski, founder and CEO of Lighter, a decentralized crypto exchange. To kick off the conversation, we explore Lighter's three big design choices: it’s built as a custom Layer-2 on Ethereum, it relies on zero-knowledge circuits for proving transactions…
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Antti Ilmanen - Understanding Return Expectations (S7E21)
In this episode, I speak with Antti Ilmanen, Principal and Global Co-head of the Portfolio Solutions Group at AQR Capital Management. Antti has long been one of the most thoughtful voices in the world of expected returns, having written not one, but two landmark books on the subject. But in his...
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Chris Carrano – Designing Practical Factor Models (S7E20)
In this episode, I speak with Chris Carrano, Vice President of Strategic Research at Venn by Two Sigma. Chris has had a rare vantage point in the world of factors — spanning smart beta, long/short hedge funds, and risk modeling — and that experience has shaped a thoughtful view of what factors...
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Jeff Rosenberg – The Past, Present, and Future of Systematic Fixed Income (S7E19)
In this episode I speak with Jeffrey Rosenberg, Managing Director at BlackRock where he leads active and factor investments for mutual funds, ETFs, and institutional portfolios for the Systematic Fixed Income team. In the first half of the conversation we discuss the history of quant fixed…
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Edward Yu – Bringing OTC On-Chain and the VariationalOMNI Perp Dex (S7E18)
In this episode I speak with Edward Yu, co-founder of Variational. We begin the conversation with Edward’s background in crypto OTC markets. He explains how the space evolved away from Telegram chats, the complexities of pricing derivative structures on the long-tail of alternative crypto...
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Benjamin Hoff – Commodity Futures Surfaces and the Cash-and-Carry Glue (S7E17)
My guest this episode is Benjamin Hoff, Global Head of Commodity Strategy and Research at Société Générale. Ben started his career in rates before making the jump to commodities, and that lens—shaped by curve arbitrage, convexity, and carry—colors everything he does. In this conversation, we...
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Roxton McNeal and Siddharth Sethi – Building Multi-Strategy QIS Portfolios (S7E16)
My guests today are Roxton McNeal, Managing Director and Head PM of QIS Investments and Siddharth Sethi, portfolio manager and Head of QIS structuring. Together, they’re spearheading the development of QIS-driven solutions at Simplify. In this conversation, we explore what it takes to build and...
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Scott Phillips - Finding Ugly Edges in Crypto Markets (S7E15)
Scott Phillips is just the second independent trader I’ve interviewed for this show. Like many independent traders, Scott found that his constraints – including the size of their capital pool, the ability to execute trades efficiently, and a lack of supporting infrastructure – made trading…
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Thao Tran – Market Making Illiquid, Non-Fungible Assets (S7E14)
Today I’m talking to Thao Tran, Co-founding Partner at Vamient Capital. This episode was born from a question I had watching the NFT market place: how do you make markets in illiquid, non-fungible assets? Clearly people were doing it and I wanted to know how it differed from traditional market...
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Victor Haghani – The Last of the Tactical Allocators (S7E13)
My guest today is Victor Haghani, founder of Elm Wealth. Victor is, in many ways, one of the last tactical asset allocators standing after the 2010s. That might be because Victor wouldn’t categorize himself as such. Rather, he sees his dynamic index investing approach not as a tactical…
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Jonathan Glidden - Saving Delta's Pension with Portable Alpha
In this episode of the Get Stacked Investment Podcast, Corey and Rodrigo have an insightful conversation with Jonathan Glidden, Chief Investment Officer of the Delta Airlines Pension Plan. Since joining in 2011, Jonathan has been pivotal in elevating Delta’s pension plan funded status from 38% to...
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Farouk Jivraj - The Art & Science of Using Alternative Risk Premia (S7E12)
In this episode, I speak with Farouk Jivraj, Portfolio Manager and Head of Alternative Risk Premia at Fidelity Investments’ Asset Management Solutions division. After spending nearly a decade on the sell side, Farouk joined Fidelity in 2021 with the goal of building out an alternative risk…
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Giuseppe Paleologo - Multi-Manager Hedge Funds & Thinking Deeply About Simple Things (S7E11)
In this episode I chat with Giuseppe Paleologo – or Gappy as he likes to be called. Currently on garden leave, Gappy has previously worked in Risk & Quantitative Analytics at Citadel, as Head of Enterprise Risk at Millennium, and most recently as Head of Risk Management at HRT. We begin the...
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Talk Your Book: Return Stacking [REPLAY]
On this episode, Ben Carlson and Michael Batnick are joined by Corey Hoffstein of Newfound Research to discuss: managed futures, return stacking, using leverage effectively, and much more!
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Kris Abdelmessih - Life Through a Volatility Lens (S7E10)
My guest in this episode is Kris Abdelmessih, co-founder of moontower.ai. Kris began his career at SIG, where he worked as a market maker in several different option pits, before moving to Parallax where he ran a relative value commodities volatility book. For the last five years, Kris has been...
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Bill Gebhardt - Replicating Discretionary Commodity Trading Systematically (S7E9)
In this episode I speak with Bill Gebhardt, founder of 10Dynamics. Bill spent the better part of his career as a discretionary energies trader, with roles at Koch Industries, Merrill Lynch, Deutsche Bank, and Trailstone. In May 2020 he struck out on his own to co-found 10Dynamics. Given Bill’s...
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Nicolas Mirjolet - Multivariate Trend Following (S7E8)
In this episode, I speak with Nicolas Mirjolet, CEO and Co-Head of Research at Quantica Capital. We begin with Nicolas’s experience operating a statistical arbitrage fund, where he provides his thoughts as to what makes a strategy easier or harder to scale a business on. Nicolas also provides…
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[PREVIEW] Enter the New World of Return Stacking | Get Stacked Podcast
Welcome to the inaugural episode of the Get Stacked Investment Podcast. This episode brings together Corey Hoffstein, Rodrigo Gordillo, Mike Philbrick, and Adam Butler to dive deep into the concepts of Return Stacking, market efficiency, and investment strategies beyond traditional stock picking....
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Markku Kurtti – Diversification is a Negatively Priced Lunch (S7E7)
In this episode I chat with Markku Kurtti, author of the blog Outcast Beta. Markku is classically trained as an electrical engineer and works on receiver algorithms for mobile phones. A passion for investing, however, lead him to pursue an MS in Finance and an interview with Ed Thorp compelled…
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Otto van Hemert - Seasonality Everywhere (S7E6)
In today’s episode I speak with Otto van Hemert, Director of Core Strategies at Man AHL. After briefly touching upon Otto’s background, we dive into one of his most popular papers: The Best Strategies for Inflationary Times. Otto shares the inspiration for the research as well as some of what he...
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Clayton Gillespie - A Fundamental View of Quant Equity (S7E5)
My guest this episode is Clayton Gillespie, VP at Deutsche Bank where he works in quant equity research for the QIS team. Clayton began his career at Credit Suisse HOLT, where he got his hands dirty in extracting fundamental information. This formative experience dramatically impacted how he…
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Hari Krishnan – Hedging a Commodity Bull Market (S7E4)
In this episode I am joined by Hari Krishnan, Head of Volatility Strategies at SCT Capital and author of the books Second Leg Down and Market Tremors. This is Hari’s second appearance on the show, but he comes to us with a very different topic: how to develop a low carry hedge for a commodity…
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Nick Baltas - Multi-Asset, Multi-Strategy Portfolios (S7E3)
In this episode I speak with Nick Baltas, Managing Director at Goldman Sachs and head of cross-asset delta one, commodity, and stocks strategies R&D and Structuring. There are three major discussion points in this episode. First, we discuss how Nick thinks about using the broad palette of...
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Bin Ren – text2quant (S7E2)
In this episode I speak with Bin Ren, founder of SigTech, a financial technology platform providing quantitative researchers with access to a state-of-the-art analysis engine. This conversation is really broken into two parts. In the first half, we discuss Bin’s views on designing and developing…
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Charles McGarraugh - "Change in the Market is Accelerating" (S7E1)
In this episode I speak with Charles McGarraugh, Chief Investment Officer of Altis Partners. Charlie finds himself at the helm of Altis from a non-traditional route. His career began at Goldman, where his experience spanned everything from asset backed securities to liquid commodities. He then...
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Andrew Beer & Adam Butler - Attack of the Managed Futures Clones
In this special episode of Flirting with Models, I’m joined by two guests: Andrew Beer of DBi and Adam Butler of ReSolve Asset Management. Rather than my usual interview format, I wanted to foster a conversation about the replication of managed futures strategies. Specifically, I wanted to bring…
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Dean Curnutt - The Reflexivity of Equity Volatility (S6E16)
In this episode I speak with Dean Curnutt, founder of Macro Risk Advisors and host of the Alpha Exchange podcast. This episode is all about the nature of risk. More specifically, the endogenous risk that can manifest in markets. We discuss the crash of 1987, Long-Term Capital Management, the...
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Gerald Rushton - Commodity Strategies (Trend; Carry; Congestion; and Volatility Carry) (S6E15)
In this episode I speak with Gerald Rushton, senior member of the QIS Structuring team at Macquarie Bank. Our conversation largely revolves around commodity strategies, including thoughts on trend following, commodity carry, commodity congestion, and commodity volatility carry. Gerald argues that...
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15 Ideas, Frameworks, and Lessons from 15 Years
Today, August 28th, 2023, my company Newfound Research turns 15. It feels kind of absurd saying that. I know I’ve told this story before, but I never actually expected this company to turn into anything. I started the company while I was still in undergrad and I named it Newfound Research after a...
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Devin Anderson – Strategy versus Structure in Tail Hedging (S6E14)
My guest is Devin Anderson, co-founder of Convexitas. The theme of this episode, as you can likely guess from the title, is strategy versus structure. While we often focus on strategy specifics on this podcast, Devin hosts a masterclass as to why the structure you wrap your strategy in can...
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Martin Tarlie - Bridging the Gap Between Financial Planning and Portfolio Management (S6E13)
In this episode I speak with Martin Tarlie, a member of the Asset Allocation team at GMO and spearheading their work on Nebo, a goals-based investment platform. Martin describes Nebo as, “bridging the gap between financial planning and portfolio management,” with a key innovation being the...
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Grug Capital – Grug (Finally) Teaches Us MEV (S6E12)
In this episode I speak with Grug, an anonymous MEV searcher on the Ethereum blockchain. If that sentence made no sense to you, I promise this will be a fun episode. To begin the conversation, Grug explains the basic architecture of the Ethereum blockchain and how its structure allows for the...
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Doug Greenig - At the Frontier of Trend Following
My guest this episode is Doug Greenig, CEO and CIO of Florin Court Capital. Florin Court specializes in delivering an alternative markets CTA, trading over 500 markets ranging from Turkish cross currency swaps to French power markets. We spend the majority of the conversation discussing what…
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Return Stacked® Bonds & Managed Futures ETF
In this episode, Corey Hoffstein, CIO of Newfound Research, Rodrigo Gordillo, President of ReSolve Global* and Adam Butler, CIO of ReSolve Global, delve into the concept of return stacking and introduce the innovative RSBT Return Stacked™ Bonds & Managed Futures ETF. This podcast is essential for...
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Pim van Vliet – A Detailed Dive into Low Volatility Investing (S6E10)
Today I speak with Pim van Vliet, Head of Conservative Equities at Robeco. It will come as no surprise, to those who know Pim’s work, that we spend the majority of this conversation talking about conservative investing. Specifically, we discuss the low volatility anomaly. But rather than rehash…
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Asif Noor – Modern Systematic Macro (S6E9)
In this episode I speak with Asif Noor, Portfolio Manager at Aspect Capital where he oversees the firm’s Multi-Strategy Program. Asif has spent the last 25 years of his career developing systematic macro strategies, giving him a depth and breadth of experience to understand what it takes to…
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Roberto Croce - Trend and Carry Within Assets, Across Assets, and Over Time (S6E8)
My guest is Rob Croce, Senior Portfolio Manager at Newton Investment Management Group. This episode is all about what Rob considers to be the two super factors: trend and carry. More importantly, how Rob uses them to inform how risk is taken within asset classes, across asset classes, and over...
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ABOUT THIS SHOW
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.
HOSTED BY
Corey Hoffstein
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Frequently Asked Questions
How many episodes does Flirting with Models have?
Flirting with Models currently has 127 episodes available on PodParley. New episodes are automatically indexed when they're published to the podcast feed.
What is Flirting with Models about?
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,...
How often does Flirting with Models release new episodes?
Flirting with Models publishes regularly with 127 episodes available. Check the episode list for the typical release schedule.
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You can listen to Flirting with Models on PodParley by clicking any episode. We provide an embedded audio player for direct listening, and you can also subscribe via your preferred podcast app using the RSS feed.
Who hosts Flirting with Models?
Flirting with Models is created and hosted by Corey Hoffstein.
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