Flirting with Models

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    • Season 1 (2018)
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    • Season 6 (2023)
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Corey Hoffstein

  • Season 6

S06E05: Managing a Mid-Frequency Crypto Prop Desk

  • May 29, 2023
  • Tagged as: crypto, hedge funds, high frequency trading, mid frequency trading, style premia, trend following
In this episode I speak with the anonymous twitter user @macrocephalopod. The arc of our conversation follows the arc of his career: beginning with slow-frequency style premia in a hedge fund to building a prop...

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Corey Hoffstein
  • Season 6

S06E04: High Frequency Factors, the Volatility Risk Premium, and Re-Thinking Financial Planning

  • May 22, 2023
  • Tagged as: style premia, tail heding, volatility risk premium
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 frequency factors, and lead the development and oversight...

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Corey Hoffstein
  • Season 6

S06E03: High Frequency Trading, MEV Strategies, and CrocSwap

  • May 15, 2023
  • Tagged as: crypto, DeFi, high frequency trading, market making, MEV
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 all three.  We begin with high frequency trading, where Doug walks us...

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Corey Hoffstein
  • Season 6

S06E02: High Frequency Crypto Market Making & the Hyperliquid Exchange

  • May 8, 2023
  • Tagged as: crypto, high frequency trading, market making
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 moved over to the world of crypto where he...

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Corey Hoffstein
  • Season 6

S06E01: Designing the Cockroach Portfolio

  • May 1, 2023
  • Tagged as: asset allocation, permanent portfolio, trend following, volatility
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 fortune in commercial real estate in the 2008 crash....

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Corey Hoffstein
  • Season 5

S05E14: Alternative Markets & Specialist Strategies

  • October 23, 2022
  • Tagged as: alternative markets, china, momentum, systematic macro, trend following
In this episode I speak with Giuliana Bordigoni, Director of Specialist Strategies at Man AHL. In her role, Giuliana oversees the firm’s strategies that require specialist knowledge. This includes, for example, alternative markets, options trading,...

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Corey Hoffstein
  • Season 5

S05E13: Questioning the Quant Orthodoxy

  • October 2, 2022
  • Tagged as: machine learning, systematic macro, trend following
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 personally an investor in one of ReSolve’s private funds. Adam...

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Corey Hoffstein
  • Season 5

S05E12: Systematic Multi-Strategy from 100+ Models

  • August 28, 2022
  • Tagged as: systematic macro, trend following
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 systematic multi-strategy program. We cover topics including trend-following versus...

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Corey Hoffstein
  • Season 5

S05E11: Market Tremors & Tail Hedging

  • August 8, 2022
  • Tagged as: tail hedging, volatility
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 with a discussion of Hari’s newest book, Market...

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Corey Hoffstein
  • Season 5

S05E10: Trading FX Volatility

  • July 31, 2022
  • Tagged as: foreign exchange, otc, volatility
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 end users are more focused on hedging cash-flow and...

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Corey Hoffstein
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SEE YOU SPACE COWBOY...
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Flirting with Models © 2022
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