Flirting with Models

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Category: Season 3

  • Season 3

S03E14: Long Volatility for the New Regime

  • September 7, 2020
  • Tagged as: volatility
My guest this episode is Kris Sidial, co-CIO of The Ambrus Group, a volatility arbitrage focused firm founded in 2018. Kris recently joined Ambrus after spending several years on BMO’s exotic and listed options desks....

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Corey Hoffstein
  • Season 3

S03E13: “…But Not So Open Your Mind Falls Out”

  • July 29, 2020
  • Tagged as: hedge funds, momentum, style premia, value
“Keep an open mind. But not so open your mind falls out.” My guest in this episode needs little introduction: Cliff Asness, co-founder and managing partner at AQR. Cliff has done dozens of interviews, podcasts,...

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Corey Hoffstein
  • Season 3

S03E12: Positional Option Trading

  • July 27, 2020
  • Tagged as: volatility
Today I chat with Euan Sinclair, Partner at Talton Capital Management and author of the books Options Trading, Volatility Trading, and the up-coming Positional Option Trading. We begin our discussion with Euan’s experience as a...

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Corey Hoffstein
  • Season 3

S03E11: Quant-Aware Discretionary

  • July 24, 2020
  • Tagged as: hedge funds, long/short equity
Today I am speaking with Omer Cedar, CEO and co-founder of OmegaPoint. One of the significant trends in quant equity over the last decade has been the attempt to better control for unintended bets and...

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Corey Hoffstein
  • Season 3

S03E10: Alternative Risk Premia

  • July 22, 2020
  • Tagged as: machine learning, style premia
My guest in this episode is Sandrine Ungari, Head of Cross-Asset Quantitative Research at SocGen. Sandrine cut her teeth in the industry as a fixed-income pricing quant, but made her way over to sell-side, investment...

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Corey Hoffstein
  • Season 3

S03E09: Institutional Trends in Factor Investing

  • July 20, 2020
  • Tagged as: long/short equity, momentum, value
In this episode I speak with Dr. Michael Hunstad, Head of Quantitative Strategies at Northern Trust. Our conversation centers around the four key trends Michael is seeing among institutional allocators in the factor space today....

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Corey Hoffstein
  • Season 3

E03E08: Full Stack Machine Learning

  • July 17, 2020
  • Tagged as: machine learning
In this episode I chat with Mads Ingwar and Martin Oberhuber, co-founders of Kvasir Technologies, a systematic hedge fund powered by a full-stack application of machine learning. By full-stack I mean every layer of the...

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Corey Hoffstein
  • Season 3

S03E07: All-Weather Portfolios with Trend Following

  • July 15, 2020
  • Tagged as: asset allocation, trend following
My guest is Eric Crittenden, founder and Chief Investment Officer of Standpoint Funds. Eric has spent his career with trend following strategies, first at BlackStar where he managed a fund-of-funds, then at Longboard, and now...

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Corey Hoffstein
  • Season 3

S03E06: Commodity Convexity

  • July 13, 2020
  • Tagged as: commodities, volatility
In this episode I speak with Jeffrey Baird, managing partner at Merritt Point Partners. Merritt Point Partners seeks to build diversified portfolios of convexity exposure through the commodities market. With that in mind, we talk...

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Corey Hoffstein
  • Season 3

S03E05: Tail Reaper

  • July 10, 2020
  • Tagged as: machine learning, tail hedging

My guest in this episode is Dr. Ernest Chan, founder of QTS Capital Management. Investor, researcher, and educator, Ernie is well-known for his blog – which he has been publishing since 2006 – as well…

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Corey Hoffstein
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