Flirting with Models

114 Episodes

1. Jeff Yan - High Frequency Crypto Market Making & the Hyperliquid Exchange (S6E2)

   Published: 5/8/2023
2. Jason Buck - Designing the Cockroach Portfolio (S6E1)

   Published: 5/1/2023
3. Machine learning isn't the edge; it enhances the edge you’ve developed

   Published: 2/27/2023
4. What does a full-stack quant research platform and process look like?

   Published: 2/13/2023
5. What would Cliff Asness ask St. Peter at the pearly gates?

   Published: 1/30/2023
6. A data-driven approach to picking growth stocks and thematic baskets

   Published: 1/23/2023
7. How quants have changed equity markets and how discretionary managers can use this information to sharpen their edge

   Published: 1/16/2023
8. Replacing linear factors with a non-linear, characteristic approach in quant equity

   Published: 1/9/2023
9. Options, volatility, and the things we don't know we don't know (ARCHIVES S3E3)

   Published: 1/2/2023
10. Formulating the machine learning problem, how research questions should be asked, and the trade-off of complexity versus accuracy (ARCHIVES S1E7)

    Published: 12/29/2022
11. Giuliana Bordigoni - Alternative Markets & Specialist Strategies (S5E14)

    Published: 10/24/2022
12. Adam Butler - Questioning the Quant Orthodoxy (S5E13)

    Published: 10/3/2022
13. Kevin Cole - Systematic Multi-Strategy from 100+ Models (S5E12)

    Published: 8/29/2022
14. Hari Krishnan - Market Tremors & Tail Hedging (S5E11)

    Published: 8/8/2022
15. Harel Jacobson - Trading FX Volatility (S5E10)

    Published: 8/1/2022
16. Andrew Beer - Replicating Hedge Fund Beta (S5E9)

    Published: 7/25/2022
17. Antti Ilmanen - Unexpected Returns (S5E8)

    Published: 7/18/2022
18. Ralph Smith - Scientific Investing in Fixed Income (S5E7)

    Published: 7/11/2022
19. Kai Wu - Mining Unstructured Data for the Intangible (S5E6)

    Published: 7/3/2022
20. David Sun - Expectancy Hacking (S5E5)

    Published: 6/27/2022