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Jason Josephiac - Portable Alpha and Risk Mitigating Strategies (S6E6)
Season 6 Episode 6
In this episode I chat with Jason Josephiac, Senior Vice President and Research Consultant at Meketa Investment Group.
Jason has largely spent his …
3 years, 3 months ago
Macrocephalopod - Managing a Mid-Frequency Crypto Prop Desk (S6E5)
Season 6 Episode 5
In this episode I speak with the anonymous twitter user @macrocephalopod.
The arc of our conversation follows the arc of his career: beginning with s…
3 years, 3 months ago
Roni Israelov – High Frequency Factors, the Volatility Risk Premium, and Re-Thinking Financial Planning (S6E4)
Season 6 Episode 4
My guest is Roni Israelov, CIO of NDVR. Prior to NDVR, Roni was a principal at AQR Capital Management, where he worked on global risk models, high f…
3 years, 3 months ago
Doug Colkitt - High Frequency Trading, MEV Strategies, and CrocSwap (S6E3)
Season 6 Episode 3
Doug Colkitt is an ex-high frequency trader, ex-MEV bot searcher, and founder of the decentralized exchange CrocSwap.
In this episode, we talk about …
3 years, 4 months ago
Jeff Yan - High Frequency Crypto Market Making & the Hyperliquid Exchange (S6E2)
Season 6 Episode 2
My guest this episode is Jeff Yan, founder of Chameleon Trading.
Jeff began his career in high frequency trading at Hudson River Trading but soon m…
3 years, 4 months ago
Jason Buck - Designing the Cockroach Portfolio (S6E1)
Season 6 Episode 1
Jason Buck is the co-founder and CIO of Mutiny Funds and maybe one of the most interesting people I know.
Jason made, and subsequently lost, a fortun…
3 years, 4 months ago
Machine learning isn't the edge; it enhances the edge you’ve developed
There is no doubt that the tools of machine learning and the promise of artificial intelligence has captured the imagination of quantitative research…
3 years, 6 months ago
What does a full-stack quant research platform and process look like?
In our industry, we’re all too often guilty of asking, “what is your alpha,” rather than, “what is your process for finding alpha?” Yet, in the long…
3 years, 7 months ago
What would Cliff Asness ask St. Peter at the pearly gates?
In July 2020 I interviewed Cliff Asness, co-founder of AQR. This was several months after he penned a perspective piece titled The Valuesburg Addres…
3 years, 7 months ago
A data-driven approach to picking growth stocks and thematic baskets
It’s no secret that high flying growth stocks were hammered in 2022, so I thought it would be fun to revisit my conversation with Jason Thomson back …
3 years, 7 months ago