Flirting with Models Podcast
1) Chris Carrano – Designing Practical Factor Models (S7E20)
In this episode, I speak with Chris Carrano, Vice President of Strategic Research at Venn by Two Sigma.Chris has had a rare vantage point in the world of factors — spanning smart beta, long/short hedg...Show More
2) Jeff Rosenburg – The Past, Present, and Future of Systematic Fixed Income (S7E19)
In this episode I speak with Jeffrey Rosenburg, Managing Director at BlackRock where he leads active and factor investments for mutual funds, ETFs, and institutional portfolios for the Systematic Fixe...Show More
3) Edward Yu – Bringing OTC On-Chain and the VariationalOMNI Perp Dex (S7E18)
In this episode I speak with Edward Yu, co-founder of Variational. We begin the conversation with Edward’s background in crypto OTC markets. He explains how the space evolved away from Teleg...Show More
4) Benjamin Hoff – Commodity Futures Surfaces and the Cash-and-Carry Glue (S7E17)
My guest this episode is Benjamin Hoff, Global Head of Commodity Strategy and Research at Société Générale.Ben started his career in rates before making the jump to commodities, and that lens—shaped b...Show More
5) Roxton McNeal and Siddharth Sethi – Building Multi-Strategy QIS Portfolios (S7E16)
My guests today are Roxton McNeal, Managing Director and Head PM of QIS Investments and Siddharth Sethi, portfolio manager and Head of QIS structuring. Together, they’re spearheading the development ...Show More
6) Scott Phillips - Finding Ugly Edges in Crypto Markets (S7E15)
Scott Phillips is just the second independent trader I’ve interviewed for this show.Like many independent traders, Scott found that his constraints – including the size of their capital pool, the abil...Show More
7) Thao Tran – Market Making Illiquid, Non-Fungible Assets (S7E14)
Today I’m talking to Thao Tran, Co-founding Partner at Vamient Capital.This episode was born from a question I had watching the NFT market place: how do you make markets in illiquid, non-fungible asse...Show More
8) Victor Haghani – The Last of the Tactical Allocators (S7E13)
My guest today is Victor Haghani, founder of Elm Wealth.Victor is, in many ways, one of the last tactical asset allocators standing after the 2010s. That might be because Victor wouldn’t categorize h...Show More
9) Jonathan Glidden - Saving Delta's Pension with Portable Alpha
In this episode of the Get StackedInvestment Podcast, Corey and Rodrigo have an insightful conversation withJonathan Glidden, Chief Investment Officer of the Delta Airlines Pension Plan.Since joining ...Show More
10) Farouk Jivraj - The Art & Science of Using Alternative Risk Premia (S7E12)
In this episode, I speak with Farouk Jivraj, Portfolio Manager and Head of Alternative Risk Premia at Fidelity Investments’ Asset Management Solutions division.After spending nearly a decade on the se...Show More
Farouk Jivraj - The Art & Science of Using Alternative Risk Premia (S7E12)
1:11:22 | Oct 7th, 2024