Podcast Episodes

Hari Krishnan – Hedging a Commodity Bull Market (S7E4)

Season 7 Episode 4

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…

Published on 1 year, 8 months ago

Nick Baltas - Multi-Asset, Multi-Strategy Portfolios (S7E3)

Season 7 Episode 3

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…

Published on 1 year, 8 months ago

Bin Ren – text2quant (S7E2)

Season 7 Episode 2

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 rea…

Published on 1 year, 9 months ago

Charles McGarraugh - "Change in the Market is Accelerating" (S7E1)

Season 7 Episode 1

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, wher…

Published on 1 year, 9 months ago

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 c…

Published on 1 year, 11 months ago

Dean Curnutt - The Reflexivity of Equity Volatility (S6E16)

Season 6 Episode 16

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 …

Published on 2 years ago

Gerald Rushton - Commodity Strategies (Trend; Carry; Congestion; and Volatility Carry) (S6E15)

Season 6 Episode 15

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 fol…

Published on 2 years ago

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 any…

Published on 2 years ago

Devin Anderson – Strategy versus Structure in Tail Hedging (S6E14)

Season 6 Episode 14

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 th…

Published on 2 years, 1 month ago

Martin Tarlie - Bridging the Gap Between Financial Planning and Portfolio Management (S6E13)

Season 6 Episode 13

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…

Published on 2 years, 1 month ago