Podcast Episodes
Back to Search
Markku Kurtti – Diversification is a Negatively Priced Lunch (S7E7)
Season 7 Episode 7
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 recei…
2 years, 4 months ago
Otto van Hemert - Seasonality Everywhere (S7E6)
Season 7 Episode 6
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 o…
2 years, 5 months ago
Clayton Gillespie - A Fundamental View of Quant Equity (S7E5)
Season 7 Episode 5
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 …
2 years, 7 months ago
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…
2 years, 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 …
2 years, 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-o…
2 years, 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-tra…
2 years, 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…
2 years, 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…
3 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 com…
3 years ago