All Episodes
Flirting with Models — 127 episodes · page 1 of 2
Philip & Allan Maymin – Compounding Through Risk, Not Return (S7E35)
Lucas Schuermann – Swapping Out Perpetual Futures (S7E34)
Stacie Mintz – Turning Qualitative Fundamentals into Quantitative Factors (S7E33)
Ben Wellington – Complex Feature Engineering at Two Sigma (S7E32)
Peter Hecht – Portable Alpha: Solving the Funding Problem of Alternatives (S7E31)
John Gu – Crypto Market Making & The Cold Start Problem (S7E30)
Faheem Osman – Commodity QIS: An Under-Appreciated Source of Systematic Returns? (S7E29)
Richard Craib - Crowd-Sourced Alpha with Numerai (S7E28)
Ruslan Fakhrutdinov – Extended Exchange and Vault Tokenization (S7E27)
Angana Jacob - Data as the True Competitive Moat (S7E26)
Moritz Heiden & Moritz Seibert – Trend-Following Spreads (S7E25)
Annanay Kapila – Perpetual Futures Everywhere and All the Time (S7E24)
Jay Rajamony – Beyond Factors: Reimagining Quant Equity for the Modern Era (S7E23)
Vladimir Novakovski – Lighter: The Orderbook for all of Ethereum (S7E22)
Antti Ilmanen - Understanding Return Expectations (S7E21)
Chris Carrano – Designing Practical Factor Models (S7E20)
Jeff Rosenberg – The Past, Present, and Future of Systematic Fixed Income (S7E19)
Edward Yu – Bringing OTC On-Chain and the VariationalOMNI Perp Dex (S7E18)
Benjamin Hoff – Commodity Futures Surfaces and the Cash-and-Carry Glue (S7E17)
Roxton McNeal and Siddharth Sethi – Building Multi-Strategy QIS Portfolios (S7E16)
Scott Phillips - Finding Ugly Edges in Crypto Markets (S7E15)
Thao Tran – Market Making Illiquid, Non-Fungible Assets (S7E14)
Victor Haghani – The Last of the Tactical Allocators (S7E13)
Jonathan Glidden - Saving Delta's Pension with Portable Alpha
Farouk Jivraj - The Art & Science of Using Alternative Risk Premia (S7E12)
Giuseppe Paleologo - Multi-Manager Hedge Funds & Thinking Deeply About Simple Things (S7E11)
Talk Your Book: Return Stacking [REPLAY]
Kris Abdelmessih - Life Through a Volatility Lens (S7E10)
Bill Gebhardt - Replicating Discretionary Commodity Trading Systematically (S7E9)
Nicolas Mirjolet - Multivariate Trend Following (S7E8)
[PREVIEW] Enter the New World of Return Stacking | Get Stacked Podcast
Markku Kurtti – Diversification is a Negatively Priced Lunch (S7E7)
Otto van Hemert - Seasonality Everywhere (S7E6)
Clayton Gillespie - A Fundamental View of Quant Equity (S7E5)
Hari Krishnan – Hedging a Commodity Bull Market (S7E4)
Nick Baltas - Multi-Asset, Multi-Strategy Portfolios (S7E3)
Bin Ren – text2quant (S7E2)
Charles McGarraugh - "Change in the Market is Accelerating" (S7E1)
Andrew Beer & Adam Butler - Attack of the Managed Futures Clones
Dean Curnutt - The Reflexivity of Equity Volatility (S6E16)
Gerald Rushton - Commodity Strategies (Trend; Carry; Congestion; and Volatility Carry) (S6E15)
15 Ideas, Frameworks, and Lessons from 15 Years
Devin Anderson – Strategy versus Structure in Tail Hedging (S6E14)
Martin Tarlie - Bridging the Gap Between Financial Planning and Portfolio Management (S6E13)
Grug Capital – Grug (Finally) Teaches Us MEV (S6E12)
Doug Greenig - At the Frontier of Trend Following
Return Stacked® Bonds & Managed Futures ETF
Pim van Vliet – A Detailed Dive into Low Volatility Investing (S6E10)
Asif Noor – Modern Systematic Macro (S6E9)
Roberto Croce - Trend and Carry Within Assets, Across Assets, and Over Time (S6E8)
Michele Aghassi - Unintended Bets Everywhere (S6E7)
Jason Josephiac - Portable Alpha and Risk Mitigating Strategies (S6E6)
Macrocephalopod - Managing a Mid-Frequency Crypto Prop Desk (S6E5)
Roni Israelov – High Frequency Factors, the Volatility Risk Premium, and Re-Thinking Financial Planning (S6E4)
Doug Colkitt - High Frequency Trading, MEV Strategies, and CrocSwap (S6E3)
Jeff Yan - High Frequency Crypto Market Making & the Hyperliquid Exchange (S6E2)
Jason Buck - Designing the Cockroach Portfolio (S6E1)
Machine learning isn't the edge; it enhances the edge you’ve developed
What does a full-stack quant research platform and process look like?
What would Cliff Asness ask St. Peter at the pearly gates?
A data-driven approach to picking growth stocks and thematic baskets
How quants have changed equity markets and how discretionary managers can use this information to sharpen their edge
Replacing linear factors with a non-linear, characteristic approach in quant equity
Options, volatility, and the things we don't know we don't know (ARCHIVES S3E3)
Formulating the machine learning problem, how research questions should be asked, and the trade-off of complexity versus accuracy (ARCHIVES S1E7)
Giuliana Bordigoni - Alternative Markets & Specialist Strategies (S5E14)
Adam Butler - Questioning the Quant Orthodoxy (S5E13)
Kevin Cole - Systematic Multi-Strategy from 100+ Models (S5E12)
Hari Krishnan - Market Tremors & Tail Hedging (S5E11)
Harel Jacobson - Trading FX Volatility (S5E10)
Andrew Beer - Replicating Hedge Fund Beta (S5E9)
Antti Ilmanen - Unexpected Returns (S5E8)
Ralph Smith - Scientific Investing in Fixed Income (S5E7)
Kai Wu - Mining Unstructured Data for the Intangible (S5E6)
David Sun - Expectancy Hacking (S5E5)
Aneet Chachra - Surfing Flow for Fun and Profit (S5E4)
Moritz Seibert & Moritz Heiden - From CTA to web3 (S5E3)
LightSpringFox - Crypto Market Making (S5E2)
Michael Green - The Active Impact of Passive Investing (S5E1)
David Berns - How do you build a portfolio for a human being? (S4E16)
Russell Korgaonkar - Optimizing the Research Process (S4E15)
Andrew Lapthorne - Thematic Baskets and Strong Balance Sheets (S4E13)
Greg Obenshain - Quantitative Credit (S4E12)
Roxton McNeal - Liability-Driven Investing (S4E11)
Vivek Viswanathan - Quant Equity in China (S4E10)
Tobias Carlisle - Realism Over Idealism in Value (S4E9)
Sam Trabucco - Perpetual Swaps, Liquidation Cascades, and the USD-BTC-YEN Triangle Trade (S4E8)
Dennis Davitt - Markets Models (S4E7)
Angus Cameron - Trade Structuring: Systematizing a Hidden Edge (S4E6)
Guillermo Roditi Dominguez - Path or Destination, Not Both (S4E5)
Tina Lindstrom - Commodity Volatility (S4E4)
David Fauchier - Paranoid Crypto Cowboys (S4E3)
Darrin Johnson - Independently Shorting Volatility (S4E2)
Cem Karsan - The Market Voting Machine (S4E1)
Liquidity Cascades
Kris Sidial - Long Volatility for the New Regime (S3E14)
Cliff Asness - "...But Not So Open Your Mind Falls Out" (S3E13)
Euan Sinclair - Positional Option Trading (S3E12)
Omer Cedar - Quant-Aware Discretionary (S3E11)
Sandrine Ungari - Alternative Risk Premia (S3E10)