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How quants have changed equity markets and how discretionary managers can use this information to sharpen their edge
After March 2020, a growing research interest of mine was the question, “how do strategies reflexively impact the markets they trade?” Beyond crowdi…
3 years, 8 months ago
Replacing linear factors with a non-linear, characteristic approach in quant equity
We’re back with another clip from the archives. This time it’s Season 4 Episode 9 with Vivek Viswanathan.
For three decades, equity quants have larg…
3 years, 8 months ago
Options, volatility, and the things we don't know we don't know (ARCHIVES S3E3)
We’re rewinding to Season 3, Episode 3 to chat with Benn Eifert, founder of QVR.
Benn was my first repeat guest and this is probably one of our mor…
3 years, 8 months ago
Formulating the machine learning problem, how research questions should be asked, and the trade-off of complexity versus accuracy (ARCHIVES S1E7)
We’re trying something new here, folks. I’ve got 5 seasons and 60 brilliant episodes and I thought it would be fun, in the off season, to go back to…
3 years, 8 months ago
Giuliana Bordigoni - Alternative Markets & Specialist Strategies (S5E14)
Season 5 Episode 14
In this episode I speak with Giuliana Bordigoni, Director of Specialist Strategies at Man AHL.
In her role, Giuliana oversees the firm’s strategies t…
3 years, 10 months ago
Adam Butler - Questioning the Quant Orthodoxy (S5E13)
Season 5 Episode 13
In this episode I speak with Adam Butler, co-founder and CIO of ReSolve Asset Management. For full disclosure, at the time of recording I am persona…
3 years, 11 months ago
Kevin Cole - Systematic Multi-Strategy from 100+ Models (S5E12)
Season 5 Episode 12
In this episode I speak with Kevin Cole, CEO and CIO of Campbell & Company.
In the first half of the conversation, we discuss Campbell’s flagship s…
4 years ago
Hari Krishnan - Market Tremors & Tail Hedging (S5E11)
Season 5 Episode 11
Today I am joined by Hari Krishnan, Head of Volatility Strategies at SCT Capital and author of the books Second Leg Down and Market Tremors.
We begin…
4 years, 1 month ago
Harel Jacobson - Trading FX Volatility (S5E10)
Season 5 Episode 10
In this episode I speak with Harel Jacobson, an FX volatility trader.
There is a lot that makes the FX volatility market unique. For starters, the e…
4 years, 1 month ago
Andrew Beer - Replicating Hedge Fund Beta (S5E9)
Season 5 Episode 9
My guest in this episode is Andrew Beer, co-founder of Dynamic Beta Investments.
Andrew has spent the last 15 years trying to pioneer the adoption of…
4 years, 1 month ago